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 - 10 out of 16Page size: 10
- 2020
- Published
An Introduction to Bootstrap Theory in Time Series Econometrics
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 28 May 2020, 35 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 20-02).Research output: Working paper › Research
- 2018
- Published
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 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-10).Research output: Working paper › Research
- 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
- 2009
- Published
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 p.Research output: Working paper › Research
- 2008
- 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
- 2005
- 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
- 2004
- 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
- 2003
- Published
Cointegration Analysis in the Presence of Outliers
Nielsen, Heino Bohn, 2003, Cph.: Department of Economics, University of Copenhagen, 22 p.Research output: Working paper › Research
- Published
Has US Monetary Policy Followed the Taylor Rule? A Cointegration Analysis 1988-2002
Christensen, A. M. & Nielsen, Heino Bohn, 2003, Kbh.: Danmarks Nationalbank, 18 p.Research output: Working paper › Research
- Published
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 p.Research output: Working paper › Research
ID: 3210
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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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Properties of Estimated Characteristic Roots
Research output: Working paper › Research
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Cointegration Analysis in the Presence of Outliers
Research output: Working paper › Research
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