Access Statistics for Niels Haldrup

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Gaussian IV estimator of cointegrating relations 0 0 0 55 0 0 1 260
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 0 1 2 414
A Parametric Factor Model of the Term Structure of Mortality 0 0 0 34 0 1 1 72
A Regime Switching Long Memory Model for Electricity Prices 0 0 1 632 0 0 1 1,459
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 0 1 1 759
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 0 0 0 388
A generalized exponential time series regression model for electricity prices 0 0 0 134 0 0 1 167
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 0 0 0 76
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 28 0 1 2 72
Detection of additive outliers in seasonal time series 0 0 0 143 0 0 0 390
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 60 0 1 5 100
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 133 0 1 1 363
Discriminating between fractional integration and spurious long memory 0 0 0 105 0 1 2 199
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 0 272 1 2 6 869
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 0 0 0 127
Improving Size and Power in Unit Root Testing 0 0 2 22 0 0 5 82
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 0 1 21
Local Power Functions of Tests for Double Unit Roots 0 0 0 87 0 2 6 702
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 0 45 0 0 1 48
Long-Run Forecasting in Multicointegrated Systems 0 0 0 130 0 0 1 536
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 0 2 3 281
Long-run forecasting in multicointegrated systems 0 0 0 128 0 0 0 378
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 0 1 49
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 0 0 1 1,263
Multicointegration and present value relations 0 0 0 5 1 2 2 38
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 1 245 4 8 42 1,151
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 3 0 0 0 39
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 29 0 0 1 178
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 5 0 0 0 12
Sequential versus simultaneous market 0 0 0 40 0 0 1 152
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 0 0 2 39
Space-time modeling of electricity spot prices 0 0 1 56 0 1 7 143
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 42 1 2 6 64
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 0 0 0 42
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 0 0 0 2,938
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 0 0 93
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 0 1 379
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 1 2 5 469
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 1 4 504
Total Working Papers 0 0 6 4,807 8 29 113 15,316
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Parametric Factor Model of the Term Structure of Mortality 0 0 0 6 0 0 0 32
A note on the Vogelsang test for additive outliers 0 0 1 20 0 1 2 96
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 0 0 18 0 0 2 84
A regime switching long memory model for electricity prices 0 3 4 345 0 4 10 920
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 1 95 0 0 3 318
An Econometric Analysis of I(2) Variables 0 0 2 244 0 0 24 535
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 1 2 208
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 14 0 0 2 70
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 0 0 0 189
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 1 0 0 1 22
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 96 0 0 0 272
Estimating the LQAC Model with I(2) Variables 0 0 0 46 0 2 3 212
Estimation of fractional integration in the presence of data noise 0 0 0 104 0 0 1 255
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 1 2 79
Local power functions of tests for double unit roots 0 0 0 15 0 0 0 55
Long memory, fractional integration, and cross-sectional aggregation 0 0 2 31 0 0 6 93
Long-run forecasting in multicointegrated systems 0 0 0 48 0 0 0 258
Measurement errors and outliers in seasonal unit root testing 0 0 1 66 0 0 1 250
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 0 2 96
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 0 0 1 83
Multiple unit roots in periodic autoregression 0 0 1 73 0 0 2 195
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 0 0 6
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 30 0 0 0 116
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 0 0 46
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 39 0 0 2 139
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 0 2 0 0 1 13
Semiparametric Tests for Double Unit Roots 0 0 0 0 0 0 1 165
Separation in Cointegrated Systems 0 0 0 15 0 0 0 51
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 1 172
Space-time modeling of electricity spot prices 0 0 1 31 0 0 1 87
Testing for multicointegration 0 0 0 72 0 1 2 186
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 0 4 623
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 1 2 3 602
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 0 0 161 0 0 1 331
Total Journal Articles 0 3 13 1,849 1 12 80 6,859

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Unit roots, non-linearities and structural breaks 0 0 0 34 0 1 7 112
Total Chapters 0 0 0 34 0 1 7 112

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Statistics updated 2025-05-12