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Information about:
Niels Haldrup

Personal Details | Affiliation | Works
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Personal Details

First Name: Niels
Middle Name:
Last Name: Haldrup
Suffix:

RePEc Short-ID: pha155

Email:
Homepage: http://www.econ.au.dk/vip_htm/nhaldrup/Homepage/homepage.html
Postal Address: CREATES, School of Economics and Management University of Aarhus Building 1322 DK-8000 Aarhus C Denmark
Phone: +45 8942 1613

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Niels Haldrup & Frank S. Nielsen & Morten Ørregaard Nielsen, 2007. "A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching," CREATES Research Papers 2007-29, School of Economics and Management, University of Aarhus. [Downloadable!]

  2. Gunnar Bårdsen & Niels Haldrup, 2006. "A Gaussian IV estimator of cointegrating relations," Economics Working Papers 2006-03, School of Economics and Management, University of Aarhus. [Downloadable!]

  3. Niels Haldrup & Andreu Sansó, 2006. "A Note on the Vogelsang Test for Additive Outliers," Economics Working Papers 2006-01, School of Economics and Management, University of Aarhus. [Downloadable!]

  4. Haldrup, Niels & Møllgaard, Peter & Nielsen, Claus Kastberg, 2005. "Sequential versus simultaneous market," Working Papers 02-2005, Copenhagen Business School, Department of Economics. [Downloadable!]

  5. Niels Haldrup & Svend Hylleberg & Gabriel Pons & Jaume Rosselló & Andreu Sansó, 2005. "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Economics Working Papers 2005-3, School of Economics and Management, University of Aarhus. [Downloadable!]
    Published as:

  6. Haldrup; Niels & Morten Oerregaard Nielsen, 2005. "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Economics Working Papers 2005-18, School of Economics and Management, University of Aarhus. [Downloadable!]
    Published as:

  7. Niels Haldrup & Peter Mollgaard & Claus Kastberg Nielsen, 2005. "Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon," Working Papers 05-2, Centre for Competition Policy, University of East Anglia. [Downloadable!]
    Other versions:

  8. Niels Haldrup & Michael Jansson, 2005. "Improving Size and Power in Unit Root Testing," Economics Working Papers 2005-2, School of Economics and Management, University of Aarhus. [Downloadable!]

  9. Niels Haldrup & Morten O. Nielsen, 2004. "A Regime Switching Long Memory Model for Electricity Prices," Economics Working Papers 2004-2, School of Economics and Management, University of Aarhus. [Downloadable!]
    Published as:

  10. Niels Haldrup & Antonio Montañés & Andreu Sansó, 2004. "Testing for Additive Outliers in Seasonally Integrated Time Series," Economics Working Papers 2004-14, School of Economics and Management, University of Aarhus. [Downloadable!]
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  11. Siliverstovs, Boriss & Engsted, Tom & Haldrup, Niels, 2002. "Long-Run Forecasting in Multicointegrated Systems," Finance Working Papers 02-14, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
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    Published as:

  12. Niels Haldrup & Peter Lildholdt, 2000. "Local Power Functions of Tests for Double Unit Roots," University of California at San Diego, Economics Working Paper Series 2000-12, Department of Economics, UC San Diego. [Downloadable!]
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    Published as:

  13. Niels Haldrup & Peter Lildholdt, 2000. "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," University of California at San Diego, Economics Working Paper Series 2000-13, Department of Economics, UC San Diego. [Downloadable!]
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  14. Michael Jansson & Niels Haldrup, 2000. "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," University of California at San Diego, Economics Working Paper Series 2000-14, Department of Economics, UC San Diego. [Downloadable!]
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  15. Tom Engsted & Niels Haldrup, 1995. "Estimating the LQAC Model with I(2) Variables," University of California at San Diego, Economics Working Paper Series 95-45, Department of Economics, UC San Diego.
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    Published as:

  16. Peter Boswijk & Philip Hans Franses & Niels Haldrup, 1995. "Multiple Unit Roots in Periodic Autoregression," University of California at San Diego, Economics Working Paper Series 95-44, Department of Economics, UC San Diego.
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  17. Clive W.J. Granger & Niels Haldrup, 1995. "Separation in Cointegrated Systems, Long Memory Components and Common Stochastic Trends," University of California at San Diego, Economics Working Paper Series 95-43, Department of Economics, UC San Diego.
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  18. Engest, T. & Gonzalo, J. & Haldrup, N., 1994. "Multicointegration and Present Value Relations," Economics Working Papers 1995-13, School of Economics and Management, University of Aarhus.

  19. Engsted, T. & Haldrup, N., 1993. "Money Demand, Expectations and the Foreward Looking Model: A Comment," Economics Working Papers 1993-23, School of Economics and Management, University of Aarhus.

