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 - 1 out of 1Page size: 10
- 2011
- 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
ID: 3210
Most downloads
-
3059
downloads
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
Published -
1185
downloads
Properties of Estimated Characteristic Roots
Research output: Working paper › Research
Published -
1147
downloads
Cointegration Analysis in the Presence of Outliers
Research output: Working paper › Research
Published