Department of Economics

Heino Bohn Nielsen

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
- heino.bohn.nielsen@econ.ku.dk
- https://www.econ.ku.dk
Phone: +4535323253Fax: +4535323064

Member of:

ORCID: 0000-0001-8516-161X

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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

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