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 2 2 11 253
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 0 1 7 407
A Parametric Factor Model of the Term Structure of Mortality 0 0 2 30 1 4 12 54
A Regime Switching Long Memory Model for Electricity Prices 0 0 1 626 0 2 14 1,440
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 270 0 1 3 750
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 131 0 1 5 379
A generalized exponential time series regression model for electricity prices 0 0 1 134 0 3 7 159
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 9 0 0 2 64
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 27 0 3 6 64
Detection of additive outliers in seasonal time series 0 0 0 142 0 3 7 382
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 0 54 1 3 4 80
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 133 1 2 11 357
Discriminating between fractional integration and spurious long memory 0 0 2 97 0 3 14 175
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 2 2 268 0 3 11 844
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 33 0 1 3 119
Improving Size and Power in Unit Root Testing 1 1 1 14 1 1 4 61
Local Power Functions of Tests for Double Unit Roots 0 0 0 87 0 0 5 675
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 2 2 18
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 1 44 0 2 6 42
Long-Run Forecasting in Multicointegrated Systems 0 0 0 128 0 3 9 523
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 0 1 6 263
Long-run forecasting in multicointegrated systems 0 0 0 127 0 1 4 371
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 286 0 1 9 1,256
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 5 0 1 4 45
Multicointegration and present value relations 0 0 0 1 0 1 6 21
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 3 0 3 10 35
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 2 241 5 14 42 962
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 29 0 0 5 173
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 1 1 0 0 3 3
Sequential versus simultaneous market 0 0 0 40 0 1 4 147
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 0 0 3 33
Space-time modeling of electricity spot prices 0 0 0 51 0 2 8 121
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 1 2 0 1 7 35
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 1 39 0 3 18 49
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 865 0 2 2 2,928
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 0 4 88
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 0 2 6 458
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 0 1 374
Unit roots, nonlinearities and structural breaks 0 0 1 288 1 5 13 477
Total Working Papers 1 3 16 4,732 12 78 298 14,685
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 1 2 1 2 10 15
A note on the Vogelsang test for additive outliers 0 0 0 19 0 0 2 89
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 0 0 17 0 0 1 77
A regime switching long memory model for electricity prices 0 2 5 324 0 2 18 863
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 0 87 1 2 7 282
An Econometric Analysis of I(2) Variables 0 0 3 231 0 1 6 491
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 0 3 196
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 11 0 1 10 55
Detection of Additive Outliers in Seasonal Time Series 0 1 2 26 3 4 10 165
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 0 0 0 0 4
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 1 92 1 1 9 260
Estimating the LQAC Model with I(2) Variables 0 0 0 45 0 1 6 204
Estimation of fractional integration in the presence of data noise 0 0 0 102 0 1 5 247
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 0 0 77
Local power functions of tests for double unit roots 0 0 0 15 0 0 2 52
Long memory, fractional integration, and cross-sectional aggregation 1 2 4 18 3 5 11 55
Long-run forecasting in multicointegrated systems 0 0 1 47 0 0 3 247
Measurement errors and outliers in seasonal unit root testing 0 0 0 64 0 1 6 244
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 1 3 88
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 0 0 2 80
Multiple unit roots in periodic autoregression 0 0 0 71 0 0 4 186
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 1 2 3
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 1 29 0 1 4 112
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 0 1 44
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 1 37 0 0 3 133
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 2 2 0 0 4 6
Semiparametric Tests for Double Unit Roots 0 0 0 0 0 0 4 162
Separation in Cointegrated Systems 0 0 0 15 0 0 2 49
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 2 165
Space-time modeling of electricity spot prices 0 0 2 20 1 1 14 56
Testing for multicointegration 0 0 1 70 0 1 3 175
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 2 2 17 586
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 1 136 1 1 5 589
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 3 5 154 1 4 8 314
Total Journal Articles 1 8 30 1,743 14 33 187 6,371

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 1 1 4 20 1 2 11 66
Total Chapters 1 1 4 20 1 2 11 66

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Statistics updated 2020-11-03