Publications - Niels Haldrup https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Bcontroller%5D=Publications&cHash=6a926b068aeb5a0dfdd6af38495eb1f9 en-us PURE Extension typo3support@science.au.dk (Web Department) 30 <![CDATA[A Parametric Factor Model of the Term Structure of Mortality]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=535bfec6-280a-48f2-b004-dd907386fb60&tx_pure_pure5%5BshowType%5D=pub&cHash=8bf8a01d2de76eceda9069b7915af8f1 Haldrup, N., Rosenskjold, C. P. T. Research Fri, 01 Mar 2019 16:14:34 +0100 535bfec6-280a-48f2-b004-dd907386fb60 <![CDATA[A Parametric Factor Model of the Term Structure of Mortality]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=a0aa85f3-79d6-40d9-ac49-cc6f6410fc92&tx_pure_pure5%5BshowType%5D=pub&cHash=a43b05ff8ba4422e40b5eadcf14c5a48 Haldrup, N., Rosenskjold, C. P. T. Research Mon, 15 Jan 2018 16:14:34 +0100 a0aa85f3-79d6-40d9-ac49-cc6f6410fc92 <![CDATA[Spikes and memory in (Nord Pool) electricity price spot prices]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=dace3501-a12a-4049-ad73-0cfe58865332&tx_pure_pure5%5BshowType%5D=pub&cHash=539171fb8d8396a33d19fb0f5312494c Proietti, T., Haldrup, N., Knapik, O. Research Wed, 15 Nov 2017 16:14:34 +0100 dace3501-a12a-4049-ad73-0cfe58865332 <![CDATA[Long memory, fractional integration, and cross sectional aggregation]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=c0a916c4-39c2-47d8-ac2c-59b101c6d1e3&tx_pure_pure5%5BshowType%5D=pub&cHash=404051d97590075cbcf51460c25e4009 Haldrup, N., Vera-Valdés, E. Research Sun, 01 Jan 2017 16:14:34 +0100 c0a916c4-39c2-47d8-ac2c-59b101c6d1e3 <![CDATA[Space-time modeling of electricity spot prices]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=b5bbbc78-2791-4845-a0cc-7be071fb3b14&tx_pure_pure5%5BshowType%5D=pub&cHash=b54c5c153a231b37a9bc245297dec175 Abate, G. D., Haldrup, N. Research Sun, 01 Jan 2017 16:14:34 +0100 b5bbbc78-2791-4845-a0cc-7be071fb3b14 <![CDATA[CREATES Annual Report 2015]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=a61b0d8c-65a1-49af-98d9-2cb18b065181&tx_pure_pure5%5BshowType%5D=pub&cHash=1bd9c0909f6d635b8c94dacaf0b304a0 Haldrup, N. Communication Fri, 01 Jan 2016 16:14:34 +0100 a61b0d8c-65a1-49af-98d9-2cb18b065181 <![CDATA[Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=58899a75-e1ff-4f31-bcd2-349e7b8fc92f&tx_pure_pure5%5BshowType%5D=pub&cHash=bfe25bcd962f7ee7f7f1299885f4d428 Ergemen, Y. E., Haldrup, N., Rodríguez-Caballero, C. V. Research Fri, 01 Jan 2016 16:14:34 +0100 58899a75-e1ff-4f31-bcd2-349e7b8fc92f <![CDATA[A generalized exponential time series regression model for electricity prices]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=10428ea6-7d80-4927-97bf-bd4b324e8cc5&tx_pure_pure5%5BshowType%5D=pub&cHash=c197a05f581a61bbab67604156d66d4c Haldrup, N., Knapik, O., Proietti, T. Research Mon, 21 Mar 2016 16:14:34 +0100 10428ea6-7d80-4927-97bf-bd4b324e8cc5 <![CDATA[Long Memory, Fractional Integration, and Cross-Sectional Aggregation]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=75adcba2-d1b0-4845-9272-4d8f4fcde0ab&tx_pure_pure5%5BshowType%5D=pub&cHash=86e6e2123652b632a5256b6babba601e Haldrup, N., Vera-Valdés, E. Research Mon, 14 Dec 2015 16:14:34 +0100 75adcba2-d1b0-4845-9272-4d8f4fcde0ab <![CDATA[CREATES Annual Report 2014]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=bde02938-5338-428a-abba-1ec78d3d4665&tx_pure_pure5%5BshowType%5D=pub&cHash=41b3084da00627aa26bb1421064ae364 Haldrup, N. Communication Thu, 01 Jan 2015 16:14:34 +0100 bde02938-5338-428a-abba-1ec78d3d4665 <![CDATA[Deterministic and stochastic trends in the Lee-Carter mortality model]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=039529e8-e4a9-41f3-a170-54210c1530f2&tx_pure_pure5%5BshowType%5D=pub&cHash=0afffa894d728198d63d24d130fd25d6 Callot, L., Haldrup, N., Kallestrup-Lamb, M. stochastic and linear trend components to be identical may be too strong a simplification. In fact, the presence of a stochastic trend component may itself result from a bias