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 1 1 3 262
A Note on the Vogelsang Test for Additive Outliers 0 0 0 114 3 3 4 417
A Parametric Factor Model of the Term Structure of Mortality 0 0 0 34 2 3 4 75
A Regime Switching Long Memory Model for Electricity Prices 0 0 0 632 3 3 4 1,463
A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching 0 0 0 271 2 2 5 763
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching 0 0 0 132 3 3 3 391
A generalized exponential time series regression model for electricity prices 0 0 1 135 3 3 4 171
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 10 2 2 3 79
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 0 0 28 1 1 5 76
Detection of additive outliers in seasonal time series 0 0 0 143 0 1 1 391
Deterministic and stochastic trends in the Lee-Carter mortality model 0 0 1 61 7 10 13 111
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 133 0 0 1 363
Discriminating between fractional integration and spurious long memory 0 0 0 105 2 2 4 202
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis 0 0 0 272 2 2 9 874
Estimation of Fractional Integration in the Presence of Data Noise 0 0 0 35 0 2 4 131
Improving Size and Power in Unit Root Testing 0 0 1 23 1 1 2 84
Local Power Functions of Tests for Double Unit Roots 0 0 0 1 0 0 2 22
Local Power Functions of Tests for Double Unit Roots 0 1 1 88 2 3 7 707
Long Memory, Fractional Integration, and Cross-Sectional Aggregation 0 0 0 45 1 2 3 50
Long-Run Forecasting in Multicointegrated Systems 0 0 0 130 1 2 4 539
Long-Run Forecasting in Multicointegrated Systems 0 0 0 103 1 3 5 284
Long-run forecasting in multicointegrated systems 0 0 0 128 1 3 3 381
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 287 0 1 1 1,264
Measurement Errors and Outliers in Seasonal Unit Root Testing 0 0 0 6 0 0 0 49
Multicointegration and present value relations 0 0 1 6 1 3 7 43
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 3 0 0 0 39
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 1 246 7 23 54 1,189
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 5 1 2 2 14
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon 0 0 0 29 1 2 4 181
Sequential versus simultaneous market 0 0 0 40 1 1 1 153
Sequential versus simultaneous market delineation: The relevant antitrust market for salmon 0 0 0 3 0 0 2 40
Space-time modeling of electricity spot prices 0 0 1 57 2 6 9 151
Spikes and Memory in (Nord Pool) Electricity Price Spot Prices 0 0 0 42 2 3 7 67
Spikes and memory in (Nord Pool) electricity price spot prices 0 0 0 4 0 2 2 44
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 25 0 0 0 93
Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach 0 0 0 867 2 2 2 2,940
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 128 1 3 5 383
Testing for Additive Outliers in Seasonally Integrated Time Series 0 0 0 98 1 5 10 475
Unit roots, nonlinearities and structural breaks 0 0 0 290 5 5 7 509
Total Working Papers 0 1 7 4,814 62 110 206 15,470
1 registered items for which data could not be found

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 2 34
A note on the Vogelsang test for additive outliers 0 0 0 20 0 1 2 97
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence 0 0 1 19 0 0 3 86
A regime switching long memory model for electricity prices 0 0 4 346 4 7 17 929
A vector autoregressive model for electricity prices subject to long memory and regime switching 0 1 2 97 2 5 7 325
An Econometric Analysis of I(2) Variables 0 0 3 247 0 1 4 539
Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data 0 0 0 49 1 1 3 209
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads 0 1 1 15 0 2 5 75
Detection of Additive Outliers in Seasonal Time Series 0 0 0 32 1 1 1 190
Deterministic and stochastic trends in the Lee–Carter mortality model 0 0 0 1 2 2 2 24
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices 0 0 0 96 0 1 4 276
Estimating the LQAC Model with I(2) Variables 0 0 0 46 2 2 5 214
Estimation of fractional integration in the presence of data noise 0 0 0 104 1 3 6 261
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics 0 0 0 16 0 1 2 80
Local power functions of tests for double unit roots 0 0 0 15 1 3 3 58
Long memory, fractional integration, and cross-sectional aggregation 0 0 2 31 0 2 6 97
Long-run forecasting in multicointegrated systems 0 0 0 48 0 0 0 258
Measurement errors and outliers in seasonal unit root testing 0 0 0 66 1 1 3 253
Mirror image distributions and the Dickey-Fuller regression with a maintained trend 0 0 0 13 1 3 5 101
Money demand, adjustment costs, and forward-looking behavior 0 0 0 20 1 1 2 85
Multiple unit roots in periodic autoregression 0 0 0 73 0 1 4 198
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots 0 0 0 0 0 1 2 8
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction 0 0 0 30 1 1 3 119
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 0 0 0 11 0 1 2 48
Representations of I(2) cointegrated systems using the Smith-McMillan form 0 0 0 39 0 1 2 141
SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON 0 0 0 2 0 0 1 14
Semiparametric Tests for Double Unit Roots 0 0 0 0 1 2 5 170
Separation in Cointegrated Systems 0 0 0 15 0 1 1 52
Separation in Cointegrated Systems and Persistent-Transitory Decompositions 0 0 0 0 1 1 1 173
Space-time modeling of electricity spot prices 0 0 0 31 1 1 3 90
Testing for multicointegration 0 0 0 72 0 0 2 187
The Effects of Additive Outliers on Tests for Unit Roots and Cointegration 0 0 0 0 0 4 7 628
The Linear Quadratic Adjustment Cost Model and the Demand for Labour 0 0 0 136 1 1 4 604
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables 0 0 0 161 1 2 4 335
Total Journal Articles 0 2 13 1,857 23 55 123 6,958

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 3 3 7 117
Total Chapters 0 0 0 34 3 3 7 117

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

Statistics updated 2025-12-06