Haldrup, Niels
Haldrup, N.
Haldrup, Niels, 1963-
Niels Haldrup économiste danois
VIAF ID: 72098693 ( Personal )
Permalink: http://viaf.org/viaf/72098693
Preferred Forms
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- 100 1 _ ‡a Haldrup, N.
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- 100 1 _ ‡a Haldrup, Niels
- 100 1 _ ‡a Haldrup, Niels
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- 100 1 _ ‡a Haldrup, Niels
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- 100 0 _ ‡a Niels Haldrup ‡c économiste danois
4xx's: Alternate Name Forms (8)
5xx's: Related Names (1)
Works
Title | Sources |
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Brugerservice | |
Common periodic correlation features and the interaction of stocks and flows in daily airport data | |
Concorde C5 til Windows | |
Concorde kompendium | |
Directional congestion and regime switching in a long memory model for electricity prices | |
effects of additive outliers on tests for unit roots and cointegration | |
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis | |
Essays in nonlinear time series econometrics | |
Essays on the estimation and inference in non-stationary time series models | |
Estimating the LQAC model with I(2) variables | |
Estimation af middellevetider for mænd og kvinder i Danmark 2002-2100 baseret på Lee-Carter-metoden | |
Estimation of fractional integration in the presence of data noise | |
Heteroscedasticity in non-stationary time series : some Monte Carlo evidence | |
Improving size and power in unit root testing | |
Information exchange, market transparency and dynamic oligopoly | |
Long run forecasting in multicointegrated systems | |
Measurement errors and outliers in seasonal unit root testing | |
Money demand, expectations, and the forward-looking model : a comment | |
Multicointegration and present value relations | |
Multicointegration in stock-flow models | |
Multiple unit roots in periodic autoregression | |
Multivariate regressio{n} models with I(2)-variables | |
A note on the Dickey-Fuller regression with a maintained trend | |
Polynomially cointegrated systems and their representations : a synthesis | |
Product market integration and European labour markets | |
Regnskabslære/driftsøkonomi | |
Sequential versus simultaneous market delineation | |
Spurious regression, cointegration, and near cointegration | |
Testing for additive outliers in seasonally integrated time series | |
Testing for double unit roots | |
Testing quadratic adjustment cost models within a cointegrated VAR | |
Tests for unit roots with a maintained trend when the true data generating process is a random walk with drift | |
Unit roots and deterministic trends, with yet another comment on the existence and interpretation of a unit root in U.S. GNP | |
A ¤Gaussian IV estimator of cointegrating relations | |
A ¤note on the distribution of the least squares estimator of a random walk with drift | |
A ¤review of the econometric analysis of I(2) variables |