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Haldrup, Niels's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,129 |
Total
Citations
77 |
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1.
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Haldrup, Niels
CREATES
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246
(60,891)
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2
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Market delineation, SSNIP methodology, price test, competition analysis, price data
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2.
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Engsted, Tom
University of Aarhus - CREATES Gonzalo, Jesús
Universidad Carlos III de Madrid - Department of Statistics and Econometrics Haldrup, Niels
CREATES
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212
(71,212)
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4
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3.
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Engsted, Tom
University of Aarhus - CREATES Haldrup, Niels
CREATES
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209
(72,287)
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4
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4.
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Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics Haldrup, Niels
CREATES
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209
(72,287)
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5.
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Haldrup, Niels
CREATES Jansson, Michael
University of California, Berkeley - Department of Economics
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201
(75,161)
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4
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Unit roots, optimal tests, power envelope
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6.
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Haldrup, Niels
CREATES Nielsen, Frank
University of Aarhus - Department of Economics Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
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154
(96,650)
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2
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Cointegration, electricity prices, fractional integration, long memory, Markov switching
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7.
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Haldrup, Niels
CREATES Engsted, Tom
University of Aarhus - CREATES
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131
(111,021)
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4
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8.
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Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon
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Versions (2)
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Haldrup, Niels
CREATES Mollgaard, H. Peter
Copenhagen Business School-Economics Nielsen, Claus Kastberg
Copenhagen Economics
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Posted:
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26 Jun 06
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Last Revised:
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29 Jul 10
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125
(115,402)
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1
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Haldrup, Niels
CREATES Møllgaard, Peter
affiliation not provided to SSRN Nielsen, Claus Kastberg
Copenhagen Economics
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0
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Haldrup, Niels
CREATES Mollgaard, H. Peter
Copenhagen Business School-Economics Nielsen, Claus Kastberg
Copenhagen Economics
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125
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1
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Relevant market, econometric delineation, salmon
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9.
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Haldrup, Niels
CREATES Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
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116
(122,508)
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19
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Cointegration, electricity prices, forecasting, fractional integration and cointegration, long memory, Markow switching
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10.
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On the Robustness of Unit Root Tests in the Presence of Double Unit Roots
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Versions (2)
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Haldrup, Niels
CREATES Lildholdt, Peter M.
Bank of England - Monetary Analysis
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Posted:
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27 Dec 00
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Last Revised:
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28 Feb 04
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83
(154,280)
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Haldrup, Niels
CREATES Lildholdt, Peter M.
Bank of England - Monetary Analysis
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14
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Haldrup, Niels
CREATES Lildholdt, Peter M.
Bank of England - Monetary Analysis
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69
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Unit Root Tests, Dickey-Fuller Test, Phillips-Perron Test, I(1) versus I(2)
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11.
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Haldrup, Niels
CREATES Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
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82
(155,460)
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9
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Fractional integration, long memory, outliers, measurement errors, structural change
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12.
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Haldrup, Niels
CREATES Montañes, Antonio
University of Zaragoza - Faculty of Business and Economics Sansó, Andreu
University of the Balearic Islands
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80
(157,819)
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8
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Seasonal Unit Roots, HEGY Tests, Additive Outliers, Measurement Errors, Brownian Motion
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13.
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Engsted, Tom
University of Aarhus - CREATES Haldrup, Niels
CREATES Siliverstovs, Boriss
University of Aarhus - Department of Economics
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70
(170,910)
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Common Features, Multicointegration, Forecasting, VAR models
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14.
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Haldrup, Niels
CREATES Lildholdt, Peter M.
Bank of England - Monetary Analysis
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50
(202,294)
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2
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Asymptotic Local Power Function, Brownian Motion, Ornstein-Uhlenbeck Process
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15.
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Haldrup, Niels
CREATES Sansó, Andreu
University of the Balearic Islands Montañés, Antonio
affiliation not provided to SSRN
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48
(206,054)
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Additive outliers, outlier detection, integrated processes, periodic heteroscedasticity, seasonality
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16.
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Haldrup, Niels
CREATES Montañes, Antonio
University of Zaragoza - Faculty of Business and Economics Sansó, Andreu
University of the Balearic Islands
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41
(219,807)
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1
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additive outliers, outlier detection, integrated processes, periodic heteroscedasticity, seasonality
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17.
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Haldrup, Niels
CREATES Nielsen, Morten Ørregaard
Queen's University (Canada) - Department of Economics
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33
(237,696)
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3
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Cointegration, electricity prices, forecasting, fractional integration and cointegration, long memory, Markov switching
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18.
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Haldrup, Niels
CREATES Sansó, Andreu
University of the Balearic Islands
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15
(295,512)
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1
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Additive outliers, outlier detection, integrated processes
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19.
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An Econometric Analysis of I(2) Variables
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Haldrup, Niels
CREATES
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Posted:
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08 May 06
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Last Revised:
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13 Sep 12
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15
(295,512)
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11
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Haldrup, Niels
CREATES
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Haldrup, Niels
CREATES
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20.
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Haldrup, Niels
CREATES Hylleberg, Svend
University of Aarhus - Department of Economics Pons, Gabriel
University of Aarhus - Department of Economics Rossello, Jaume
Centre de Recerca Econòmica Sansó, Andreu
University of the Balearic Islands
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9
(316,325)
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2
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Periodic autoregression, seasonality, high frequency data, cointegration, multicointegration, common features
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21.
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Haldrup, Niels
CREATES Andersen, Torben M.
University of Aarhus - Department of Economics Sorensen, Jan Rose
University of Aarhus - Department of Economics
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22.
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Haldrup, Niels
CREATES Jansson, Michael
University of California, Berkeley - Department of Economics
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23.
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Engsted, Tom
University of Aarhus - CREATES Gonzalo, Jesús
Universidad Carlos III de Madrid - Department of Statistics and Econometrics Haldrup, Niels
CREATES
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24.
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Boswijk, H. Peter
University of Amsterdam - Department of Quantitative Economics Franses, Philip Hans
Erasmus University Rotterdam (EUR) - Department of Econometrics Haldrup, Niels
CREATES
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25.
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Granger, Clive W. J.
University of California, San Diego (UCSD) - Department of Economics Haldrup, Niels
CREATES
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26.
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Haldrup, Niels
CREATES
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