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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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A "maximum-eigenvalue" test for the cointegration ranks in I(2) vector autoregressions
Bohn Nielsen, Heino - In: Economics letters 94 (2007) 3, pp. 445-451
Persistent link: https://www.econbiz.de/10003437679
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The long-run determinants of UK wages : 1860 - 2004 ; comment
Bohn Nielsen, Heino - In: Journal of macroeconomics 31 (2009) 1, pp. 29-34
Persistent link: https://www.econbiz.de/10003840365
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Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino - In: The econometrics journal 7 (2004) 1, pp. 249-271
Persistent link: https://www.econbiz.de/10002122086
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An I(2) cointegration analysis of price and quantity formation in Danish manufactured exports
Bohn Nielsen, Heino - In: Oxford bulletin of economics and statistics 64 (2002) 5, pp. 449-472
Persistent link: https://www.econbiz.de/10001741983
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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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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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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