Niels Haldrup - Publications, H-index & Citations

Niels Haldrup

Aarhus University

21H指数

93论文数

1.5K被引数

收录论文 11

发表时间

Long memory, fractional integration, and cross-sectional aggregation

JOURNAL OF ECONOMETRICS

IF4

2017-07-01

OAAI

Haldrup, Niels; Valdes, J. Eduardo Vera

Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads

ENERGY ECONOMICS

IF14.2

2016-11-01

PREAI

Ergemen, Yunus Emre; Haldrup, Niels; Rodriguez-Caballero, Carlos Vladimir

A vector autoregressive model for electricity prices subject to long memory and regime switching

ENERGY ECONOMICS

IF14.2

2010-09-01

OAAI

Haldrup, Niels; Nielsen, Frank S.; Nielsen, Morten Orregaard

A regime switching long memory model for electricity prices 电价的制度转换长记忆模型

JOURNAL OF ECONOMETRICS

IF4

2006-11-01

155

PREAI

Haldrup, Niels; Nielsen, Morten Orregaard

Measurement errors and outliers in seasonal unit root testing 季节性单位根检验中的测量误差和异常值

JOURNAL OF ECONOMETRICS

IF4

2005-07-01

OAAI

Haldrup, N; Montanés, A; Sanso, A

Long-run forecasting in multicointegrated systems

JOURNAL OF FORECASTING

IF2.7

2004-08-13

OAAI

Siliverstovs, B; Engsted, T; Haldrup, N

Representations of I(2) cointegrated systems using the Smith-McMillan form

JOURNAL OF ECONOMETRICS

IF4

1998-06-01

PREAI

Haldrup, N; Salmon, M

Multiple unit roots in periodic autoregression

JOURNAL OF ECONOMETRICS

IF4

1997-09-01

OAAI

Boswijk, HP; Franses, PH; Haldrup, N

Money demand, adjustment costs, and forward-looking behavior

JOURNAL OF POLICY MODELING

IF3.1

1997-04-01

PREAI

Engsted, T; Haldrup, N

Mirror image distributions and the Dickey-Fuller regression with a maintained trend

JOURNAL OF ECONOMETRICS

IF4

1996-05-01

PREAI

Haldrup, N

THE ASYMPTOTICS OF SINGLE-EQUATION COINTEGRATION REGRESSIONS WITH I(1) AND I(2) VARIABLES

JOURNAL OF ECONOMETRICS

IF4

1994-07-01

PREAI

HALDRUP, N

研究方向