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:
- Published
Properties of Estimated Characteristic Roots
Nielsen, B. & Nielsen, Heino Bohn, 2008, Department of Economics, University of Copenhagen, 13 p.Research output: Working paper › Research
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Robust Estimation of the Expected Inflation
Nielsen, Heino Bohn & Knudsen, D., 2002, Danmarks Nationalbank, 18 p.Research output: Working paper › Research
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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
- Published
The likelihood ratio test for cointegration ranks in the I(2) model
Nielsen, Heino Bohn & Rahbek, Anders, 2007, In: Econometric Theory. 23, 4, p. 615-637Research output: Contribution to journal › Journal article › Research › peer-review
- Published
UK Money Demand 1873-2001: a Cointegrated VAR Analysis with Additive Data Corrections
Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
- Published
UK money demand 1873-2001: a long-run time series analysis and event study
Nielsen, Heino Bohn, 2007, In: Cliometrica. 1, 1, p. 45-61Research output: Contribution to journal › Journal article › Research › peer-review
- Published
US Monetary Police 1988-2004: An Empirical Analysis
Christensen, A. M. & Nielsen, Heino Bohn, 2005, Cph.: Department of Economics, University of Copenhagen, 20 p.Research output: Working paper › Research
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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
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
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3064
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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
downloads
Properties of Estimated Characteristic Roots
Research output: Working paper › Research
Published -
1149
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Cointegration Analysis in the Presence of Outliers
Research output: Working paper › Research
Published