induced by properly fitting the linear trend that characterizes mortality data. We find empirical evidence that this feature of the Lee–Carter model overly restricts the system dynamics and we suggest to separate the deterministic and stochastic time series components at the benefit of improved fit and forecasting performance. In fact, we find that the classical Lee–Carter model will otherwise overestimate the reduction of mortality for the younger age groups and will underestimate the reduction of mortality for the older age groups. In practice, our recommendation means that the Lee–Carter model instead of a one-factor model should be formulated as a two- (or several) factor
model where one factor is deterministic and the other factors are stochastic. This feature generalizes to the range of models that extend the Lee–Carter model in various directions.]]>
Research Thu, 01 Jan 2015 16:14:34 +0100 039529e8-e4a9-41f3-a170-54210c1530f2
<![CDATA[Space-time modeling of electricity spot prices]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=e2cd7c8e-6f74-4854-bc86-80210b419770&tx_pure_pure5%5BshowType%5D=pub&cHash=0c6883b1425ab96dc7b6b8142ab4403f Abate, G. D., Haldrup, N. Research Fri, 08 May 2015 16:14:34 +0200 e2cd7c8e-6f74-4854-bc86-80210b419770 <![CDATA[CREATES Annual Report 2013]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=dc756be2-ee29-47f0-9425-44ba0f46f0a7&tx_pure_pure5%5BshowType%5D=pub&cHash=7bf2164ba225e84b4fdd3f092ed865a1 Haldrup, N. Communication Wed, 01 Jan 2014 16:14:34 +0100 dc756be2-ee29-47f0-9425-44ba0f46f0a7 <![CDATA[Deterministic and stochastic trends in the Lee-Carter mortality model]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=63ce94af-d9c9-41f3-a403-8ab85a6c7eb4&tx_pure_pure5%5BshowType%5D=pub&cHash=f18b7b69048b2680dbf8ec511e9a9bf6 Callot, L., Haldrup, N., Kallestrup-Lamb, M. Research Thu, 20 Nov 2014 16:14:34 +0100 63ce94af-d9c9-41f3-a403-8ab85a6c7eb4 <![CDATA[Discriminating between fractional integration and spurious long memory]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=9ac53fee-c0a8-466f-b211-14f1a6ff78eb&tx_pure_pure5%5BshowType%5D=pub&cHash=b070fac9b60346c67afd064d249ca440 Haldrup, N., Kruse, R. Research Mon, 30 Jun 2014 16:14:34 +0200 9ac53fee-c0a8-466f-b211-14f1a6ff78eb <![CDATA[Essays on Non-linear Time Series Econometrics]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=68f2786a-d286-45d7-b623-a4ebe1bd9e88&tx_pure_pure5%5BshowType%5D=pub&cHash=c822e1798acdbc1dc1a0794b7d650abd Haldrup, N., Meitz, M., Saikkonen, P. Research Wed, 01 Jan 2014 16:14:34 +0100 68f2786a-d286-45d7-b623-a4ebe1bd9e88 <![CDATA[CREATES Annual Report 2012]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=c1d0ebe1-906f-45f4-a226-e63e52582246&tx_pure_pure5%5BshowType%5D=pub&cHash=09e556ec7dbc1840b1b686716f14535e Haldrup, N. Communication Tue, 01 Jan 2013 16:14:34 +0100 c1d0ebe1-906f-45f4-a226-e63e52582246 <![CDATA[CREATES Annual Report 2011]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=bb2f740c-ad72-4095-8f2f-6268c8af45af&tx_pure_pure5%5BshowType%5D=pub&cHash=ddb52c48c0f4c6d407ca8a9bf413400b Haldrup, N. Communication Sun, 01 Jan 2012 16:14:34 +0100 bb2f740c-ad72-4095-8f2f-6268c8af45af <![CDATA[Unit Roots, Non-linearities, and Structural Breaks]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=f12c74e9-3501-4c59-99ba-e12dfb981915&tx_pure_pure5%5BshowType%5D=pub&cHash=80de35c2d17e9e13055b3595e656f705 Haldrup, N., Kruse, R., Teräsvirta, T., Varneskov, R. T. Research Tue, 01 Jan 2013 16:14:34 +0100 f12c74e9-3501-4c59-99ba-e12dfb981915 <![CDATA[Unit roots, nonlinearities and structural breaks]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=ee5d5ed5-35d8-4a70-8bc4-7dbb3f950cb9&tx_pure_pure5%5BshowType%5D=pub&cHash=20a143c1ea9f65b8ec7c1c9605b9a57d Haldrup, N., Kruse, R., Teräsvirta, T., Varneskov, R. T. Research Tue, 24 Apr 2012 16:14:34 +0200 ee5d5ed5-35d8-4a70-8bc4-7dbb3f950cb9 <![CDATA[Detection of Additive Outliers in Seasonal Time