The following pages link to Heino Bohn Nielsen (Q1929858):
Displaying 10 items.
- A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL (Q2886961) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Cointegration analysis in the presence of outliers (Q3156196) (← links)
- Influential observations in cointegrated VAR models: Danish money demand 1973–2003 (Q3499427) (← links)
- Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models (Q4614277) (← links)
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
- Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)
- The Co-Integrated Vector Autoregression with Errors–in–Variables (Q5864352) (← links)
