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Inflation adjustment in the open economy : an I(2) analysis of UK prices
Bohn Nielsen, Heino; Bowdler, Christopher - In: Empirical economics : a journal of the Institute for … 31 (2006) 3, pp. 569-586
Persistent link: https://www.econbiz.de/10003352675
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The likelihood ratio test for cointegration ranks in the I(2) model
Bohn Nielsen, Heino; Rahbek, Anders - In: Econometric theory 23 (2007) 4, pp. 615-637
Persistent link: https://www.econbiz.de/10003549573
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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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Likelihood ratio testing for cointegration ranks in I(2) models
Bohn Nielsen, Heino (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001839976
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Bootstrapping noncausal autoregressions : with applications to explosive bubble modeling
Cavaliere, Giuseppe; Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10012179509