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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1996
Persistent link: https://www.econbiz.de/10000927678
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Separation in cointegrated systems, long memory components and common stochastic trends
Granger, C. W. J.; Haldrup, Niels - 1996
Persistent link: https://www.econbiz.de/10000927680
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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000930721
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Separation in cointegrated systems, long memory components and common stochastic trends
Granger, C. W. J.; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000930724
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Multiple unit roots in periodic autoregression
Boswijk, Herman Peter; Franses, Philip Hans; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000930725
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Essays on the estimation and interference in non-stationary time series models
Haldrup, Niels - 1996
Persistent link: https://www.econbiz.de/10000965121
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Multicointegration in stock-flow models
Engsted, Tom; Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000971710
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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1998
Persistent link: https://www.econbiz.de/10000986316
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Spurious regression, cointegration, and near cointegration : a unifying approach
Haldrup, Niels; Jansson, Michael - 1999
Persistent link: https://www.econbiz.de/10001365076
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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - In: Journal of applied econometrics 14 (1999) 2, pp. 155-170
Persistent link: https://www.econbiz.de/10001387387