The effects of additive outliers on tests for unit roots and cointegration PH Franses, N Haldrup Journal of Business & Economic Statistics 12 (4), 471-478, 1994 | 357 | 1994 |
A regime switching long memory model for electricity prices N Haldrup, MØ Nielsen Journal of econometrics 135 (1-2), 349-376, 2006 | 329 | 2006 |
An econometric analysis of I (2) variables N Haldrup Journal of Economic Surveys 12 (5), 595-650, 1998 | 192 | 1998 |
The asymptotics of single-equation cointegration regressions with I (1) and I (2) variables N Haldrup Journal of Econometrics 63 (1), 153-181, 1994 | 157 | 1994 |
Labour market implications of EU product market integration TM Andersen, N Haldrup, JR Sørensen Economic Policy 15 (30), 106-133, 2000 | 110 | 2000 |
Testing for multicointegration T Engsted, J Gonzalo, N Haldrup Economics Letters 56 (3), 259-266, 1997 | 110 | 1997 |
Improving size and power in the unit root testing N Haldrup, M Jansson Aarhus University Economics Paper, 2005 | 103 | 2005 |
A vector autoregressive model for electricity prices subject to long memory and regime switching N Haldrup, FS Nielsen, MØ Nielsen Energy Economics 32 (5), 1044-1058, 2010 | 91 | 2010 |
Estimation of fractional integration in the presence of data noise N Haldrup, MØ Nielsen Computational Statistics & Data Analysis 51 (6), 3100-3114, 2007 | 76 | 2007 |
Multicointegration in stock‐flow models T Engsted, N Haldrup Oxford Bulletin of Economics and Statistics 61 (2), 237-254, 1999 | 63 | 1999 |
Measurement errors and outliers in seasonal unit root testing N Haldrup, A Montanes, A Sanso Journal of Econometrics 127 (1), 103-128, 2005 | 50 | 2005 |
Separation in cointegrated systems and persistent‐transitory decompositions CWJ Granger, N Haldrup Oxford Bulletin of Economics and Statistics 59 (4), 449-463, 1997 | 50 | 1997 |
Directional congestion and regime switching in a long memory model for electricity prices N Haldrup, MØ Nielsen Studies in Nonlinear Dynamics & Econometrics 10 (3), 2006 | 47 | 2006 |
Multiple unit roots in periodic autoregression HP Boswijk, PH Franses, N Haldrup Journal of Econometrics 80 (1), 167-193, 1997 | 47 | 1997 |
Long memory, fractional integration, and cross-sectional aggregation N Haldrup, JEV Valdés Journal of Econometrics 199 (1), 1-11, 2017 | 42 | 2017 |
The linear quadratic adjustment cost model and the demand for labour T Engsted, N Haldrup Journal of Applied Econometrics 9 (S1), S145-S159, 1994 | 41 | 1994 |
Semiparametric tests for double unit roots N Haldrup Journal of Business & Economic Statistics 12 (1), 109-122, 1994 | 41 | 1994 |
Representations of I (2) cointegrated systems using the Smith-McMillan form N Haldrup, M Salmon Journal of Econometrics 84 (2), 303-325, 1998 | 37 | 1998 |
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis N Haldrup University of Aarhus, Economics Working Paper, 2003 | 35 | 2003 |
Heteroscedasticity in non-stationary time series, some Monte Carlo evidence N Haldrup Statistical Papers 35 (1), 287-307, 1994 | 32 | 1994 |