Heino Bohn Nielsen

Heino Bohn Nielsen is a Professor at the Department of Economics, University of Copenhagen, specializing in Econometric Time Series Analysis, Co-Integration, Financial Econometrics, and Bootstrap Methods. He holds a PhD in Economics from the University of Copenhagen (2004). His research focuses on econometric theory and methodology, particularly in volatility modeling and simulation-based inference.

He has led major research projects such as "Econometric Modeling of Instabilities in Financial Time Series" (2011–2013) and "Theory of the Bootstrap in Econometric Models with Time Varying Volatility" (2017–2021). His recent publications highlight advancements in unit root testing, GARCH-X models, and penalized quasi-likelihood estimation, reflecting his expertise in handling boundary parameters and instability in econometric models.

He serves as an Associate Editor for the Oxford Bulletin of Economics and Statistics and has refereed for top journals like the Journal of Econometrics and Journal of Applied Econometrics. His teaching has been recognized with multiple Invisible Hand Awards and a Department of Economics Teaching Award.