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~person:"Bohn Nielsen, Heino"
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Search: subject_exact:"VARMA model"
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Bohn Nielsen, Heino
Lütkepohl, Helmut
160
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120
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98
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97
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95
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62
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59
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58
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56
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53
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49
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48
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47
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45
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45
Saikkonen, Pentti
45
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44
Johansen, Søren
43
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42
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41
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40
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40
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39
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37
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37
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36
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36
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34
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ECONIS (ZBW)
17
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1
The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
Saved in:
2
Bootstrap testing of hypotheses on co-integration relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
3
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
Saved in:
4
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
Saved in:
5
UK money demand 1873 - 2001 : a cointegrated VAR analysis with additive data corrections
Bohn Nielsen, Heino
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002378867
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
11
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
Saved in:
12
Analysing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
;
Bohn Nielsen, Heino
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 379-397
Persistent link: https://www.econbiz.de/10002139170
Saved in:
13
Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743444
Saved in:
14
Likelihood ratio testing for cointegration ranks in I(2) models
Bohn Nielsen, Heino
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001839976
Saved in:
15
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716142
Saved in:
16
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
Saved in:
17
An I(2) cointegration analysis of price and quantity formation in Danish manufactured exports
Bohn Nielsen, Heino
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001592921
Saved in:
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