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 3 36 0 3 17 162
A Note on the Vogelsang Test for Additive Outliers 1 2 13 87 4 8 33 261
A Regime Switching Long Memory Model for Electricity Prices 2 6 42 523 4 15 90 1,168
A Review of the Econometric Analysis of I(2) Variables 1 2 23 145 1 4 37 950
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 3 62 99 2 10 177 234
A vector autoregressive model for electricity prices subject to long memory and regime switching 11 47 47 47 34 75 75 75
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 3 47 3 6 20 186
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 3 12 99 1 5 29 239
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 1 3 14 169 6 10 54 565
Estimating the LQAC Model with I(2) Variables 0 0 0 1 0 0 2 46
Estimating the LQAC model with I(2) Variables 0 0 0 34 0 0 11 1,752
Estimation of Fractional Integration in the Presence of Data Noise 2 5 10 11 3 8 24 28
Heteroscedasticity in Non-Stationary Time Series, Some Monte Carlo Evidence 0 0 0 0 0 3 19 157
Improving Size and Power in Unit Root Testing 2 12 44 158 3 16 73 271
Local Power Functions of Tests for Double Unit Roots 0 1 3 74 0 2 19 597
Local Power Functions of Tests for Double Unit Roots 0 0 2 19 0 2 15 105
Long-Run Forecasting in Multicointegrated Systems 0 0 5 78 0 7 20 135
Long-Run Forecasting in Multicointegrated Systems 1 1 3 117 1 6 20 445
Long-run forecasting in multicointegrated systems 1 2 6 113 3 8 30 301
Measurement Errors and Outliers in Seasonal Unit Root Testing 1 2 11 92 2 6 29 291
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 2 9 268 1 7 29 1,155
Money Demand, Expectations and the Foreward Looking Model: A Comment 0 0 0 0 0 1 4 174
Multicointegration and Present Value Relations 0 0 0 0 0 0 9 137
Multicointegration in Stock-Flow Models 0 2 13 656 3 6 47 2,946
Multiple Unit Roots in Periodic Autoregression 0 0 0 0 2 5 28 1,451
Multiple Unit Roots in Periodic Autoregression 0 0 0 0 2 4 9 248
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 1 3 8 62 1 3 15 175
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 2 7 205 1 4 23 706
Polynomially Cointegrated Systems and their Representation; A Synthesis 0 0 0 0 0 1 7 101
Product Market Integration and European Labour Markets 1 2 8 302 2 3 21 999
Separation in Cointegrated Systems, Long Memory Components and Common Stochastic Trends 0 0 0 0 0 0 4 97
Separation in Cointegrated Systems,Long Memory Components and Common Stochastic Trends 0 0 0 80 0 0 14 768
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 5 14 2 5 29 65
Sequential versus simultaneous market 0 2 6 32 0 3 17 95
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 1 4 30 0 3 18 132
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 2 13 713 3 10 62 2,100
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 1 4 15 382 3 8 34 781
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 3 8 24 807 10 23 64 2,734
TESTS FOR UNIT ROOTS WITH A MAINTAINED TREND WHEN THE TRUE DATA GENERATING PROCESS IN A RANDOM WALK WITH DRIFT 0 0 0 0 0 0 6 117
Testing Quadriatic Adjustment Cost Models within a Cointegrated VAR 0 0 0 0 0 0 5 166
Testing for Additive Outliers in Seasonally Integrated Time Series 0 2 22 52 3 13 73 200
Testing for Additive Outliers in Seasonally Integrated Time Series 0 2 10 116 3 6 34 327
Testing for Double Unit Roots 0 0 0 0 0 0 4 81
Testing for Multicointegration 1 2 15 697 1 2 24 3,029
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 7 10 35 401
UNIT ROOTS AND DETERMINISTIC TRENDS, WITH YET ANOTHER COMMENT ON THE EXISTENCE AND INTERPRETATION OF A UNIT ROOT IN U.S. GNP 0 0 0 0 0 1 8 276
Udviklingslinier i Oekonometrien 0 1 3 48 0 1 6 622
Total Working Papers 30 124 465 6,413 111 313 1,423 28,051


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the Vogelsang test for additive outliers 0 2 8 8 0 3 18 18
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 0 2 5 0 0 2 33
A regime switching long memory model for electricity prices 1 6 39 110 5 19 106 303
An Econometric Analysis of I(2) Variables 0 3 42 119 1 11 110 243
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 5 28 0 2 16 96
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 6 17 42 1 13 46 104
Estimating the LQAC Model with I(2) Variables 0 0 3 33 0 0 9 149
Estimation of fractional integration in the presence of data noise 5 9 23 31 6 12 32 69
Guest Editors' Introduction: Model Selection and Evaluation in Econometrics 0 2 5 12 0 2 11 55
Labour market implications of EU product market integration 1 3 19 48 3 6 45 119
Local power functions of tests for double unit roots 0 0 2 4 0 1 7 15
Long-run forecasting in multicointegrated systems 1 2 6 33 5 14 38 186
Measurement errors and outliers in seasonal unit root testing 1 1 5 30 2 4 15 115
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 2 9 0 0 7 52
Money demand, adjustment costs, and forward-looking behavior 0 0 0 10 0 0 0 31
Multicointegration in Stock-Flow Models 0 1 3 34 0 1 9 111
Multiple unit roots in periodic autoregression 1 2 5 48 1 2 12 107
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 1 5 5 0 2 7 7
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 2 16 0 0 9 67
Semiparametric Tests for Double Unit Roots 0 0 0 0 1 3 9 128
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 4 10 98
Testing for multicointegration 0 1 7 46 0 1 9 94
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 8 16 54 426
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 1 1 8 93 4 4 34 446
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 1 20 56 0 4 33 105
Total Journal Articles 11 41 228 820 37 124 648 3,177


Statistics updated 2009-11-04