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

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

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

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

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

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

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

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

Testing for double unit roots von Haldrup, Niels

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

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

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

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

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

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

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

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

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

Essays in nonlinear time series econometrics

Weitere Verfasser: “… Haldrup, Niels …”
Inhaltsverzeichnis