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 1 2 261
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 0 0 2 414
A Parametric Factor Model of the Term Structure of Mortality 0 0 0 34 0 0 1 72
A Regime Switching Long Memory Model for Electricity Prices 0 0 0 632 1 1 1 1,460
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 0 2 3 761
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 1 1 1 135 1 1 2 168
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 1 1 1 77
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 28 3 3 4 75
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 1 1 61 0 1 5 101
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 133 0 0 1 363
Discriminating between fractional integration and spurious long memory 0 0 0 105 1 1 3 200
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 0 272 1 3 8 872
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 1 2 2 129
Improving Size and Power in Unit Root Testing 0 1 1 23 0 1 2 83
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 1 2 22
Local Power Functions of Tests for Double Unit Roots 0 0 0 87 0 2 5 704
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 1 1 2 537
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 0 0 2 281
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 0 287 0 0 0 1,263
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 0 0 49
Multicointegration and present value relations 0 1 1 6 1 2 4 40
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 2 246 5 10 40 1,166
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 5 0 0 0 12
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 29 0 1 2 179
Sequential versus simultaneous market 0 0 0 40 0 0 0 152
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 0 1 2 40
Space-time modeling of electricity spot prices 1 1 2 57 1 2 5 145
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 42 0 0 4 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 25 0 0 0 93
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 0 0 0 2,938
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 0 2 380
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 1 1 6 470
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 0 4 504
Total Working Papers 2 5 8 4,813 18 38 118 15,360
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 1 1 1 33
A note on the Vogelsang test for additive outliers 0 0 1 20 0 0 2 96
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 1 1 19 0 2 4 86
A regime switching long memory model for electricity prices 0 1 4 346 1 2 10 922
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 2 96 1 1 3 320
An Econometric Analysis of I(2) Variables 0 2 4 247 0 2 19 538
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 0 2 208
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 14 2 2 4 73
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 1 1 3 275
Estimating the LQAC Model with I(2) Variables 0 0 0 46 0 0 3 212
Estimation of fractional integration in the presence of data noise 0 0 0 104 0 3 4 258
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 0 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 1 7 95
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 0 66 0 2 2 252
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 2 3 98
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 0 0 2 84
Multiple unit roots in periodic autoregression 0 0 1 73 0 1 4 197
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 0 1 7
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 30 0 2 2 118
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 1 1 47
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 39 0 1 2 140
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 0 2 0 1 1 14
Semiparametric Tests for Double Unit Roots 0 0 0 0 0 3 3 168
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 0 172
Space-time modeling of electricity spot prices 0 0 1 31 1 1 3 89
Testing for multicointegration 0 0 0 72 0 1 3 187
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 0 4 624
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 0 1 3 603
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 0 0 161 0 2 3 333
Total Journal Articles 0 4 16 1,855 7 33 102 6,903

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 2 2 8 114
Total Chapters 0 0 0 34 2 2 8 114

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Statistics updated 2025-09-05