The following pages link to Niels Haldrup (Q262801):
Displaying 19 items.
- Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
- A regime switching long memory model for electricity prices (Q291856) (← links)
- A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence (Q672879) (← links)
- Estimation of fractional integration in the presence of data noise (Q1019941) (← links)
- Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Heteroscedasticity in non-stationary time series, some Monte Carlo evidence (Q1342771) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- (Q1370196) (redirect page) (← links)
- Near-integration and deterministic trends (Q1370197) (← links)
- Testing for multicointegration (Q1389465) (← links)
- Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
- Long memory, fractional integration, and cross-sectional aggregation (Q2397718) (← links)
- A note on the Vogelsang test for additive outliers (Q2474520) (← links)
- On the Robustness of Unit Root Tests in the Presence of Double Unit Roots (Q4677001) (← links)
- (Q4807334) (← links)
- Detection of Additive Outliers in Seasonal Time Series (Q4928541) (← links)
- Local power functions of tests for double unit roots (Q5313480) (← links)
- Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices (Q5452739) (← links)
