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Representations of I(2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels; Salmon, Mark - In: Journal of Econometrics 84 (1998) 2, pp. 303-325
Persistent link: https://www.econbiz.de/10005192864
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Multiple unit roots in periodic autoregression
Boswijk, H. Peter; Franses, Philip Hans; Haldrup, Niels - In: Journal of Econometrics 80 (1997) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10005228750
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Mirror image distributions and the Dickey-Fuller regression with a maintained trend
Haldrup, Niels - In: Journal of Econometrics 72 (1996) 1-2, pp. 301-312
Persistent link: https://www.econbiz.de/10005286042
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Measurement errors and outliers in seasonal unit root testing
Haldrup, Niels; Montanes, Antonio; Sanso, Andreu - In: Journal of Econometrics 127 (2005) 1, pp. 103-128
Persistent link: https://www.econbiz.de/10005239075
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The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
Haldrup, Niels - In: Journal of Econometrics 63 (1994) 1, pp. 153-181
Persistent link: https://www.econbiz.de/10005192302
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A regime switching long memory model for electricity prices
Haldrup, Niels; Nielsen, Morten Orregaard - In: Journal of Econometrics 135 (2006) 1-2, pp. 349-376
Persistent link: https://www.econbiz.de/10005192411