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 0 0 239
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 0 0 6 399
A Regime Switching Long Memory Model for Electricity Prices 0 0 1 625 3 3 6 1,424
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 270 0 0 6 741
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 131 0 0 3 373
A generalized exponential time series regression model for electricity prices 0 0 4 132 0 0 16 149
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 9 0 0 4 61
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 1 27 0 1 5 54
Detection of additive outliers in seasonal time series 0 0 1 141 1 1 5 372
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 0 54 0 0 4 75
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 133 0 0 2 346
Discriminating between fractional integration and spurious long memory 0 0 6 94 1 3 18 155
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 1 2 4 266 3 5 12 832
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 33 2 2 5 115
Improving Size and Power in Unit Root Testing 0 1 6 11 0 2 16 51
Local Power Functions of Tests for Double Unit Roots 0 0 0 87 0 1 5 669
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 0 2 16
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 1 43 0 0 4 33
Long-Run Forecasting in Multicointegrated Systems 0 0 0 128 1 2 4 513
Long-Run Forecasting in Multicointegrated Systems 0 0 1 103 0 8 12 255
Long-run forecasting in multicointegrated systems 0 0 0 127 0 0 1 366
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 5 0 0 1 39
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 286 0 0 2 1,243
Multicointegration and present value relations 0 0 0 1 1 1 1 13
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 239 2 3 26 918
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 1 3 0 1 3 22
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 29 1 1 2 166
Sequential versus simultaneous market 0 0 0 40 0 0 0 143
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 2 3 5 29
Space-time modeling of electricity spot prices 2 2 5 51 4 5 16 111
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 1 1 1 12 25
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 864 1 1 4 2,924
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 2 25 0 0 4 80
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 0 0 1 451
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 0 1 372
Unit roots, nonlinearities and structural breaks 0 0 3 286 2 4 15 461
Total Working Papers 3 5 36 4,643 25 48 229 14,235


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the Vogelsang test for additive outliers 0 0 0 19 1 1 2 87
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 73
A regime switching long memory model for electricity prices 1 1 3 316 3 4 15 838
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 1 87 1 1 7 274
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 0 10 191
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 1 9 1 3 8 37
Detection of Additive Outliers in Seasonal Time Series 0 0 0 24 0 0 1 152
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 91 1 3 9 249
Estimating the LQAC Model with I(2) Variables 0 0 0 45 0 1 3 198
Estimation of fractional integration in the presence of data noise 0 0 1 101 0 0 10 240
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 0 1 77
Labour market implications of EU product market integration 0 0 0 92 2 2 4 243
Local power functions of tests for double unit roots 0 0 0 15 0 0 0 49
Long memory, fractional integration, and cross-sectional aggregation 0 1 3 13 1 3 10 43
Long-run forecasting in multicointegrated systems 0 0 0 46 0 0 1 244
Measurement errors and outliers in seasonal unit root testing 0 0 0 64 0 0 0 236
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 0 1 84
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 2 2 3 78
Multicointegration in Stock-Flow Models 0 0 0 55 0 0 2 168
Multiple unit roots in periodic autoregression 0 0 0 71 0 0 1 182
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 28 0 0 1 107
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 0 0 40
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 1 36 0 1 7 128
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 0 0 0 0 0 1
Semiparametric Tests for Double Unit Roots 0 0 0 0 0 0 0 156
Separation in Cointegrated Systems 0 0 0 15 0 0 1 47
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 1 161
Space-time modeling of electricity spot prices 2 3 6 17 2 4 16 37
Testing for multicointegration 0 1 2 69 3 4 9 169
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 0 3 567
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 1 135 1 1 6 584
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 2 2 149 0 2 4 304
Total Journal Articles 3 8 21 1,623 18 32 137 6,044


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 16 1 3 15 54
Total Chapters 0 0 0 16 1 3 15 54


Statistics updated 2019-09-09