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 2 256
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 0 0 0 407
A Parametric Factor Model of the Term Structure of Mortality 0 0 3 33 0 1 13 69
A Regime Switching Long Memory Model for Electricity Prices 0 0 3 629 0 1 10 1,450
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 1 1 271 1 2 3 754
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 131 2 2 5 384
A generalized exponential time series regression model for electricity prices 0 0 0 134 0 0 2 161
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 9 0 1 8 75
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 27 1 1 5 69
Detection of additive outliers in seasonal time series 0 0 0 143 0 0 2 386
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 55 0 0 4 85
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 133 0 0 3 361
Discriminating between fractional integration and spurious long memory 0 0 3 100 0 2 12 187
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 1 3 271 1 2 11 856
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 33 0 0 3 123
Improving Size and Power in Unit Root Testing 0 0 2 16 0 0 4 65
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 0 2 20
Local Power Functions of Tests for Double Unit Roots 0 0 0 87 0 0 2 680
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 0 45 0 0 2 46
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 0 0 7 270
Long-Run Forecasting in Multicointegrated Systems 0 0 1 129 0 0 8 531
Long-run forecasting in multicointegrated systems 0 0 0 127 0 1 5 376
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 286 0 0 3 1,259
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 1 6 0 0 1 46
Multicointegration and present value relations 0 1 1 2 0 1 3 24
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 241 1 3 33 1,009
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 3 0 0 2 38
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 1 0 2 4 7
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 29 0 1 2 175
Sequential versus simultaneous market 0 0 0 40 0 1 4 151
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 0 1 3 37
Space-time modeling of electricity spot prices 0 0 1 52 0 0 6 127
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 2 4 0 1 4 39
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 2 41 0 0 4 53
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 1 4 93
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 2 867 0 1 5 2,933
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 0 1 375
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 1 1 2 460
Unit roots, nonlinearities and structural breaks 0 0 0 288 0 1 8 486
Total Working Papers 0 3 26 4,760 7 28 202 14,923
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 1 1 3 0 2 5 21
A note on the Vogelsang test for additive outliers 0 0 0 19 0 1 4 93
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 2 79
A regime switching long memory model for electricity prices 1 2 7 331 2 3 17 882
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 3 91 0 3 9 294
An Econometric Analysis of I(2) Variables 0 0 6 239 0 1 11 504
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 2 2 5 205
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 1 1 12 0 2 7 62
Detection of Additive Outliers in Seasonal Time Series 0 1 3 32 0 2 14 185
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 0 1 2 9 13
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 3 95 0 0 4 264
Estimating the LQAC Model with I(2) Variables 0 1 1 46 0 2 4 208
Estimation of fractional integration in the presence of data noise 0 0 1 103 0 0 3 250
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 54
Long memory, fractional integration, and cross-sectional aggregation 0 0 5 26 0 1 13 75
Long-run forecasting in multicointegrated systems 0 0 1 48 0 2 5 252
Measurement errors and outliers in seasonal unit root testing 0 0 0 64 0 0 0 244
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 0 4 92
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 0 0 1 81
Multiple unit roots in periodic autoregression 0 1 1 72 0 1 3 189
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 1 1 4
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 1 1 30 0 1 4 116
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 0 0 45
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 37 0 0 0 133
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 0 2 0 1 2 8
Semiparametric Tests for Double Unit Roots 0 0 0 0 0 0 0 162
Separation in Cointegrated Systems 0 0 0 15 0 0 0 50
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 1 3 168
Space-time modeling of electricity spot prices 0 0 3 24 2 5 13 70
Testing for multicointegration 1 1 2 72 1 1 6 181
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 2 5 17 606
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 0 1 4 593
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 0 4 159 0 0 7 322
Total Journal Articles 2 9 43 1,797 10 40 179 6,582

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 3 23 0 1 12 82
Total Chapters 0 0 3 23 0 1 12 82

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Statistics updated 2022-01-05