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 6 12 272
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 1 5 14 428
A Parametric Factor Model of the Term Structure of Mortality 0 0 0 34 0 4 15 87
A Regime Switching Long Memory Model for Electricity Prices 0 0 0 632 1 2 16 1,475
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 1 6 17 776
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 2 3 12 400
A generalized exponential time series regression model for electricity prices 0 0 1 135 0 3 11 178
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 0 0 0 2 7 8
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 1 2 7 83
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 28 2 8 15 87
Detection of additive outliers in seasonal time series 0 0 0 143 0 1 5 395
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 61 0 4 22 122
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 133 0 3 7 370
Discriminating between fractional integration and spurious long memory 0 0 0 105 0 5 16 215
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 0 272 0 1 13 882
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 0 5 15 142
Improving Size and Power in Unit Root Testing 0 0 1 23 1 2 8 90
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 6 8 29
Local Power Functions of Tests for Double Unit Roots 0 0 1 88 2 4 15 717
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 0 45 0 2 8 56
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 0 7 13 294
Long-Run Forecasting in Multicointegrated Systems 0 0 0 130 1 4 14 550
Long-run forecasting in multicointegrated systems 0 0 0 128 0 3 12 390
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 0 3 17 1,280
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 1 13 62
Multicointegration and present value relations 0 0 2 7 1 2 17 55
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 3 0 2 6 45
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 2 248 2 13 72 1,228
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 1 30 0 6 16 194
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 5 0 3 9 21
Sequential versus simultaneous market 0 0 0 40 0 1 7 159
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 1 2 9 48
Space-time modeling of electricity spot prices 0 0 1 57 0 4 24 167
Spikes and Memory in (Nord Pool) Electricity Price Spot Prices 0 0 0 42 0 3 21 85
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 0 4 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 3 96
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 0 3 10 390
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 1 3 16 485
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 1 8 512
Total Working Papers 0 0 10 4,818 17 140 545 15,868

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 2 7 39
A note on the Vogelsang test for additive outliers 0 0 0 20 0 4 8 104
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 0 1 19 0 1 6 90
A regime switching long memory model for electricity prices 0 0 1 346 0 4 79 999
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 0 1 97 3 7 16 335
An Econometric Analysis of I(2) Variables 0 0 3 248 0 1 7 543
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 0 6 10 218
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 1 2 16 0 5 16 87
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 1 4 13 202
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 1 0 4 9 31
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 96 0 3 17 291
Estimating the LQAC Model with I(2) Variables 0 1 1 47 1 4 19 231
Estimation of fractional integration in the presence of data noise 0 0 0 104 0 1 16 271
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 0 6 85
Local power functions of tests for double unit roots 0 0 0 15 1 2 8 63
Long memory, fractional integration, and cross-sectional aggregation 0 0 0 31 2 6 16 110
Long-run forecasting in multicointegrated systems 0 0 0 48 0 3 7 265
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 0 3 13 263
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 0 4 10 106
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 0 2 13 97
Multiple unit roots in periodic autoregression 0 0 0 73 1 1 5 201
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 3 8 15
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 30 0 1 9 125
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 2 6 52
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 39 2 5 12 151
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 1 3 1 1 10 23
Semiparametric Tests for Double Unit Roots 0 0 0 0 0 1 9 174
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 2 6 178
Testing for multicointegration 0 0 0 72 0 0 4 190
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 3 13 637
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 0 0 12 614
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 0 1 162 0 0 6 337
Total Journal Articles 0 2 11 1,831 12 85 400 7,182
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 4 14 126
Total Chapters 0 0 0 34 0 4 14 126

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Statistics updated 2026-06-04