A Parametric Factor Model of the Term Structure of Mortality. / Haldrup, Niels; Rosenskjold, Carsten Paysen T.
In: Econometrics, Vol. 7, No. 9, 7, 03.2019, p. 1-22.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A Parametric Factor Model of the Term Structure of Mortality. / Haldrup, Niels; Rosenskjold, Carsten Paysen T.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.Research output: Working paper › Research
Spikes and memory in (Nord Pool) electricity price spot prices. / Proietti, Tomasso; Haldrup, Niels; Knapik, Oskar.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.Research output: Working paper › Research
Long memory, fractional integration, and cross sectional aggregation. / Haldrup, Niels; Vera-Valdés, Eduardo.
In: Journal of Econometrics, Vol. 199, No. 1, 2017, p. 1-11.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Space-time modeling of electricity spot prices. / Abate, Girum Dagnachew; Haldrup, Niels.
In: The Energy Journal, Vol. 38, No. 5, 2017, p. 175-196.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A generalized exponential time series regression model for electricity prices. / Haldrup, Niels; Knapik, Oskar; Proietti, Tomasso.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.Research output: Working paper › Research
CREATES Annual Report 2015. / Haldrup, Niels.
Aarhus : Aarhus University, Center for Research in Econometric Analysis of Times Series, CREATES, 2016. 118 p.Research output: Book/anthology/dissertation/report › Report › Communication
Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. / Ergemen, Yunus Emre; Haldrup, Niels; Rodríguez-Caballero, Carlos Vladimir.
In: Energy Economics, Vol. 60, No. November, 2016, p. 79-96.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Long Memory, Fractional Integration, and Cross-Sectional Aggregation. / Haldrup, Niels; Vera-Valdés, Eduardo.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.Research output: Working paper › Research
Space-time modeling of electricity spot prices. / Abate, Girum Dagnachew; Haldrup, Niels.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.Research output: Working paper › Research
CREATES Annual Report 2014. / Haldrup, Niels.
Aarhus : Aarhus University, Center for Research in Econometric Analysis of Times Series, CREATES, 2015. 109 p.Research output: Book/anthology/dissertation/report › Report › Communication
Deterministic and stochastic trends in the Lee-Carter mortality model. / Callot, Laurent; Haldrup, Niels; Kallestrup-Lamb, Malene.
In: Applied Economics Letters, Vol. 23, No. 7, 2015, p. 486-493.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Deterministic and stochastic trends in the Lee-Carter mortality model. / Callot, Laurent; Haldrup, Niels; Kallestrup-Lamb, Malene.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.Research output: Working paper › Research
Discriminating between fractional integration and spurious long memory. / Haldrup, Niels; Kruse, Robinson.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.Research output: Working paper › Research
CREATES Annual Report 2013. / Haldrup, Niels.
Aarhus : Aarhus University, Center for Research in Econometric Analysis of Times Series, CREATES, 2014. 103 p.Research output: Book/anthology/dissertation/report › Report › Communication
Essays on Non-linear Time Series Econometrics. / Haldrup, Niels; Meitz, Mika; Saikkonen, Pentti.
Oxford : Oxford University Press, 2014. 450 p.Research output: Book/anthology/dissertation/report › Book › Research › peer-review
CREATES Annual Report 2012. / Haldrup, Niels.
Aarhus : Aarhus University, Center for Research in Econometric Analysis of Times Series, CREATES, 2013. 91 p.Research output: Book/anthology/dissertation/report › Report › Communication
Unit Roots, Non-linearities, and Structural Breaks. / Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; Varneskov, Rasmus T.
Handbook of Research Methods and Applications in Empirical Macroeconomics. ed. / Nigar Hashimzade; Michael A. Thornton. Cheltenham : Edward Elgar Publishing, 2013. p. 61-94 (Handbook of Research Methods and Applications series).Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research › peer-review
Unit roots, nonlinearities and structural breaks. / Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; Varneskov, Rasmus T.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Working paper › Research
CREATES Annual Report 2011. / Haldrup, Niels.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.Research output: Book/anthology/dissertation/report › Report › Communication
CREATES Annual Report 2010. / Haldrup, Niels.
2011.Research output: Book/anthology/dissertation/report › Report › Communication
Detection of Additive Outliers in Seasonal Time Series. / Haldrup, Niels; Montanés, Antonio; Sansó, Andreu.
In: Journal of Time Series Econometrics, Vol. 3, No. 2, Article 2, 2011.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction. / Bollerslev, Tim; Christensen, Bent Jesper; Haldrup, Niels; Lunde, Asger.
In: Journal of Time Series Econometrics, Vol. 3, No. 1, Article 1, 2011.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A Vector Autoregressive Model for Electricity Prices subject to Long Memory and Regime Switching. / Haldrup, Niels; Nielsen, Frank; Nielsen, Morten Ørregaard.
In: Energy Economics, Vol. 32, No. 5, 2010, p. 1044-1058.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
CREATES Annual Report 2009. / Haldrup, Niels.
