Niels Haldrup

Available identifiers

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

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