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Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels - In: Statistical papers 35 (1994) 4, pp. 287-307
Persistent link: https://www.econbiz.de/10001173330
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An econometric analysis of I (2) variables
Haldrup, Niels - In: Journal of economic surveys 12 (1998) 5, pp. 595-650
Persistent link: https://www.econbiz.de/10001400865
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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, pp. 301-312
Persistent link: https://www.econbiz.de/10001198014
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[Rezension von: Maddala, G. S., ...,, Unit roots cointegration and structural change]
Haldrup, Niels - In: The economic journal : the journal of the Royal … 110 (2000), pp. F800-803
Persistent link: https://www.econbiz.de/10001545475
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An econometric analysis of I(2) variables
Haldrup, Niels - In: Practical issues in cointegration analysis, (pp. 179-234). 1999
Persistent link: https://www.econbiz.de/10001550937
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A review of the econometric analysis of I(2) variables
Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000968675
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Semiparametric tests for double unit roots
Haldrup, Niels - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 1, pp. 109-122
Persistent link: https://www.econbiz.de/10015155165
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Local power functions of tests for double unit roots
Haldrup, Niels; Lildholdt, Peter - 2000
Persistent link: https://www.econbiz.de/10001500674
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On the robustness of unit root tests in the presence of double unit roots
Haldrup, Niels; Lildholdt, Peter - 2000
Persistent link: https://www.econbiz.de/10001452196
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Local power functions of tests for double unit roots
Haldrup, Niels; Lildholdt, Peter - 2000
Persistent link: https://www.econbiz.de/10001456824