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:
ORCID: 0000-0001-8516-161X
1 - 3 out of 3Page size: 10
- 2007
- Published
A 'Maximum-Eigenvalue' test for the cointegration ranks in I(2) vector autoregressions
Nielsen, Heino Bohn, 2007, In: Economics Letters. 94, 3, p. 445-451Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The likelihood ratio test for cointegration ranks in the I(2) model
Nielsen, Heino Bohn & Rahbek, Anders, 2007, In: Econometric Theory. 23, 4, p. 615-637Research output: Contribution to journal › Journal article › Research › peer-review
- Published
UK money demand 1873-2001: a long-run time series analysis and event study
Nielsen, Heino Bohn, 2007, In: Cliometrica. 1, 1, p. 45-61Research output: Contribution to journal › Journal article › Research › peer-review
ID: 3210
Most downloads
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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