Heino Bohn Nielsen
Professor with special responsibilities, Professor MSO
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-04
Member of:
- Published
Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing1
Bec, F., Nielsen, Heino Bohn & Saïdi, S., Dec 2021, In: Oxford Bulletin of Economics and Statistics. 82, 6, p. 1413-1428 16 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models
Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, Mar 2022, In: Journal of Econometrics. 227, 1, p. 241-263Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2015, In: Econometrica. 83, 2, p. 813-831Research output: Contribution to journal › Journal article › Research › peer-review
- Published
An Introduction to Bootstrap Theory in Time Series Econometrics
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2021, Oxford Research Encyclopedia of Economics and Finance. Hamilton, J. H., Dixit, A., Edwards, S. & Judd, K. (eds.). Oxford University PressResearch output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review
- Published
An Introduction to Bootstrap Theory in Time Series Econometrics
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 28 May 2020, 35 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 20-02).Research output: Working paper › Research
- Published
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2020, In: Journal of Business and Economic Statistics. 38, 1, p. 55-67Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models
Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, 5 Dec 2018, 36 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-10).Research output: Working paper › Research
- Published
On the consistency of bootstrap testing for a parameter on the boundary of the parameter space
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, Jul 2017, In: Journal of Time Series Analysis. 38, 4, p. 513–534Research output: Contribution to journal › Journal article › Research › peer-review
- Published
US Monetary Police 1988-2004: An Empirical Analysis
Christensen, A. M. & Nielsen, Heino Bohn, 2005, Cph.: Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- Published
Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs. Discretion
Christensen, A. M. & Nielsen, Heino Bohn, 2009, In: Oxford Bulletin of Economics and Statistics. 71, 1, p. 69-89 22 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002
Christensen, A. M. & Nielsen, Heino Bohn, 2003, Kbh.: Danmarks Nationalbank, 18 p.Research output: Working paper › Research
- Published
Analyzing I(2) Systems by Transformed Vector Autoregressions
Kongsted, H. C. & Nielsen, Heino Bohn, 2002, Cph.: Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- Published
Analysing I(2) systems by transformed vector autoregressions
Kongsted, H. C. & Nielsen, Heino Bohn, 2004, In: Oxford Bulletin of Economics and Statistics. 66, 3, p. 379-397Research output: Contribution to journal › Journal article › Research › peer-review
- Published
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, 2009, Department of Economics, University of Copenhagen, 24 p.Research output: Working paper › Research
- Published
An I(2) cointegration model with piecewise linear trends
Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, Jul 2011, In: Econometrics Journal. 14, 2, p. 131-155 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Properties of Estimated Characteristic Roots
Nielsen, B. & Nielsen, Heino Bohn, 2008, Department of Economics, University of Copenhagen, 13 p.Research output: Working paper › Research
- Published
Cointegration analysis in the presence of outliers
Nielsen, Heino Bohn, 2004, In: Econometrics Journal. 7, 1, p. 249-271Research output: Contribution to journal › Journal article › Research › peer-review
- Published
UK Money Demand 1873-2001: a Cointegrated VAR Analysis with Additive Data Corrections
Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- Published
Comment on "The long-run determinants of UK wages, 1860-2004"
Nielsen, Heino Bohn, 2009, In: Journal of Macroeconomics. 31, 1, p. 29-34 6 p.Research output: Contribution to journal › Comment/debate › Research
- Published
Robust Estimation of the Expected Inflation
Nielsen, Heino Bohn & Knudsen, D., 2002, Danmarks Nationalbank, 18 p.Research output: Working paper › Research
- Published
An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports
Nielsen, Heino Bohn, 2001, Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- Published
Unit Root Vector Autoregression with Volatility induced Stationarity
Nielsen, Heino Bohn & Rahbek, Anders, Dec 2014, In: Journal of Empirical Finance. 29, p. 144-167Research output: Contribution to journal › Journal article › Research › peer-review
- Accepted/In press
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price
Nielsen, Heino Bohn, Bec, F., Guay, A. & Saïdi, S., 2024, (Accepted/In press) In: Studies in Nonlinear Dynamics and Econometrics.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
Nielsen, Heino Bohn & Bowdler, C., 2003, Oxford, UK: Nuffield College, University of Oxford, 22 p.Research output: Working paper › Research
- Published
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
Nielsen, Heino Bohn & Rahbek, A., 2003, Cph.: Department of Economics, University of Copenhagen, 25 p.Research output: Working paper › Research
ID: 3210
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3065
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
Published -
1186
downloads
Properties of Estimated Characteristic Roots
Research output: Working paper › Research
Published -
1149
downloads
Cointegration Analysis in the Presence of Outliers
Research output: Working paper › Research
Published