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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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A note on the Dickey-Fuller regression with a maintained trend
Haldrup, Niels - 1991
Persistent link: https://www.econbiz.de/10000827505
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Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels - 1992
Persistent link: https://www.econbiz.de/10000842147
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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
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Unit roots and deterministic trends, with yet another comment on the existence and interpretation of a unit root in US GNP
Haldrup, Niels; Hylleberg, Svend - 1989
Persistent link: https://www.econbiz.de/10000770411
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Testing for double unit roots
Haldrup, Niels - 1991
Persistent link: https://www.econbiz.de/10000822741
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Polynomially cointegrated systems and their representations : a synthesis
Haldrup, Niels; Salmon, Mark H. - 1993
Persistent link: https://www.econbiz.de/10000877598