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~institution:"Agricultural and Applied Economics Association - AAEA"
~institution:"C.E.P.R. Discussion Papers"
~institution:"School of Economics and Management, University of Aarhus"
~person:"Haldrup, Niels"
~subject:"Forecasting"
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Forecasting
Additive outliers
3
Cointegration
3
integrated processes
3
outlier detection
3
seasonality
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Brownian motion
2
Markov switching
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Unit roots
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electricity prices
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fractional integration
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long memory
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periodic heteroscedasticity
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structural breaks
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Seasonal unit roots
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Haldrup, Niels
Bollerslev, Tim
3
Christiansen, Charlotte
2
Dias, Gustavo Fruet
2
Kock, Anders Bredahl
2
Kristensen, Johannes Tang
2
Lunde, Asger
2
Møller, Stig V.
2
Patton, Andrew J.
2
Andersen, Torben G.
1
Bork, Lasse
1
Callot, Laurent A.F.
1
Chen, Zhuo
1
Chiriac, Roxana
1
Cho, Seong-Hoon
1
Diebold, Francis X.
1
Engsted, Tom
1
Eriksen, Jonas Nygaard
1
Grassi, Stefano
1
Hansen, Peter R.
1
Kapetanios, George
1
Kruse, Robinson
1
Magistris, Paolo Santucci de
1
Nason, James M.
1
Nonejad, Nima
1
Olesen, Kasper V.
1
Papailias, Fotis
1
Perron, Pierre
1
Poudyal, Neelam C.
1
Quaedvlieg, Rogier
1
Roberts, Roland K.
1
Rombouts, Jeroen V.K.
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Schmeling, Maik
1
Schrimpf, Andreas
1
Siliverstovs, Boris
1
Stentoft, Lars
1
Tsiaras, Leonidas
1
Varneskov, Rasmus Tangsgaard
1
Vega, Clara
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Violante, Francesco
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Agricultural and Applied Economics Association - AAEA
C.E.P.R. Discussion Papers
School of Economics and Management, University of Aarhus
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Economics Working Papers / School of Economics and Management, University of Aarhus
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Long-run forecasting in multicointegrated systems
Siliverstovs, Boris
;
Engsted, Tom
;
Haldrup, Niels
-
School of Economics and Management, University of Aarhus
-15 DEPARTMENT OF ECONOMICS SCHOOL OF ECONOMICS AND
MANAGEMENT
- UNIVERSITY OF AARHUS - BUILDING 350 8000 AARHUS C - DENMARK F +45 …
Persistent link: https://www.econbiz.de/10005198802
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