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: 500
- 2012
- Published
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders & Nielsen, Heino Bohn, 2012, Department of Economics, University of Copenhagen, 36 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
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1186
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Properties of Estimated Characteristic Roots
Research output: Working paper › Research
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1149
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Cointegration Analysis in the Presence of Outliers
Research output: Working paper › Research
Published