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 3 3 242
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 1 3 7 402
A Regime Switching Long Memory Model for Electricity Prices 1 1 1 626 4 11 16 1,436
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 270 0 7 10 749
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 131 2 3 6 377
A generalized exponential time series regression model for electricity prices 0 0 4 133 3 5 14 155
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 9 0 1 4 63
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 27 0 2 6 58
Detection of additive outliers in seasonal time series 0 1 2 142 1 6 9 378
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 0 54 0 0 3 76
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 133 2 2 3 348
Discriminating between fractional integration and spurious long memory 0 1 2 95 1 6 15 164
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 4 266 1 2 13 834
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 33 0 2 5 117
Improving Size and Power in Unit Root Testing 0 1 6 13 0 4 14 57
Local Power Functions of Tests for Double Unit Roots 0 0 0 87 0 1 4 670
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 0 1 16
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 0 43 0 2 6 36
Long-Run Forecasting in Multicointegrated Systems 0 0 1 103 3 4 15 260
Long-Run Forecasting in Multicointegrated Systems 0 0 0 128 1 4 8 518
Long-run forecasting in multicointegrated systems 0 0 0 127 1 1 3 368
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 5 1 2 4 42
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 286 2 4 7 1,249
Multicointegration and present value relations 0 0 0 1 3 4 6 18
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 239 0 1 17 921
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 3 0 6 9 29
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 29 0 3 4 169
Sequential versus simultaneous market 0 0 0 40 0 1 1 144
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 1 2 5 31
Space-time modeling of electricity spot prices 0 0 4 51 2 3 16 116
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 1 0 3 15 29
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 1 25 0 5 9 87
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 1 1 865 0 1 4 2,926
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 1 2 373
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 0 2 2 453
Unit roots, nonlinearities and structural breaks 0 2 4 288 0 3 15 465
Total Working Papers 1 7 30 4,652 29 110 281 14,376

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 0 0 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 1 3 76
A regime switching long memory model for electricity prices 1 3 8 321 5 9 24 852
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 0 87 2 2 8 277
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 1 7 193
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 3 11 1 6 17 48
Detection of Additive Outliers in Seasonal Time Series 0 0 0 24 0 1 5 156
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 91 1 2 10 253
Estimating the LQAC Model with I(2) Variables 0 0 0 45 1 3 5 201
Estimation of fractional integration in the presence of data noise 0 1 1 102 2 3 10 244
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 0 0 77
Labour market implications of EU product market integration 1 1 1 93 1 1 5 245
Local power functions of tests for double unit roots 0 0 0 15 1 2 3 52
Long memory, fractional integration, and cross-sectional aggregation 0 1 3 14 1 3 10 46
Long-run forecasting in multicointegrated systems 0 0 0 46 1 2 3 246
Measurement errors and outliers in seasonal unit root testing 0 0 0 64 0 0 2 238
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 0 2 85
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 1 1 3 79
Multicointegration in Stock-Flow Models 0 0 0 55 1 1 1 169
Multiple unit roots in periodic autoregression 0 0 0 71 0 1 2 183
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 1 1 1 29 1 1 3 109
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 0 3 43
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 36 1 3 7 132
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 0 0 0 2 2 3
Semiparametric Tests for Double Unit Roots 0 0 0 0 1 2 3 159
Separation in Cointegrated Systems 0 0 0 15 0 1 1 48
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 1 2 4 164
Space-time modeling of electricity spot prices 0 0 7 18 1 3 18 45
Testing for multicointegration 0 0 2 69 0 1 10 172
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 2 5 571
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 1 135 1 1 5 585
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 0 2 149 1 1 5 307
Total Journal Articles 3 7 29 1,635 25 58 188 6,145

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 13 58
Total Chapters 0 0 0 16 1 3 13 58

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Statistics updated 2020-01-03