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 12 273
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 0 2 15 429
A Parametric Factor Model of the Term Structure of Mortality 0 0 0 34 0 1 16 88
A Regime Switching Long Memory Model for Electricity Prices 0 0 0 632 0 1 16 1,475
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 0 1 15 776
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 0 2 12 400
A generalized exponential time series regression model for electricity prices 0 0 1 135 0 0 11 178
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 0 0 0 0 7 8
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 0 1 7 83
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 28 1 3 16 88
Detection of additive outliers in seasonal time series 1 1 1 144 1 1 6 396
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 0 61 0 0 21 122
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 1 1 1 134 2 2 9 372
Discriminating between fractional integration and spurious long memory 0 0 0 105 0 0 16 215
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 0 272 0 0 11 882
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 0 0 14 142
Improving Size and Power in Unit Root Testing 0 0 0 23 0 1 7 90
Local Power Functions of Tests for Double Unit Roots 0 0 1 88 0 2 13 717
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 0 7 29
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 0 45 2 2 10 58
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 0 1 14 295
Long-Run Forecasting in Multicointegrated Systems 0 0 0 130 1 2 15 551
Long-run forecasting in multicointegrated systems 0 0 0 128 0 2 14 392
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 0 13 62
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 1 1 18 1,281
Multicointegration and present value relations 0 0 1 7 1 2 17 56
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 3 0 0 6 45
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 2 248 2 5 70 1,231
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 1 30 0 0 15 194
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 5 0 0 9 21
Sequential versus simultaneous market 0 0 0 40 0 0 7 159
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 0 2 9 49
Space-time modeling of electricity spot prices 0 0 1 57 0 0 23 167
Spikes and Memory in (Nord Pool) Electricity Price Spot Prices 0 0 0 42 0 1 22 86
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 0 0 11 53
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 0 0 4 2,942
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 1 4 97
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 0 1 16 485
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 0 10 390
Unit roots, nonlinearities and structural breaks 0 0 0 290 2 4 12 516
Total Working Papers 2 2 9 4,820 13 42 550 15,893

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 0 0 7 39
A note on the Vogelsang test for additive outliers 0 0 0 20 0 0 8 104
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 0 0 19 0 0 4 90
A regime switching long memory model for electricity prices 0 0 0 346 1 2 80 1,001
A vector autoregressive model for electricity prices subject to long memory and regime switching 1 1 2 98 1 4 17 336
An Econometric Analysis of I(2) Variables 0 0 1 248 0 0 5 543
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 1 11 219
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 2 16 0 2 18 89
Detection of Additive Outliers in Seasonal Time Series 1 1 1 33 1 2 14 203
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 1 1 1 10 32
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 96 0 1 18 292
Estimating the LQAC Model with I(2) Variables 0 0 1 47 0 1 19 231
Estimation of fractional integration in the presence of data noise 0 0 0 104 0 0 13 271
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 1 1 7 86
Local power functions of tests for double unit roots 0 0 0 15 1 2 9 64
Long memory, fractional integration, and cross-sectional aggregation 0 2 2 33 3 7 20 115
Long-run forecasting in multicointegrated systems 0 0 0 48 0 0 7 265
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 0 0 11 263
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 0 8 106
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 1 2 15 99
Multiple unit roots in periodic autoregression 0 0 0 73 0 2 5 202
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 0 8 15
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 30 0 0 7 125
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 1 1 6 53
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 39 0 2 11 151
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 1 3 0 1 9 23
Semiparametric Tests for Double Unit Roots 0 0 0 0 0 0 6 174
Separation in Cointegrated Systems 0 0 0 15 0 0 4 55
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 0 0 6 178
Testing for multicointegration 0 0 0 72 0 1 4 191
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 3 3 16 640
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 0 0 11 614
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 0 1 162 0 0 4 337
Total Journal Articles 2 4 11 1,835 14 36 398 7,206
1 registered items for which data could not be found

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 0 2 16 128
Total Chapters 0 0 0 34 0 2 16 128

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-08-07