2010.Research output: Book/anthology/dissertation/report › Report › Communication
Separation in Cointegrated Systems. / Haldrup, Niels.
In: Journal of Financial Econometrics, Vol. 8, No. 2, 2010, p. 177-180.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
CREATES Annual Report 2008. / Haldrup, Niels.
2009.Research output: Book/anthology/dissertation/report › Report › Communication
Detection of additive outliers in seasonal time series. / Haldrup, Niels; Montañés, Antonio; Sansó, Andreu.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.Research output: Working paper › Research
A note on the Vogelsang test for additive outliers. / Haldrup, Niels; Sanso, Andreu.
In: Statistics & Probability Letters, Vol. 78, 2008, p. 296-306.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
CREATES Annual Report 2007. / Haldrup, Niels.
2008.Research output: Book/anthology/dissertation/report › Report › Communication
Sequential Versus Simultaneous Market Delineation : The Relevant Antitrust Market for Salmon. / Haldrup, Niels; Møllgaard, Peter; Nielsen, Claus Kastberg.
In: Journal of Competition Law & Economics, Vol. 4, No. 3, 2008, p. 893-913.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching. / Haldrup, Niels; Nielsen, Frank; Nielsen, Morten Ørregaard.
2007.Research output: Working paper › Research
Common Periodic Correlation Features and the Interaction of Stock and Flows in Daily Airport Data. / Haldrup, Niels; Hylleberg, Svend; Pons, Gabriel; Sansó, Andreu.
In: Journal of Business and Economic Statistics, Vol. 25, No. 1, 2007, p. 21-32.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Estimation of fractional integration and cointegration in the presence of data noise. / Haldrup, Niels; Ørregaard Nielsen, Morten.
In: Computational Statistics and Data Analysis, Vol. 51, 2007, p. 3100-3114.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A Gaussian IV estimator of cointegrating relations. / Bårdsen, Gunnar; Haldrup, Niels.
2006.Research output: Working paper › Research
A Note on the Vogelsang Test for Additive Outliers. / Haldrup, Niels; Sansó, Andreu.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2006.Research output: Working paper › Research
Directional Congestion and regime switching in a long memory model for electricity prices. / Haldrup, Niels; Ørregaard Nielsen, Morten.
In: Studies in Nonlinear Dynamics and Econometrics (Online), Vol. 10, 2006, p. 1-24.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Improving power and size in unit root testing. / Haldrup, Niels; Jansson, Michael.
Palgrave Handbooks of Econometrics: Econometric Theory. Vol. 1 New York : Palgrave Macmillan, 2006. p. 252-277.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
A regime switching long memory model for electricity prices. / Haldrup, Niels; Ørregaard Nielsen, Morten.
In: Journal of Econometrics, Vol. 135, 2006, p. 349-376.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. / Haldrup, Niels; Nielsen, Morten Ø.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2005.Research output: Working paper › Research
Improving Size and Power in Unit Root Testing. / Haldrup , Niels; Jansson, Michael.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2005.Research output: Working paper › Research
Local Power Functions of Tests for Double Unit Roots. / Haldrup, Niels; Lildholt, P.
In: Statistica Neerlandica, Vol. 59, No. 2, 2005, p. 151-179.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Measurement Errors and Outliers in Seasonal Unit Root Testing. / Haldrup, Niels; Montanes, Antonio; Sanso, Andreu.
In: Journal of Econometrics, Vol. 127, 2005, p. 103-128.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon. / Haldrup, Niels; Peter, Møllgaard.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2005.Research output: Working paper › Research
A Regime Switching Long Memory Model for Electricity Prices. / Haldrup, N.; Nielsen, M.Ø.
Afdeling for Nationaløkonomi, Institut for Økonomi, Aarhus Universitet, 2004.Research output: Working paper › Research
Estimation af middellevetider for mænd og kvinder i Danmark 2002-2100 baseret på Lee-Carter metoden. / Haldrup, N.
Velfærdskommissionen, 2004.Research output: Working paper › Research
Long-run forecasting in multi-cointegrated systems. / Siliverstovs, B.; Haldrup, N.; Engsted, T.
In: Journal of Forecasting, Vol. 23, 2004, p. 315-335.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research
Nobel-prisen i Økonomi 2003, Tidsserieøkonometri: Cointegration og ARCH, Clive W.J. Granger og Robert F. Engle. / Christiansen, C.; Haldrup, N.
In: Finans/Invest, Vol. 4, No. 2, 2004, p. 23-27.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research
Testing for Additive Outliers in Seasonally Integrated Time Series. / Haldrup, N.; Montanes, A.; Sanso, A.
Afdeling for Nationaløkonomi, Institut for Økonomi, Aarhus Universitet, 2004.Research output: Working paper › Research
Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis. / Haldrup, N.
The internal market and the relevant geographical market. Bruxelles : Enterprise DG, 2003.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
Estimation of fractional integration in the presence of data noise. / Haldrup, N.; Nielsen, M.Ø.