  20. Haldrup, N. & Salmon, M., 1993. "Polynomially Cointegrated Systems and their Representation; A Synthesis," Economics Working Papers 1993-22, School of Economics and Management, University of Aarhus.

  21. Franses, P.H. & Haldrup, N., 1992. "The Effects of Additive Outliers on Tests for Unit Roots and Cointegration," Economics Working Papers 1993-12, School of Economics and Management, University of Aarhus.
    Published as:

  22. Engested, T. & Haldrup, N., 1992. "Testing Quadriatic Adjustment Cost Models within a Cointegrated VAR," Economics Working Papers 1992-9, School of Economics and Management, University of Aarhus.

  23. Haldrup, N., 1992. "Heteroscedasticity in Non-Stationary Time Series, Some Monte Carlo Evidence," Economics Working Papers 1992-8, School of Economics and Management, University of Aarhus.

  24. Haldrup, N., 1991. "Testing for Double Unit Roots," Economics Working Papers 1991-20, School of Economics and Management, University of Aarhus.

  25. Haldrup, N., 1990. "Tests For Unit Roots With A Maintained Trend When The True Data Generating Process In A Random Walk With Drift," Economics Working Papers 1990-22, School of Economics and Management, University of Aarhus.

  26. Haldrup, N. & Hylleberg, S., 1989. "Unit Roots And Deterministic Trends, With Yet Another Comment On The Existence And Interpretation Of A Unit Root In U.S. Gnp," Economics Working Papers 1989-3, School of Economics and Management, University of Aarhus.

  27. Haldrup, Niels & Nielsen, Morten Oe., . "Estimation of Fractional Integration in the Presence of Data Noise," Economics Working Papers 2003-10, School of Economics and Management, University of Aarhus. [Downloadable!]
    Published as:

  28. Haldrup, N., . "A Review of the Econometric Analysis of I(2) Variables," Economics Working Papers 1997-12, School of Economics and Management, University of Aarhus. [Downloadable!]

  29. Torben M. Andersen & Niels Haldrup & Jan Rose S›rensen, . "Product Market Integration and European Labour Markets," Economics Working Papers 1999-26, School of Economics and Management, University of Aarhus. [Downloadable!]

  30. Haldrup, Niels, . "Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis," Economics Working Papers 2003-9, School of Economics and Management, University of Aarhus. [Downloadable!]

  31. Niels Haldrup & Antonio Montanés & Andreu Sanso, . "Measurement Errors and Outliers in Seasonal Unit Root Testing," Economics Working Papers 2000-8, School of Economics and Management, University of Aarhus. [Downloadable!]
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  32. Henning Bunzel & Bent Jesper Christensen & Niels Haldrup & Svend Hylleberg & Viggo Hoest & Peter Jensen & Allan Wurtz, . "Udviklingslinier i Oekonometrien," Economics Working Papers 1998-15, School of Economics and Management, University of Aarhus. [Downloadable!]

  33. Tom Engsted & Niels Haldrup, . "Multicointegration in Stock-Flow Models," Economics Working Papers 1997-18, School of Economics and Management, University of Aarhus. [Downloadable!]
    Published as:

  34. Tom Engsted & Jesus Gonzalo & Niels Haldrup, . "Testing for Multicointegration," Economics Working Papers 1997-1, School of Economics and Management, University of Aarhus. [Downloadable!]
    Published as:

Articles

  1. Haldrup, Niels & Nielsen, Morten Orregaard, 2007. "Estimation of fractional integration in the presence of data noise," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3100-3114, March. [Downloadable!] (restricted)
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  2. Haldrup, Niels & Hylleberg, Svend & Pons, Gabriel & Sanso, Andreu, 2007. "Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 21-32, January. [Downloadable!] (restricted)
    Other versions:

  3. Haldrup, Niels & Nielsen, Morten Orregaard, 2006. "A regime switching long memory model for electricity prices," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 349-376. [Downloadable!] (restricted)
    Other versions:

  4. Niels Haldrup & Morten Nielsen, 2006. "Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(3), pages 1367-1367. [Downloadable!] (restricted)
    Other versions:

  5. Haldrup, Niels & Montanes, Antonio & Sanso, Andreu, 2005. "Measurement errors and outliers in seasonal unit root testing," Journal of Econometrics, Elsevier, vol. 127(1), pages 103-128, July. [Downloadable!] (restricted)
    Other versions:

  6. Niels Haldrup & Peter Lildholdt, 2005. "Local power functions of tests for double unit roots," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 59(2), pages 159-179. [Downloadable!] (restricted)
    Other versions:

  7. Tom Engsted & Niels Haldrup & Boriss Siliverstovs, 2004. "Long-run forecasting in multicointegrated systems," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 315-335. [Downloadable!]
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  8. Niels Haldrup & David F. Hendry & Herman K. Dijk, 2003. "Guest Editors' Introduction: Model Selection and Evaluation in Econometrics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 681-688, December. [Downloadable!] (restricted)

  9. Jansson, Michael & Haldrup, Niels, 2002. "Regression Theory For Nearly Cointegrated Time Series," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1309-1335, September. [Downloadable!]

