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 - 2 out of 2Page size: 25
- 2014
- 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
- Published
The Co-Integrated Vector Autoregression With Errors-In-Variables
Nielsen, Heino Bohn, 2014, In: Econometric Reviews. 35, 2, p. 169-200Research 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
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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