Økonomisk Institut

  1. Udgivet

    Cointegration analysis in the presence of outliers

    Nielsen, Heino Bohn, 2004, I: Econometrics Journal. 7, 1, s. 249-271

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  2. Udgivet

    I(1) and I(2) Cointegration Analysis: Theory and Applications

    Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen. 133 s. (Rød Serie; Nr. 98).

    Publikation: Bog/antologi/afhandling/rapportPh.d.-afhandlingForskning

  3. Udgivet

    UK money demand 1873-2001: a long-run time series analysis and event study

    Nielsen, Heino Bohn, 2007, I: Cliometrica. 1, 1, s. 45-61

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  4. Udgivet

    Inflation adjustment in the open economy: an I(2) analysis of UK prices

    Nielsen, Heino Bohn & Bowdler, C., 2006, I: Empirical Economics. 31, 3, s. 569-586

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  5. Udgivet

    The likelihood ratio test for cointegration ranks in the I(2) model

    Nielsen, Heino Bohn & Rahbek, Anders, 2007, I: Econometric Theory. 23, 4, s. 615-637

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  6. Udgivet

    Influential observations in cointegrated VAR models: Danish money demand 1973-2003

    Nielsen, Heino Bohn, 2008, I: Econometrics Journal. 11, 1, s. 39-57 19 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  7. Udgivet

    The Co-Integrated Vector Autoregression With Errors-In-Variables

    Nielsen, Heino Bohn, 2014, I: Econometric Reviews. 35, 2, s. 169-200

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  8. Accepteret/In press

    Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price

    Nielsen, Heino Bohn, Bec, F., Guay, A. & Saïdi, S., 2024, (Accepteret/In press) I: Studies in Nonlinear Dynamics and Econometrics.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  9. Udgivet

    Unit Root Vector Autoregression with Volatility induced Stationarity

    Nielsen, Heino Bohn & Rahbek, Anders, dec. 2014, I: Journal of Empirical Finance. 29, s. 144-167

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  10. Udgivet

    An I(2) Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports

    Nielsen, Heino Bohn, 2001, Department of Economics, University of Copenhagen, 20 s.

    Publikation: Working paper

  11. Udgivet

    Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

    Nielsen, Heino Bohn & Rahbek, A., 2003, Cph.: Department of Economics, University of Copenhagen, 25 s.

    Publikation: Working paper

  12. Udgivet

    Robust Estimation of the Expected Inflation

    Nielsen, Heino Bohn & Knudsen, D., 2002, Danmarks Nationalbank, 18 s.

    Publikation: Working paper

  13. Udgivet

    Inflation Adjustment in the Open Economy: An I(2) Analysis of UK Prices

    Nielsen, Heino Bohn & Bowdler, C., 2003, Oxford, UK: Nuffield College, University of Oxford, 22 s.

    Publikation: Working paper

  14. Udgivet

    Comment on "The long-run determinants of UK wages, 1860-2004"

    Nielsen, Heino Bohn, 2009, I: Journal of Macroeconomics. 31, 1, s. 29-34 6 s.

    Publikation: Bidrag til tidsskriftKommentar/debatForskning

  15. Udgivet

    UK Money Demand 1873-2001:  a Cointegrated VAR Analysis with Additive Data Corrections

    Nielsen, Heino Bohn, 2004, Cph.: Department of Economics, University of Copenhagen, 20 s.

    Publikation: Working paper

  16. Udgivet

    Estimation bias and bias correction in reduced rank autoregressions

    Nielsen, Heino Bohn, 16 mar. 2019, I: Econometric Reviews. 38, 3, s. 332-349 18 s.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  17. Udgivet

    A 'Maximum-Eigenvalue' test for the cointegration ranks in I(2) vector autoregressions

    Nielsen, Heino Bohn, 2007, I: Economics Letters. 94, 3, s. 445-451

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  18. Udgivet

    Cointegration Analysis in the Presence of Outliers

    Nielsen, Heino Bohn, 2003, Cph.: Department of Economics, University of Copenhagen, 22 s.

    Publikation: Working paper

  19. Udgivet

    An I(2)Cointegration Analysis of Price and Quantity Formation in Danish Manufactured Exports

    Nielsen, Heino Bohn, 2002, I: Oxford Bulletin of Economics and Statistics. 64, 5, s. 449-472

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  20. Udgivet

    Vietnam's Rice Policy

    Nielsen, C. P., 2002, Danish Research Institute of Food Economics, 54 s.

    Publikation: Working paper

  21. Udgivet

    Supply-Side Issues in Developing Country Agriculture: Constraints and Opportunities

    Nielsen, C. P., 2003, Cph.: Department of Economics, University of Copenhagen. (Rød Serie; Nr. 86).

    Publikation: Bog/antologi/afhandling/rapportPh.d.-afhandlingForskning

  22. Udgivet

    Consumer Attitudes Towards Genetically Modified Foods: The Modelling of Preference Changes

    Nielsen, C. P., Thierfelder, K. & Robinson, S., 2001, Danish Institute of Agricultural and Fisheries Economics, 49 s.

    Publikation: Working paper

  23. Udgivet

    Genetically Modified Foods, Trade, and Developing Countries

    Nielsen, C. P., Robinson, S. & Thierfelder, K., 2001, Washington, D.C.: International Food Policy Research Institute (IFPRI), 50 s.

    Publikation: Working paper

  24. Udgivet

    Social Accounting Matrices for Vietnam 1996 and 1997

    Nielsen, C. P., 2002, Washington, D.C.: International Food Policy Research Institute (IFPRI), 65 s.

    Publikation: Working paper

  25. Udgivet

    Social Accounting Matrices for Vietnam: 1996 and 1997

    Nielsen, C. P., 2001, Danish Institute of Agricultural and Fisheries Economics, 62 s.

    Publikation: Working paper