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Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels - In: Statistical papers 35 (1994) 4, pp. 287-307
Persistent link: https://www.econbiz.de/10001173330
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Separation in cointegrated systems
Haldrup, Niels - In: Journal of financial econometrics : official journal of … 8 (2010) 2, pp. 177-180
Persistent link: https://www.econbiz.de/10008652238
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Estimation of fractional integration in the presence of data noise
Haldrup, Niels (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001776942
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Mirror image distributions and the Dickey-Fuller regression with a maintained trend
Haldrup, Niels - In: Journal of econometrics 72 (1996) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10001198014
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A review of the econometric analysis of I(2) variables
Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000968675
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A note on the distribution of the least squares estimator of a random walk with drift : some analytical evidence
Haldrup, Niels; Hylleberg, Svend - 1994
Persistent link: https://www.econbiz.de/10000890354
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000855228
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000865567
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Multivarite regression models with I(2)-variables
Haldrup, Niels - 1991
Persistent link: https://www.econbiz.de/10000827503
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Tests for unit roots with a maintained trend when the true data generating process is a random walk with drift
Haldrup, Niels - 1990
Persistent link: https://www.econbiz.de/10000798704