Separation in cointegrated systems, long memory components and common stochastic trends by Granger, Clive W., Haldrup, Niels

A note on the distribution of the least squares estimator of a random walk with drift some analytical evidence by Haldrup, Niels, Hylleberg, Svend

The effects of additive outliers on tests for unit roots and cointegration by Franses, Philip Hans 1963-, Haldrup, Niels

Multivariate regression models with I(2)-variables by Haldrup, Niels

Testing for multicointegration by Engsted, Tom, Gonzalo, Jesùs, Haldrup, Niels

Estimating the lqac model with I(2) variables by Engsted, Tom, Haldrup, Niels

Multicointegration and present value relations by Engsted, Tom, Gonzalo, Jesùs, Haldrup, Niels

Polynomially cointegrated systems and their representations a synthesis by Haldrup, Niels, Salmon, Mark H.

Testing for double unit roots by Haldrup, Niels

Long-run forecasting in multicointegrated systems by Siliverstovs, Boriss, Engsted, Tom, Haldrup, Niels

A review of the econometric analysis of I(2) variables by Haldrup, Niels

Multiple unit roots in periodic autoregression by Boswijk, Herman Peter, Franses, Philip Hans 1963-, Haldrup, Niels

Polynomially cointegrated systems and their representations a synthesis by Haldrup, Niels, Salmon, Mark

The effects of additive outliers on tests for unit roots and cointegration by Franses, Philip H., Haldrup, Niels

Money demand, expectations, and the forward-looking model a comment by Engsted, Tom, Haldrup, Niels

Testing quadratic adjustment cost models within a cointegrated VAR by Engsted, Tom, Haldrup, Niels

Heteroscedasticity in non-stationary time series, some Monte Carlo evidence by Haldrup, Niels

A note on the Dickey-Fuller regression with a maintained trend by Haldrup, Niels

Essays in nonlinear time series econometrics

Other Authors: “…Haldrup, Niels…”
Indexes