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Niels Haldrup
Niels Haldrup
CREATES, Aarhus University
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The effects of additive outliers on tests for unit roots and cointegration
PH Franses, N Haldrup
Journal of Business & Economic Statistics 12 (4), 471-478, 1994
3551994
A regime switching long memory model for electricity prices
N Haldrup, MØ Nielsen
Journal of econometrics 135 (1-2), 349-376, 2006
3242006
An econometric analysis of I (2) variables
N Haldrup
Journal of Economic Surveys 12 (5), 595-650, 1998
1901998
The asymptotics of single-equation cointegration regressions with I (1) and I (2) variables
N Haldrup
Journal of Econometrics 63 (1), 153-181, 1994
1591994
Labour market implications of EU product market integration
TM Andersen, N Haldrup, JR Sørensen
Economic Policy 15 (30), 106-133, 2000
1122000
Testing for multicointegration
T Engsted, J Gonzalo, N Haldrup
Economics Letters 56 (3), 259-266, 1997
1091997
Improving size and power in the unit root testing
N Haldrup, M Jansson
Aarhus University Economics Paper, 2005
1022005
A vector autoregressive model for electricity prices subject to long memory and regime switching
N Haldrup, FS Nielsen, MØ Nielsen
Energy Economics 32 (5), 1044-1058, 2010
882010
Estimation of fractional integration in the presence of data noise
N Haldrup, MØ Nielsen
Computational Statistics & Data Analysis 51 (6), 3100-3114, 2007
762007
Multicointegration in stock‐flow models
T Engsted, N Haldrup
Oxford Bulletin of Economics and Statistics 61 (2), 237-254, 1999
671999
Measurement errors and outliers in seasonal unit root testing
N Haldrup, A Montanes, A Sanso
Journal of Econometrics 127 (1), 103-128, 2005
502005
Separation in cointegrated systems and persistent‐transitory decompositions
CWJ Granger, N Haldrup
Oxford Bulletin of Economics and Statistics 59 (4), 449-463, 1997
501997
Directional congestion and regime switching in a long memory model for electricity prices
N Haldrup, MØ Nielsen
Studies in Nonlinear Dynamics & Econometrics 10 (3), 2006
472006
Multiple unit roots in periodic autoregression
HP Boswijk, PH Franses, N Haldrup
Journal of Econometrics 80 (1), 167-193, 1997
461997
The linear quadratic adjustment cost model and the demand for labour
T Engsted, N Haldrup
Journal of Applied Econometrics 9 (S1), S145-S159, 1994
411994
Semiparametric tests for double unit roots
N Haldrup
Journal of Business & Economic Statistics 12 (1), 109-122, 1994
411994
Long memory, fractional integration, and cross-sectional aggregation
N Haldrup, JEV Valdés
Journal of Econometrics 199 (1), 1-11, 2017
392017
Representations of I (2) cointegrated systems using the Smith-McMillan form
N Haldrup, M Salmon
Journal of Econometrics 84 (2), 303-325, 1998
371998
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis
N Haldrup
University of Aarhus, Economics Working Paper, 2003
362003
Heteroscedasticity in non-stationary time series, some Monte Carlo evidence
N Haldrup
Statistical Papers 35 (1), 287-307, 1994
321994
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Artiklar 1–20