Person:262801

Available identifiers

zbMath Open haldrup.nielsWikidataQ30074923 ScholiaQ30074923MaRDI QIDQ262801

List of research outcomes

Publication	Date of Publication	Type
Long memory, fractional integration, and cross-sectional aggregation	2017-05-23	Paper
A regime switching long memory model for electricity prices	2016-06-10	Paper
Measurement errors and outliers in seasonal unit root testing	2016-03-30	Paper
Detection of Additive Outliers in Seasonal Time Series	2013-06-14	Paper
Estimation of fractional integration in the presence of data noise	2009-05-29	Paper
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices	2008-04-04	Paper
A note on the Vogelsang test for additive outliers	2008-03-06	Paper
Local power functions of tests for double unit roots	2005-09-01	Paper
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4807334	2003-05-18	Paper
Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form	2003-04-21	Paper
Near-integration and deterministic trends	2000-05-18	Paper
Testing for multicointegration	1998-06-30	Paper
Multiple unit roots in periodic autoregression	1998-05-03	Paper
A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence	1997-02-28	Paper
Mirror image distributions and the Dickey-Fuller regression with a maintained trend	1996-07-15	Paper
Heteroscedasticity in non-stationary time series, some Monte Carlo evidence	1995-11-28	Paper
The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables	1995-06-14	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Niels Haldrup