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 2 7 399
A Regime Switching Long Memory Model for Electricity Prices 0 0 1 625 0 1 4 1,421
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 1 270 0 1 9 741
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 131 0 1 3 373
A generalized exponential time series regression model for electricity prices 0 2 4 132 0 3 22 149
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 9 0 1 4 61
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 2 27 0 1 10 53
Detection of additive outliers in seasonal time series 0 0 1 141 0 0 9 371
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 0 54 0 1 6 75
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 133 0 1 3 346
Discriminating between fractional integration and spurious long memory 0 1 6 94 0 1 17 152
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 2 264 1 3 9 828
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 33 0 0 3 113
Improving Size and Power in Unit Root Testing 1 2 8 11 1 2 19 50
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 0 2 16
Local Power Functions of Tests for Double Unit Roots 0 0 0 87 0 0 4 668
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 2 43 0 1 8 33
Long-Run Forecasting in Multicointegrated Systems 0 0 0 128 1 1 3 512
Long-Run Forecasting in Multicointegrated Systems 0 0 1 103 1 1 5 248
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 0 286 0 0 2 1,243
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 5 0 1 1 39
Multicointegration and present value relations 0 0 0 1 0 0 0 12
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 239 0 6 23 915
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 1 3 1 1 3 22
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 29 0 0 2 165
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 1 3 1 1 4 27
Space-time modeling of electricity spot prices 0 0 3 49 1 3 15 107
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 1 0 4 14 24
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 2 25 0 0 4 80
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 864 0 0 3 2,923
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 1 1 372
Unit roots, nonlinearities and structural breaks 0 2 4 286 1 5 14 458
Total Working Papers 1 7 39 4,639 8 43 235 14,195

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 1 86
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 0 0 3 315 1 3 14 835
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 2 87 0 1 8 273
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 1 10 191
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 1 9 2 3 10 36
Detection of Additive Outliers in Seasonal Time Series 0 0 0 24 0 0 2 152
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 2 91 0 2 9 246
Estimating the LQAC Model with I(2) Variables 0 0 0 45 0 0 2 197
Estimation of fractional integration in the presence of data noise 0 0 1 101 0 2 10 240
Guest Editors' Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 0 2 77
Labour market implications of EU product market integration 0 0 0 92 0 1 2 241
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 4 12 0 3 10 40
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 1 236
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 0 0 1 76
Multicointegration in Stock-Flow Models 0 0 0 55 0 0 3 168
Multiple unit roots in periodic autoregression 0 0 0 71 0 1 1 182
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 28 0 1 2 107
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 0 6 127
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 1 3 161
Space-time modeling of electricity spot prices 1 2 5 15 2 4 16 35
Testing for multicointegration 0 0 1 68 0 1 5 165
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 0 4 567
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 1 1 135 0 2 5 583
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 1 1 1 148 1 1 3 303
Total Journal Articles 2 5 22 1,617 6 27 134 6,018

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 52
Total Chapters 0 0 0 16 1 3 13 52

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Statistics updated 2019-07-03