Heino Bohn Nielsen

Available identifiers

zbMath Open nielsen.heino-bohnMaRDI QIDQ1929858

List of research outcomes

Publication	Date of Publication	Type
The Co-Integrated Vector Autoregression with Errors–in–Variables	2022-06-07	Paper
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models	2022-03-16	Paper
Estimation bias and bias correction in reduced rank autoregressions	2022-03-04	Paper
Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models	2019-01-30	Paper
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space	2017-07-21	Paper
A ``maximum-eigenvalue test for the cointegration ranks in \(I(2)\) vector autoregressions	2013-01-09	Paper
THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL	2012-05-14	Paper
An I(2) cointegration model with piecewise linear trends	2011-07-27	Paper
Influential observations in cointegrated VAR models: Danish money demand 1973–2003	2008-05-29	Paper
Cointegration analysis in the presence of outliers	2005-01-06	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Heino Bohn Nielsen