Series]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=425745a0-084b-11e0-83f5-000ea68e967b&tx_pure_pure5%5BshowType%5D=pub&cHash=337f79f243edf6242f74d2a6ed004f2b Haldrup, N., Montanés, A., Sansó, A. Research Sat, 01 Jan 2011 16:14:34 +0100 425745a0-084b-11e0-83f5-000ea68e967b <![CDATA[Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=a14cc540-084a-11e0-83f5-000ea68e967b&tx_pure_pure5%5BshowType%5D=pub&cHash=08f1e27d3d6e8d02601e7c915c8ba443 Bollerslev, T., Christensen, B. J., Haldrup, N., Lunde, A. Research Sat, 01 Jan 2011 16:14:34 +0100 a14cc540-084a-11e0-83f5-000ea68e967b <![CDATA[Separation in Cointegrated Systems]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=58963a30-0849-11e0-83f5-000ea68e967b&tx_pure_pure5%5BshowType%5D=pub&cHash=f7f411bbcb1a8906ec882b3b3519de21 Haldrup, N. Research Fri, 01 Jan 2010 16:14:34 +0100 58963a30-0849-11e0-83f5-000ea68e967b <![CDATA[A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=6cd36930-2467-11df-b95d-000ea68e967b&tx_pure_pure5%5BshowType%5D=pub&cHash=31a13d2665b94165e6c8452816a189b2 Haldrup, N., Nielsen, F., Nielsen, M. Ø. Research Fri, 01 Jan 2010 16:14:34 +0100 6cd36930-2467-11df-b95d-000ea68e967b <![CDATA[Detection of additive outliers in seasonal time series]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=e1559950-a1cb-11de-a092-000ea68e967b&tx_pure_pure5%5BshowType%5D=pub&cHash=462b5624cac17d7dc022de7b5b873012 Haldrup, N., Montañés, A., Sansó, A. has attracted much attention recently because such outliers tend to affect
unit root inference among other things. Most of these procedures have
been developed for non-seasonal processes. However, the presence of seasonality
in the form of seasonally varying means and variances affect the
properties of outlier detection procedures, and hence appropriate adjustments
of existing methods are needed for seasonal data. In this paper we
suggest modifications of tests proposed by Shin et al. (1996) and Perron
and Rodriguez (2003) to deal with data sampled at a seasonal frequency
and the size and power properties are discussed. We also show that the
presence of periodic heteroscedasticity will inflate the size of the tests and
hence will tend to identify an excessive number of outliers. A modified
Perron-Rodriguez test which allows periodically varying variances is suggested
and it is shown to have excellent properties in terms of both power
and size]]>
Research Thu, 01 Jan 2009 16:14:34 +0100 e1559950-a1cb-11de-a092-000ea68e967b
<![CDATA[Sequential Versus Simultaneous Market Delineation]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=7412b0e0-e05b-11dc-9afb-000ea68e967b&tx_pure_pure5%5BshowType%5D=pub&cHash=e06a93ca5c1ea8c4e583a12df92c0292 Haldrup, N., Møllgaard, P., Nielsen, C. K. Research Tue, 01 Jan 2008 16:14:34 +0100 7412b0e0-e05b-11dc-9afb-000ea68e967b <![CDATA[A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=3971dec0-ded0-11dc-9f8a-000ea68e967b&tx_pure_pure5%5BshowType%5D=pub&cHash=9945113e6bb20e7a39f09404b9229771 Haldrup, N., Nielsen, F., Nielsen, M. Ø. integration) in each of the regime states as well as the possibility of fractional cointegra-
tion. The model is relevant in describing the price dynamics of electricity prices where the
transmission of power is subject to occasional congestion periods. For a system of bilat-
eral prices non-congestion means that electricity prices are identical whereas congestion
makes prices depart. Hence, the joint price dynamics implies switching between essen-
tially a univariate price process under non-congestion and a bivariate price process under
congestion. At the same time it is an empirical regularity that electricity prices tend
to show a high degree of fractional integration, and thus that prices may be fractionally
cointegrated. An empirical analysis using Nord Pool data shows that even though the
prices strongly co-move under non-congestion, the prices are not, in general, fractional
cointegrated in the congestion state.]]>
Research Mon, 01 Jan 2007 16:14:34 +0100 3971dec0-ded0-11dc-9f8a-000ea68e967b
