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Representations of I(2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels; Salmon, Mark - In: Journal of econometrics 84 (1998) 2, pp. 303-326
Persistent link: https://www.econbiz.de/10006789285
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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
Persistent link: https://www.econbiz.de/10006791926
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Mirror image distributions and the Dickey-Fuller regression with a maintained trend
Haldrup, Niels - In: Journal of econometrics 72 (1996) 1-2, pp. 301-312
Persistent link: https://www.econbiz.de/10006794094
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A vector autoregressive model for electricity prices subject to long memory and regime switching
Haldrup, Niels; Nielsen, Frank S.; Nielsen, Morten … - In: Energy economics 32 (2010) 5, pp. 1044-1059
Persistent link: https://www.econbiz.de/10008640002
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Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data
Haldrup, Niels; Hylleberg, Svend; Pons, Gabriel; … - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10008222100
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The Effects of Additive Outliers on Tests for Unit Roots Cointegration
Franses, Philip Hans; Haldrup, Niels - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 471-478
Persistent link: https://www.econbiz.de/10008224409
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Semiparametric Tests for Double Unit Roots
Haldrup, Niels - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 1, pp. 109-122
Persistent link: https://www.econbiz.de/10008224457
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ARTICLES - An Econometric Analysis of I(2) Variables
Haldrup, Niels - In: Journal of economic surveys 12 (1998) 5, pp. 595-650
Persistent link: https://www.econbiz.de/10007691282
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Directional congestion and regime switching in a long memory model for electricity prices
Haldrup, Niels; Nielsen, Morten Ø. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 3, pp. 1-22
Persistent link: https://www.econbiz.de/10009949871
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Detection of additive outliers in seasonal time series
Haldrup, Niels; Montañes, Antonio; Sansó, Andreu - In: Journal of time series econometrics 3 (2011) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10010029887