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Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
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Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino - In: Econometric reviews 38 (2019) 3, pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
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Properties of estimated characteristic roots
Nielsen, Bent (contributor); Bohn Nielsen, Heino (contributor) - 2008
Persistent link: https://www.econbiz.de/10003714678
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Properties of estimated characteristic roots
Nielsen, Bent; Bohn Nielsen, Heino - 2008
Persistent link: https://www.econbiz.de/10003807439
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An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - 2009
Persistent link: https://www.econbiz.de/10003859942
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An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - 2009
Persistent link: https://www.econbiz.de/10003863153
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An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 14 (2011) 2, pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
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Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of empirical finance 29 (2014), pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
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The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
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Mixed causal-noncausal autoregressions : bimodality issues in estimation and unit root testing
Bec, Frédérique; Bohn Nielsen, Heino; Sai͏̈di, Sarra - 2019
Persistent link: https://www.econbiz.de/10012237317