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 12 273
A Note on the Vogelsang Test for Additive Outliers 1 1 1 115 2 3 17 431
A Parametric Factor Model of the Term Structure of Mortality 0 0 0 34 1 2 17 89
A Regime Switching Long Memory Model for Electricity Prices 0 0 0 632 2 2 17 1,477
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 1 1 16 777
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 1 1 13 401
A generalized exponential time series regression model for electricity prices 0 0 0 135 3 3 13 181
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 0 0 0 0 7 8
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 1 1 7 84
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 28 1 2 14 89
Detection of additive outliers in seasonal time series 0 1 1 144 1 2 7 397
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 0 61 1 1 22 123
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 1 1 134 1 3 10 373
Discriminating between fractional integration and spurious long memory 0 0 0 105 1 1 16 216
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 0 272 0 0 10 882
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 0 0 13 142
Improving Size and Power in Unit Root Testing 1 1 1 24 3 3 10 93
Local Power Functions of Tests for Double Unit Roots 0 0 1 88 1 1 14 718
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 0 7 29
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 0 45 4 6 14 62
Long-Run Forecasting in Multicointegrated Systems 0 0 0 130 1 2 15 552
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 0 1 14 295
Long-run forecasting in multicointegrated systems 0 0 0 128 0 2 14 392
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 0 13 62
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 1 2 19 1,282
Multicointegration and present value relations 0 0 1 7 0 1 16 56
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 3 0 0 6 45
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 2 248 3 6 68 1,234
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 1 30 1 1 16 195
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 5 0 0 9 21
Sequential versus simultaneous market 0 0 0 40 0 0 7 159
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 0 1 9 49
Space-time modeling of electricity spot prices 0 0 0 57 1 1 23 168
Spikes and Memory in (Nord Pool) Electricity Price Spot Prices 0 0 0 42 0 1 22 86
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 1 1 12 54
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 0 0 4 2,942
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 1 4 97
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 0 0 15 485
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 0 10 390
Unit roots, nonlinearities and structural breaks 0 0 0 290 1 5 13 517
Total Working Papers 2 4 9 4,822 33 58 565 15,926

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 7 40
A note on the Vogelsang test for additive outliers 1 1 1 21 1 1 9 105
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 0 0 19 0 0 4 90
A regime switching long memory model for electricity prices 0 0 0 346 0 2 79 1,001
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 1 2 98 1 2 17 337
An Econometric Analysis of I(2) Variables 0 0 1 248 0 0 5 543
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 1 11 219
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 2 16 0 2 16 89
Detection of Additive Outliers in Seasonal Time Series 0 1 1 33 2 3 16 205
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 1 0 1 10 32
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 96 0 1 17 292
Estimating the LQAC Model with I(2) Variables 0 0 1 47 1 1 20 232
Estimation of fractional integration in the presence of data noise 0 0 0 104 1 1 14 272
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 2 3 9 88
Local power functions of tests for double unit roots 0 0 0 15 0 1 9 64
Long memory, fractional integration, and cross-sectional aggregation 0 2 2 33 1 6 21 116
Long-run forecasting in multicointegrated systems 0 0 0 48 0 0 7 265
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 1 1 12 264
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 0 8 106
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 0 2 15 99
Multiple unit roots in periodic autoregression 0 0 0 73 0 1 5 202
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 0 8 15
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 30 0 0 7 125
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 1 2 7 54
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 39 1 1 12 152
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 1 3 0 0 9 23
Semiparametric Tests for Double Unit Roots 0 0 0 0 0 0 6 174
Separation in Cointegrated Systems 0 0 0 15 0 0 4 55
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 6 178
Testing for multicointegration 0 0 0 72 0 1 4 191
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 2 5 18 642
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 1 1 12 615
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 0 1 162 0 0 4 337
Total Journal Articles 1 5 12 1,836 16 40 408 7,222
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 0 2 14 128
Total Chapters 0 0 0 34 0 2 14 128

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