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Multiple unit roots in periodic autoregression

Boswijk, H. Peter; Franses, Philip Hans; Haldrup, Niels - In: Journal of Econometrics 80 (1997) 1, pp. 167-193

Persistent link: https://www.econbiz.de/10005228750

Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction

Bollerslev, Tim; Christensen, Bent Jesper; Haldrup, Niels; … - In: Journal of Time Series Econometrics 3 (2011) 1

Persistent link: https://www.econbiz.de/10014615164

Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices

Haldrup, Niels; Nielsen, Morten Ø. - In: Studies in Nonlinear Dynamics & Econometrics 10 (2006) 3

The functioning of electricity markets has experienced increasing complexity as a result of deregulation in recent years. Consequently this affects the multilateral price behaviour across regions with physical exchange of power. It has been documented elsewhere that features such as long memory...

Persistent link: https://www.econbiz.de/10014620975

Directional congestion and regime switching in a long memory model for electricity prices

Haldrup, Niels (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10003559004

Detection of additive outliers in seasonal time series

Haldrup, Niels; Montañés, Antonio; Sansó, Andreu - In: Journal of time series econometrics 3 (2011) 2, pp. 1-18

Persistent link: https://www.econbiz.de/10009623570

Deterministic and stochastic trends in the Lee-Carter mortality model

Callot, Laurent; Haldrup, Niels; Kallestrup-Lamb, Malene - In: Applied economics letters 23 (2016) 7/9, pp. 486-493

Persistent link: https://www.econbiz.de/10011627706

Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads

Ergemen, Yunus Emre; Haldrup, Niels; … - In: Energy economics 60 (2016), pp. 79-96

Persistent link: https://www.econbiz.de/10011699799

Space-time modeling of electricity spot prices

Abate, Girum Dagnachew; Haldrup, Niels - In: The energy journal 38 (2017) 5, pp. 175-196

Persistent link: https://www.econbiz.de/10011791805

Long memory, fractional integration, and cross-sectional aggregation

Haldrup, Niels; Valdés, J. Eduardo Vera - In: Journal of econometrics 199 (2017) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10011818800

Measurement errors and outliers in seasonal unit root testing

Haldrup, Niels; Montanes, Antonio; Sanso, Andreu - In: Journal of Econometrics 127 (2005) 1, pp. 103-128

Persistent link: https://www.econbiz.de/10005239075

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