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Testing for multicointegration
Engsted, T.; Gonzalo, J.; Haldrup, N. - In: Economics letters 56 (1997) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10006790738
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A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence
Haldrup, N.; Hylleberg, S. - In: Economics letters 48 (1995) 3-4, pp. 221-228
Persistent link: https://www.econbiz.de/10006798278
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PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
Fanelli, Luca; Baillie, R.T.; Bekaert, G.; Hodrick, R.; … - In: Econometric theory 23 (2007) 6, pp. 1254
Persistent link: https://www.econbiz.de/10007869208
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THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
Franchi, Massimo; Archontakis, F.; Bauer, D.; Wagner, M.; … - In: Econometric theory 23 (2007) 3, pp. 546-554
Persistent link: https://www.econbiz.de/10007718224
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THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
Nielsen, Heino Bohn; Rahbek, Anders; Bacchiocchi, E.; … - In: Econometric theory 23 (2007) 4, pp. 615-637
Persistent link: https://www.econbiz.de/10007732418
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The Linear Quadratic Adjustment Cost Model and the Demand for Labour
Engsted, T.; Haldrup, N. - In: Journal of applied econometrics 9 (1994), pp. S145
Persistent link: https://www.econbiz.de/10007011633
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Estimating the LQAC Model with I(2) Variables
Engsted, T.; Haldrup, N. - In: Journal of applied econometrics 14 (1999) 2, pp. 155-170
Persistent link: https://www.econbiz.de/10006989345
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Long-run forecasting in multicointegrated systems
Siliverstovs, Boriss; Engsted, Tom; Haldrup, Niels - In: Journal of forecasting 23 (2004) 5, pp. 315-336
Persistent link: https://www.econbiz.de/10006880578
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Measurement errors and outliers in seasonal unit root testing
Haldrup, Niels; Montanés, Antonio; Sanso, Andreu - In: Journal of econometrics 127 (2005) 1, pp. 103-128
Persistent link: https://www.econbiz.de/10006752633
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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. 303-326
Persistent link: https://www.econbiz.de/10006789285