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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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A regime switching long memory model for electricity prices
Haldrup, Niels; Nielsen, Morten Ørregaard - In: Journal of econometrics 135 (2006) 1/2, pp. 349-376
Persistent link: https://www.econbiz.de/10003376088
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Measurement errors and outliers in seasonal unit root testing
Haldrup, Niels; Montañés, Antonio; Sansó, Andreu - In: Journal of econometrics 127 (2005) 1, pp. 103-128
Persistent link: https://www.econbiz.de/10002756937
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Multiple unit roots in periodic autoregression
Boswijk, Herman Peter - In: Journal of econometrics 80 (1997) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
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Representations of I (2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels - In: Journal of econometrics 84 (1998) 2, pp. 303-325
Persistent link: https://www.econbiz.de/10001241544
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Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels; Valdés, J. Eduardo Vera - In: Journal of econometrics 199 (2017) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10011818800
Cover Image
A regime switching long memory model for electricity prices
Haldrup, Niels; Nielsen, Morten Ørregaard - In: Journal of econometrics 135 (2006) 1, pp. 349-376
Persistent link: https://www.econbiz.de/10007279935
Cover Image
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
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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
Persistent link: https://www.econbiz.de/10006791926
Cover Image
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/10006794094