<![CDATA[Improving power and size in unit root testing]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=b66e2590-bffb-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=87360b70cd506e95ac1cafc5da40c0fa Haldrup, N., Jansson, M. Research Sun, 01 Jan 2006 16:14:34 +0100 b66e2590-bffb-11db-bee9-02004c4f4f50 <![CDATA[ A regime switching long memory model for electricity prices]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=97f60900-bff8-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=2a461e9a7ebca7df12d8dac7f0aab806 Haldrup, N., Nielsen, M. Ø. Research Sun, 01 Jan 2006 16:14:34 +0100 97f60900-bff8-11db-bee9-02004c4f4f50 <![CDATA[Directional Congestion and regime switching in a long memory model for electricity prices]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=a3796c40-bff8-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=14ee3a4ed63889e1db63b620ed6354c3 Haldrup, N., Nielsen, M. Ø. Research Sun, 01 Jan 2006 16:14:34 +0100 a3796c40-bff8-11db-bee9-02004c4f4f50 <![CDATA[Estimation of fractional integration and cointegration in the presence of data noise]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=2f55af50-bffc-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=97eb4ab8eb1ba78b84f73b8b069c860b Haldrup, N., Nielsen, M. Ø. Research Mon, 01 Jan 2007 16:14:34 +0100 2f55af50-bffc-11db-bee9-02004c4f4f50 <![CDATA[A note on the Vogelsang test for additive outliers]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=96968e20-bffa-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=da939d4478df4d9896f0f146eb6ce35c Haldrup, N., Sanso, A. Research Tue, 01 Jan 2008 16:14:34 +0100 96968e20-bffa-11db-bee9-02004c4f4f50 <![CDATA[Labour Market Implications of EU Product Market Integration]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=eb347470-b2c0-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=c8bb6f046df91b5107ede8d8f535f3a1 Andersen, T. M., Haldrup, N., Sørensen, J. R. Research Sat, 01 Jan 2000 16:14:34 +0100 eb347470-b2c0-11db-bee9-02004c4f4f50 <![CDATA[Common Periodic Correlation Features and the Interaction of Stock and Flows in Daily Airport Data]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=42e01810-a618-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=0428a26d574d40212fd4c3fadba2b3e2 Haldrup, N., Hylleberg, S., Pons, G., Sansó, A. Research Mon, 01 Jan 2007 16:14:34 +0100 42e01810-a618-11db-bee9-02004c4f4f50 <![CDATA[Udviklingslinier i Økonometrien]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=3fac4540-af84-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=2fd32a6e5d1c19c71dfac19158508eca Bunzel, H., Christensen, B. J., Haldrup, N., et al. Research Sat, 01 Jan 2000 16:14:34 +0100 3fac4540-af84-11db-bee9-02004c4f4f50 <![CDATA[Near-integration and Deterministic Trends]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=ed6c8e60-af84-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=ee3cc6ff0568d22bdb2320d9a87deb77 Haldrup, N., Hylleberg, S. Research Wed, 01 Jan 1997 16:14:34 +0100 ed6c8e60-af84-11db-bee9-02004c4f4f50 <![CDATA[A Note on: The Distribution of the Least Squares Estimator of a Random Walk with Drift - Some Analytical Evidence]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=05619000-af86-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=aae59eb7429c2c90b5b077f78139d893 Haldrup, N., Hylleberg, S. Research Sun, 01 Jan 1995 16:14:34 +0100 05619000-af86-11db-bee9-02004c4f4f50 <![CDATA[Measurement Errors and Outliers in Seasonal Unit Root Testing]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=4564a130-a90e-11da-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=bcc84a00421230f8bc9b1b96fbb1182f Haldrup, N., Montanes, A., Sanso, A. Research Sat, 01 Jan 2005 16:14:34 +0100 4564a130-a90e-11da-bee9-02004c4f4f50 <![CDATA[Local Power Functions of Tests for Double Unit Roots]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=a767fd10-a90d-11da-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=f74673432d1b45d8173821c2a5ac8aa8 