  10. Torben M. Andersen & Niels Haldrup & Jan Rose Sørensen, 2000. "Labour market implications of EU product market integration," Economic Policy, CEPR, CES, MSH, vol. 15(30), pages 105-134, 04. [Downloadable!] (restricted)

  11. Engsted, Tom & Haldrup, Niels, 1999. "Estimating the LQAC Model with I(2) Variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 155-70, March-Apr. [Downloadable!]
    Other versions:

  12. Engsted, Tom & Haldrup, Niels, 1999. " Multicointegration in Stock-Flow Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(2), pages 237-54, May. [Downloadable!] (restricted)
    Other versions:

  13. Haldrup, Niels & Salmon, Mark, 1998. "Representations of I(2) cointegrated systems using the Smith-McMillan form," Journal of Econometrics, Elsevier, vol. 84(2), pages 303-325, June. [Downloadable!] (restricted)

  14. Haldrup, Neils, 1998. " An Econometric Analysis of I(2) Variables," Journal of Economic Surveys, Blackwell Publishing, vol. 12(5), pages 595-650, December. [Downloadable!] (restricted)

  15. Boswijk, H. Peter & Franses, Philip Hans & Haldrup, Niels, 1997. "Multiple unit roots in periodic autoregression," Journal of Econometrics, Elsevier, vol. 80(1), pages 167-193, September. [Downloadable!] (restricted)
    Other versions:

  16. Granger, Clive W J & Haldrup, Niels, 1997. "Separation in Cointegrated Systems and Persistent-Transitory Decompositions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(4), pages 449-63, November.

  17. Engsted, Tom & Gonzalo, Jesus & Haldrup, Niels, 1997. "Testing for multicointegration," Economics Letters, Elsevier, vol. 56(3), pages 259-266, November. [Downloadable!] (restricted)
    Other versions:

  18. Engsted, Tom & Haldrup, Niels, 1997. "Money demand, adjustment costs, and forward-looking behavior," Journal of Policy Modeling, Elsevier, vol. 19(2), pages 153-173, April. [Downloadable!] (restricted)

  19. Haldrup, Niels, 1996. "Mirror image distributions and the Dickey-Fuller regression with a maintained trend," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 301-312. [Downloadable!] (restricted)

  20. Haldrup, Niels & Hylleberg, Svend, 1995. "A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence," Economics Letters, Elsevier, vol. 48(3-4), pages 221-228, June. [Downloadable!] (restricted)

  21. Engsted, Tom & Haldrup, Niels, 1994. "The Linear Quadratic Adjustment Cost Model and the Demand for Labour," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(S), pages S145-59, Suppl. De. [Downloadable!] (restricted)

  22. Haldrup, Niels, 1994. "Semiparametric Tests for Double Unit Roots," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(1), pages 109-22, January.

  23. Franses, Philip Hans & Haldrup, Niels, 1994. "The Effects of Additive Outliers on Tests for Unit Roots and Cointegration," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 471-78, October.
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  24. Haldrup, Niels, 1994. "The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables," Journal of Econometrics, Elsevier, vol. 63(1), pages 153-181, July. [Downloadable!] (restricted)

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-COM: Industrial Competition (1) 2006-09-23
  2. NEP-ECM: Econometrics (12) 1999-05-03 2000-10-05 2000-10-05 2000-10-05 2000-10-05 2003-05-16 2003-11-23 2004-03-28 2004-04-04 2005-01-02 2006-01-24 2006-02-26 Author is listed
  3. NEP-EEC: European Economics (1) 2000-10-11
  4. NEP-ENE: Energy Economics (2) 2005-10-22 2008-06-27
  5. NEP-ETS: Econometric Time Series (14) 1999-05-03 2000-10-05 2000-10-05 2000-10-05 2000-10-05 2003-05-15 2004-03-28 2004-04-04 2004-06-07 2005-01-02 2005-10-22 2006-01-24 2006-02-26 2006-04-08 Author is listed
  6. NEP-IND: Industrial Organization (2) 2000-10-05 2006-09-23
  7. NEP-LAW: Law & Economics (1) 2006-09-23
  8. NEP-MIC: Microeconomics (1) 2006-09-23
  9. NEP-RMG: Risk Management (1) 2004-03-28
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This page was last updated on 2008-8-25.

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