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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000930721
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Separation in cointegrated systems, long memory components and common stochastic trends
Granger, C. W. J.; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000930724
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Multiple unit roots in periodic autoregression
Boswijk, Herman Peter; Franses, Philip Hans; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000930725
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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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Measurement errors and outliers in seasonal unit root testing
Haldrup, Niels; Montañés, Antonio; Sanso, Andreu - 2000
Persistent link: https://www.econbiz.de/10001495717
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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/10001495721
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Spurious regression, cointegration, and near cointegration : a unifying approach
Jansson, Michael; Haldrup, Niels - 2000
Persistent link: https://www.econbiz.de/10001495722