Heino Bohn Nielsen
Professor MSO
Økonomisk Institut
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Bygning: 26-3-04
Medlem af:
- Udgivet
A 'Maximum-Eigenvalue' test for the cointegration ranks in I(2) vector autoregressions
Nielsen, Heino Bohn, 2007, I: Economics Letters. 94, 3, s. 445-451Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports
Nielsen, Heino Bohn, 2001, Department of Economics, University of Copenhagen, 20 s.Publikation: Working paper
- Udgivet
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, 2009, Department of Economics, University of Copenhagen, 24 s.Publikation: Working paper
- Udgivet
An I(2) cointegration model with piecewise linear trends
Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, jul. 2011, I: Econometrics Journal. 14, 2, s. 131-155 25 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
An I(2)Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports
Nielsen, Heino Bohn, 2002, I: Oxford Bulletin of Economics and Statistics. 64, 5, s. 449-472Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
An Introduction to Bootstrap Theory in Time Series Econometrics
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2021, Oxford Research Encyclopedia of Economics and Finance. Hamilton, J. H., Dixit, A., Edwards, S. & Judd, K. (red.). Oxford University PressPublikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt
- Udgivet
An Introduction to Bootstrap Theory in Time Series Econometrics
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 28 maj 2020, 35 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 20-02).Publikation: Working paper
- Udgivet
Analysing I(2) systems by transformed vector autoregressions
Kongsted, H. C. & Nielsen, Heino Bohn, 2004, I: Oxford Bulletin of Economics and Statistics. 66, 3, s. 379-397Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Analyzing I(2) Systems by Transformed Vector Autoregressions
Kongsted, H. C. & Nielsen, Heino Bohn, 2002, Cph.: Department of Economics, University of Copenhagen, 20 s.Publikation: Working paper
- Udgivet
Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models
Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, 5 dec. 2018, 36 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 18-10).Publikation: Working paper
- Udgivet
Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models
Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, mar. 2022, I: Journal of Econometrics. 227, 1, s. 241-263Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2015, I: Econometrica. 83, 2, s. 813-831Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2020, I: Journal of Business and Economic Statistics. 38, 1, s. 55-67Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Cointegration Analysis in the Presence of Outliers
Nielsen, Heino Bohn, 2003, Cph.: Department of Economics, University of Copenhagen, 22 s.Publikation: Working paper
- Udgivet
Cointegration analysis in the presence of outliers
Nielsen, Heino Bohn, 2004, I: Econometrics Journal. 7, 1, s. 249-271Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Comment on "The long-run determinants of UK wages, 1860-2004"
Nielsen, Heino Bohn, 2009, I: Journal of Macroeconomics. 31, 1, s. 29-34 6 s.Publikation: Bidrag til tidsskrift › Kommentar/debat › Forskning
- Udgivet
Estimation bias and bias correction in reduced rank autoregressions
Nielsen, Heino Bohn, 16 mar. 2019, I: Econometric Reviews. 38, 3, s. 332-349 18 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002
Christensen, A. M. & Nielsen, Heino Bohn, 2003, Kbh.: Danmarks Nationalbank, 18 s.Publikation: Working paper
- Udgivet
I(1) and I(2) Cointegration Analysis: Theory and Applications
Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen. 133 s. (Rød Serie; Nr. 98).Publikation: Bog/antologi/afhandling/rapport › Ph.d.-afhandling › Forskning
- Udgivet
Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices
Nielsen, Heino Bohn & Bowdler, C., 2003, Oxford, UK: Nuffield College, University of Oxford, 22 s.Publikation: Working paper
- Udgivet
Inflation adjustment in the open economy: an I(2) analysis of UK prices
Nielsen, Heino Bohn & Bowdler, C., 2006, I: Empirical Economics. 31, 3, s. 569-586Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Influential observations in cointegrated VAR models: Danish money demand 1973-2003
Nielsen, Heino Bohn, 2008, I: Econometrics Journal. 11, 1, s. 39-57 19 s.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
- Udgivet
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
Nielsen, Heino Bohn & Rahbek, Anders, 2003, Københavns Universitet, s. 1-22.Publikation: Working paper
- Udgivet
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
Nielsen, Heino Bohn & Rahbek, A., 2003, Cph.: Department of Economics, University of Copenhagen, 25 s.Publikation: Working paper
- Udgivet
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models
Nielsen, Heino Bohn & Rahbek, Anders, 2003, nr. 11 udg., Københavns Universitet, s. 1-25.Publikation: Working paper
ID: 3210
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
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Properties of Estimated Characteristic Roots
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Cointegration Analysis in the Presence of Outliers
Publikation: Working paper
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