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 12 273
A Note on the Vogelsang Test for Additive Outliers 0 1 1 115 0 2 17 431
A Parametric Factor Model of the Term Structure of Mortality 0 0 0 34 1 2 18 90
A Regime Switching Long Memory Model for Electricity Prices 0 0 0 632 1 3 18 1,478
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 0 1 16 777
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 0 1 13 401
A generalized exponential time series regression model for electricity prices 0 0 0 135 1 4 14 182
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 84
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 1 1 1 29 3 5 17 92
Detection of additive outliers in seasonal time series 0 1 1 144 0 2 7 397
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 0 61 0 1 22 123
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 1 1 134 0 3 10 373
Discriminating between fractional integration and spurious long memory 0 0 0 105 0 1 16 216
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 0 272 0 0 10 882
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 0 0 13 142
Improving Size and Power in Unit Root Testing 0 1 1 24 0 3 10 93
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 0 7 29
Local Power Functions of Tests for Double Unit Roots 0 0 1 88 1 2 15 719
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 0 45 0 6 13 62
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 0 0 12 295
Long-Run Forecasting in Multicointegrated Systems 0 0 0 130 0 2 15 552
Long-run forecasting in multicointegrated systems 0 0 0 128 0 0 14 392
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 1 3 20 1,283
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 0 13 62
Multicointegration and present value relations 0 0 1 7 1 2 16 57
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 2 248 2 7 62 1,236
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 3 1 1 7 46
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 1 30 1 2 16 196
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 1 1 10 50
Space-time modeling of electricity spot prices 0 0 0 57 3 4 25 171
Spikes and Memory in (Nord Pool) Electricity Price Spot Prices 0 0 0 42 0 0 22 86
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 0 1 11 54
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 1 1 5 98
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 1 1 11 391
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 0 0 14 485
Unit roots, nonlinearities and structural breaks 0 0 0 290 1 4 14 518
Total Working Papers 1 5 10 4,823 20 66 569 15,946

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 1 7 40
A note on the Vogelsang test for additive outliers 0 1 1 21 0 1 9 105
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 2 3 80 1,003
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 1 2 98 2 4 18 339
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 0 11 219
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 2 16 1 1 17 90
Detection of Additive Outliers in Seasonal Time Series 0 1 1 33 2 5 18 207
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 1 1 2 11 33
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 96 0 0 17 292
Estimating the LQAC Model with I(2) Variables 0 0 1 47 0 1 20 232
Estimation of fractional integration in the presence of data noise 0 0 0 104 0 1 13 272
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 3 9 88
Local power functions of tests for double unit roots 0 0 0 15 0 1 9 64
Long memory, fractional integration, and cross-sectional aggregation 0 0 2 33 0 4 19 116
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 1 12 264
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 0 7 106
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 0 1 15 99
Multiple unit roots in periodic autoregression 0 0 0 73 0 0 5 202
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 0 7 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 3 8 55
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 39 0 1 12 152
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 1 3 1 1 10 24
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 1 1 5 192
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 5 17 642
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 1 2 13 616
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 0 3 12 1,836 12 42 412 7,234
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 0 14 128
Total Chapters 0 0 0 34 0 0 14 128

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