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person:"Haldrup, Niels"
subject:"Time series analysis"
~isPartOf:"Energy economics"
~isPartOf:"Memo / Økonomisk Institut, Aarhus Universitet"
~subject:"Fractional integration"
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ECONIS (ZBW)
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Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
Ergemen, Yunus Emre
;
Haldrup, Niels
; …
- In:
Energy economics
60
(
2016
),
pp. 79-96
Persistent link: https://www.econbiz.de/10011699799
Saved in:
2
Polynomially cointegrated systems and their representations : a synthesis
Haldrup, Niels
;
Salmon, Mark H.
-
1993
Persistent link: https://www.econbiz.de/10000877598
Saved in:
3
Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels
-
1992
Persistent link: https://www.econbiz.de/10000842147
Saved in:
4
A note on the Dickey-Fuller regression with a maintained trend
Haldrup, Niels
-
1991
Persistent link: https://www.econbiz.de/10000827505
Saved in:
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