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Disambiguation of "Haldrup, Niels"

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Estimation of fractional integration in the presence of data noise.

, and . Comput. Stat. Data Anal., 51 (6): 3100-3114 (2007)

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Thea Nielsen

Heimo Nielsen

Sigurd Nielsen

Günter Nielsen

Agnes-Maria Nielsen

 

Other publications of authors with the same name

The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables. Journal of Econometrics, 63 (1): 153--181 (July 1994)A regime switching long memory model for electricity prices, and . Journal of Econometrics, 135 (1-2): 349--376 (00 2006)Testing for multicointegration, , and . Economics Letters, 56 (3): 259--266 (Nov 14, 1997)Mirror image distributions and the Dickey-Fuller regression with a maintained trend. Journal of Econometrics, 72 (1-2): 301--312 (00 1996)A note on the Vogelsang test for additive outliers, and . Statistics & Probability Letters, 78 (3): 296--300 (Feb 15, 2008)An Econometric Analysis of I(2) Variables. Journal of Economic Surveys, 12 (5): 595--650 (335 12 1998)doi: 10.1111/1467-6419.00069.Multiple unit roots in periodic autoregression, , and . Journal of Econometrics, 80 (1): 167--193 (September 1997)On the Robustness of Unit Root Tests in the Presence of Double Unit Roots, and . Journal of Time Series Analysis, 23 (2): 155--171 (60 03 2002)doi: 10.1111/1467-9892.00260.Measurement errors and outliers in seasonal unit root testing, , and . Journal of Econometrics, 127 (1): 103--128 (July 2005)Representations of I(2) cointegrated systems using the Smith-McMillan form, and . Journal of Econometrics, 84 (2): 303--325 (June 1998)