Haldrup, N., Lildholt, P. Research Sat, 01 Jan 2005 16:14:34 +0100 a767fd10-a90d-11da-bee9-02004c4f4f50 <![CDATA[A Gaussian IV estimator of cointegrating relations]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=1a5f5dd0-c95d-11da-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=1638c585f7db1965bf144b97a3415d5e Bårdsen, G., Haldrup, N. Research Sun, 01 Jan 2006 16:14:34 +0100 1a5f5dd0-c95d-11da-bee9-02004c4f4f50 <![CDATA[Regression Theory for Nearly Co-Integrated Time Series]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=221b7190-a232-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=b0c0e734a002fa1376f6adce551c8a83 Jansson, M., Haldrup, N. Research Tue, 01 Jan 2002 16:14:34 +0100 221b7190-a232-11db-bee9-02004c4f4f50 <![CDATA[Estimation of fractional integration in the presence of data noise]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=94668d10-a161-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=f3ab24d8abc661c46b5aae22364bf7a9 Haldrup, N., Nielsen, M.Ø. Research Wed, 01 Jan 2003 16:14:34 +0100 94668d10-a161-11db-bee9-02004c4f4f50 <![CDATA[Long-run forecasting in multi-cointegrated systems]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=1f40f700-9fe5-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=b7e2f3ddded6cc029d1134b3fd93711b Siliverstovs, B., Haldrup, N., Engsted, T. Research Thu, 01 Jan 2004 16:14:34 +0100 1f40f700-9fe5-11db-bee9-02004c4f4f50 <![CDATA[Testing for Additive Outliers in Seasonally Integrated Time Series]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=8f2fa6b0-9fea-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=38ed9ae81f12459b29ccec9b2fdc9d43 Haldrup, N., Montanes, A., Sanso, A. Research Thu, 01 Jan 2004 16:14:34 +0100 8f2fa6b0-9fea-11db-bee9-02004c4f4f50 <![CDATA[A Regime Switching Long Memory Model for Electricity Prices]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=caffa0a0-9f1d-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=8aff98d23c73ff3f97fd2fdbc35a1042 Haldrup, N., Nielsen, M.Ø. Research Thu, 01 Jan 2004 16:14:34 +0100 caffa0a0-9f1d-11db-bee9-02004c4f4f50 <![CDATA[Model selection and evaluation in econometrics]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=60e22e90-a16b-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=53decf580e820f517cc581688376a048 Haldrup, N., Hendry, D.F., Dijk, H.K.van Research Wed, 01 Jan 2003 16:14:34 +0100 60e22e90-a16b-11db-bee9-02004c4f4f50 <![CDATA[On the Robustness of Unit Root Tests in the Presence of Double Unit Roots]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=b2ade680-a231-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=ceaa969f7ef74d01a961617b3ec933ad Haldrup, N., Lildholdt, P.M. Research Tue, 01 Jan 2002 16:14:34 +0100 b2ade680-a231-11db-bee9-02004c4f4f50 <![CDATA[Nobel-prisen i Økonomi 2003, Tidsserieøkonometri: Cointegration og ARCH, Clive W.J. Granger og Robert F. Engle]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=7745a8f0-9fe6-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=e50cd799b0e9c0479032c2c1fab62f21 Christiansen, C., Haldrup, N. Research Thu, 01 Jan 2004 16:14:34 +0100 7745a8f0-9fe6-11db-bee9-02004c4f4f50 <![CDATA[Guest editors introduction: Model selection and evaluation in econometrics]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=680f9440-a162-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=9ce91a56d068d61350427bd1946a2987 Haldrup, N., Hendry, D.F., Dijk, H.K.van Research Wed, 01 Jan 2003 16:14:34 +0100 680f9440-a162-11db-bee9-02004c4f4f50 <![CDATA[Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis]]> https://econ.au.dk/research/researchcentres/creates/people/research-fellows/niels-haldrup?tx_pure_pure5%5Baction%5D=single&tx_pure_pure5%5Bcontroller%5D=Publications&tx_pure_pure5%5Bid%5D=770a07c0-a160-11db-bee9-02004c4f4f50&tx_pure_pure5%5BshowType%5D=pub&cHash=ebc0ff5313de09929a7bcea93269715c Haldrup, N. Research Wed, 01 Jan 2003 16:14:34 +0100 770a07c0-a160-11db-bee9-02004c4f4f50