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 4 6 10 270
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 1 5 10 424
A Parametric Factor Model of the Term Structure of Mortality 0 0 0 34 2 8 13 85
A Regime Switching Long Memory Model for Electricity Prices 0 0 0 632 0 9 14 1,473
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 2 7 13 772
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 1 5 10 398
A generalized exponential time series regression model for electricity prices 0 0 1 135 0 2 8 175
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 0 0 0 5 5 6
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 0 2 5 81
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 28 1 4 8 80
Detection of additive outliers in seasonal time series 0 0 0 143 0 3 4 394
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 61 1 7 19 119
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 133 0 4 4 367
Discriminating between fractional integration and spurious long memory 0 0 0 105 2 9 13 212
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 0 272 0 5 13 881
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 2 8 12 139
Improving Size and Power in Unit Root Testing 0 0 1 23 1 2 7 89
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 1 2 3 24
Local Power Functions of Tests for Double Unit Roots 0 0 1 88 0 6 11 713
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 0 45 2 5 8 56
Long-Run Forecasting in Multicointegrated Systems 0 0 0 130 0 7 10 546
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 1 4 7 288
Long-run forecasting in multicointegrated systems 0 0 0 128 0 4 9 387
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 1 12 15 1,278
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 10 12 61
Multicointegration and present value relations 0 1 2 7 0 7 16 53
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 3 248 4 16 72 1,219
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 3 0 4 4 43
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 5 0 3 6 18
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 1 1 30 0 6 10 188
Sequential versus simultaneous market 0 0 0 40 1 3 7 159
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 0 5 7 46
Space-time modeling of electricity spot prices 0 0 1 57 2 10 22 165
Spikes and Memory in (Nord Pool) Electricity Price Spot Prices 0 0 0 42 1 9 20 83
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 1 4 8 50
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 2 2 95
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 0 1 4 2,942
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 0 6 14 482
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 3 8 387
Unit roots, nonlinearities and structural breaks 0 0 0 290 1 3 8 512
Total Working Papers 0 2 11 4,818 32 223 451 15,760

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 3 6 38
A note on the Vogelsang test for additive outliers 0 0 0 20 1 3 5 101
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 0 1 19 0 3 5 89
A regime switching long memory model for electricity prices 0 0 1 346 0 26 75 995
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 2 97 2 4 12 330
An Econometric Analysis of I(2) Variables 0 0 4 248 1 3 8 543
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 1 4 5 213
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 1 1 2 16 2 9 14 84
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 0 7 9 198
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 1 1 3 6 28
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 96 1 8 17 289
Estimating the LQAC Model with I(2) Variables 0 0 0 46 0 11 15 227
Estimation of fractional integration in the presence of data noise 0 0 0 104 1 10 16 271
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 4 6 85
Local power functions of tests for double unit roots 0 0 0 15 0 3 6 61
Long memory, fractional integration, and cross-sectional aggregation 0 0 0 31 2 9 13 106
Long-run forecasting in multicointegrated systems 0 0 0 48 0 3 4 262
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 0 6 10 260
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 1 6 102
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 1 7 13 96
Multiple unit roots in periodic autoregression 0 0 0 73 0 1 5 200
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 4 6 12
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 30 0 4 8 124
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 2 3 6 52
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 39 0 5 7 146
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 1 1 3 0 7 9 22
Semiparametric Tests for Double Unit Roots 0 0 0 0 0 2 8 173
Separation in Cointegrated Systems 0 0 0 15 0 2 4 55
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 4 176
Testing for multicointegration 0 0 0 72 0 2 4 190
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 1 4 12 635
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 0 8 13 614
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 1 1 162 0 2 6 337
Total Journal Articles 1 3 12 1,830 17 171 343 7,114
1 registered items for which data could not be found

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 1 4 11 123
Total Chapters 0 0 0 34 1 4 11 123

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Statistics updated 2026-04-09