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 3 5 264
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 2 5 6 419
A Parametric Factor Model of the Term Structure of Mortality 0 0 0 34 2 5 6 77
A Regime Switching Long Memory Model for Electricity Prices 0 0 0 632 1 4 5 1,464
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 2 4 7 765
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 2 5 5 393
A generalized exponential time series regression model for electricity prices 0 0 1 135 2 5 6 173
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 0 0 0 0 0 1
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 0 2 3 79
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 28 0 1 5 76
Detection of additive outliers in seasonal time series 0 0 0 143 0 1 1 391
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 61 1 11 14 112
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 3 5 203
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 0 272 2 4 10 876
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 0 2 4 131
Improving Size and Power in Unit Root Testing 0 0 1 23 3 4 5 87
Local Power Functions of Tests for Double Unit Roots 0 1 1 88 0 3 7 707
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 0 2 22
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 0 45 1 2 3 51
Long-Run Forecasting in Multicointegrated Systems 0 0 0 130 0 2 4 539
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 0 1 5 284
Long-run forecasting in multicointegrated systems 0 0 0 128 2 5 5 383
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 2 3 3 1,266
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 2 2 2 51
Multicointegration and present value relations 0 0 1 6 3 5 10 46
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 2 2 3 248 14 29 64 1,203
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 1 3 3 15
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 29 1 2 5 182
Sequential versus simultaneous market 0 0 0 40 3 4 4 156
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 1 1 3 41
Space-time modeling of electricity spot prices 0 0 1 57 4 9 13 155
Spikes and Memory in (Nord Pool) Electricity Price Spot Prices 0 0 0 42 7 10 12 74
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 2 3 4 46
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 1 3 3 2,941
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 0 0 93
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 1 4 5 384
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 1 5 10 476
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 5 7 509
Total Working Papers 2 3 9 4,816 66 160 262 15,537

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 2 3 35
A note on the Vogelsang test for additive outliers 0 0 0 20 1 2 3 98
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 0 1 19 0 0 3 86
A regime switching long memory model for electricity prices 0 0 4 346 40 46 54 969
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 1 2 97 1 5 8 326
An Econometric Analysis of I(2) Variables 1 1 4 248 1 2 5 540
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 1 3 209
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 1 1 15 0 2 5 75
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 1 2 2 191
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 1 1 3 3 25
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 96 5 6 9 281
Estimating the LQAC Model with I(2) Variables 0 0 0 46 2 4 7 216
Estimation of fractional integration in the presence of data noise 0 0 0 104 0 2 6 261
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 1 2 3 81
Local power functions of tests for double unit roots 0 0 0 15 0 3 3 58
Long memory, fractional integration, and cross-sectional aggregation 0 0 0 31 0 0 4 97
Long-run forecasting in multicointegrated systems 0 0 0 48 1 1 1 259
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 1 2 4 254
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 2 5 101
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 4 5 6 89
Multiple unit roots in periodic autoregression 0 0 0 73 1 2 5 199
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 0 2 8
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 30 1 2 4 120
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 1 2 3 49
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 39 0 1 2 141
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 0 2 1 1 2 15
Semiparametric Tests for Double Unit Roots 0 0 0 0 1 3 6 171
Separation in Cointegrated Systems 0 0 0 15 1 2 2 53
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 3 4 4 176
Space-time modeling of electricity spot prices 0 0 0 31 2 3 5 92
Testing for multicointegration 0 0 0 72 1 1 3 188
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 3 6 10 631
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 2 3 6 606
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 0 0 161 0 2 4 335
Total Journal Articles 1 3 12 1,858 77 124 195 7,035

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 5 8 119
Total Chapters 0 0 0 34 2 5 8 119

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Statistics updated 2026-01-09