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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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Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743444
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I(1) and I(2) cointegration analysis : theory and applications
Bohn Nielsen, Heino - 2004
Persistent link: https://www.econbiz.de/10002018707
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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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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