Afdeling for Nationaløkonomi, IfØ, Aarhus Universitet, 2003.Research output: Working paper › Research
Guest editors introduction: Model selection and evaluation in econometrics. / Haldrup, N.; Hendry, D.F.; Dijk, H.K.van.
In: Oxford Bulletin of Economics and Statistics, Vol. 65, No. Supplement, 2003, p. 681-688.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research
Model selection and evaluation in econometrics. / Haldrup, N.; Hendry, D.F.; Dijk, H.K.van.
In: Oxford Bulletin of Economics and Statistics, Vol. 65, No. Supplement, 2003, p. 681-906.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
On the Robustness of Unit Root Tests in the Presence of Double Unit Roots. / Haldrup, N.; Lildholdt, P.M.
In: Journal of Time Series Analysis, Vol. 23, No. 2, 2002, p. 155-171.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Regression Theory for Nearly Co-Integrated Time Series. / Jansson, M.; Haldrup, N.
In: Econometric Theory, Vol. 18, No. 6, 2002, p. 1309-1335.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Separation in Cointegrated Systems and Permanent-Transitory Decompositions. / Granger, C.W.J.; Haldrup, N.; Ghysels, E. (Editor); Swanson, N.R. (Editor); Watson, M.W. (Editor).
Essays in Econometrics, Collected Papers of Clive W.J. Granger: Vol. II, Causality, Integration and Cointegration. Econometric Society Monographs. Cambridge : Cambridge University Press, 2001.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
A Review of Unit Roots, Cointegration, and Structural Change by G. S. Maddala and In Moo Kim, Cambridge University Press. / Haldrup, Niels.
In: The Economic Journal, Vol. 110, No. 1, 2000, p. F800-F803.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Review › Research
Labour Market Implications of EU Product Market Integration. / Andersen, Torben M.; Haldrup, Niels; Sørensen, J. R.
In: Economic Policy, Vol. 30, 2000, p. 107-133.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Product Market Introduction and European Labour Markets. / Haldrup, Niels; Andersen, Torben M.; Rose Sørensen, Jan.
In: Economic Policy, Vol. 30, 2000, p. 107-133.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Udviklingslinier i Økonometrien. / Bunzel, Henning; Christensen, Bent Jesper; Haldrup, Niels; Hylleberg, Svend; Høst, Viggo; Jensen, Peter; Wurtz, Allan.
Udviklingslinier i Økonomisk Teori. ed. / Christian Hjort-Andersen. København : Djøf Forlag, 2000. p. 47-105.Research output: Contribution to book/anthology/report/proceeding › Book chapter › Research
Estimating the LQAC Model with I(2) Variables. / Engsted, Tom; Haldrup, Niels.
In: Journal of Applied Econometrics, Vol. 14, No. 2, 1999, p. 155-170.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Multicointegration in Stock-Flow Models. / Engsted, Tom; Haldrup, Niels.
In: Oxford Bulletin of Economics and Statistics, Vol. 61, No. 2, 1999, p. 237-254.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
An Econometric Analysis of I(2) Variables. / Haldrup, Niels.
In: Journal of Economic Surveys, Vol. 12, No. 5, 1998, p. 595-650.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Representation of I(2) Cointegrated Systems using the Smith-McMillan Form. / Haldrup, Niels; Salmon, Mark.
In: Journal of Econometrics, Vol. 84, No. 2, 1998, p. 303-325.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Spurious Regression Amongst Dependent Integrated Processes. / Haldrup, Niels.
20th Symposium in Applied Statistics. 1998. p. 327-339.Research output: Contribution to book/anthology/report/proceeding › Article in proceedings › Research
Money Demand, Adjustment Costs, and Forward Looking Behaviour. / Engsted, Tom; Haldrup, Niels.
In: Journal of Policy Modeling, Vol. 19, 1997, p. 153-173.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Multiple Unit Roots in Periodic Autoregression. / Boswijk, H Peter; Franses, Philip Hans; Haldrup, Niels.
In: Journal of Econometrics, Vol. 80, No. 1, 1997, p. 167-193.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Near-integration and Deterministic Trends. / Haldrup, Niels; Hylleberg, Svend.
In: Statistical Papers, Vol. 38, No. 1, 1997, p. 77-101.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Separation in Cointegrated Systems and Persisten-Transitory Decompositions. / Granger, Clive W J ; Haldrup, Niels.
In: Oxford Bulletin of Economics and Statistics, Vol. 59, No. 4, 1997, p. 449-463.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Testing for Multicointegration. / Engsted, Tom; Gonzalo, Jesus; Haldrup, Niels.
In: Economics Letters, Vol. 56, No. 3, 1997, p. 259-266.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Mirror Image Distributions and the Dickey-Fuller Regression with a Maintained Trend. / Haldrup, Niels.
In: Journal of Econometrics, Vol. 72, No. 1-2, 1996, p. 301-313.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
A Note on: The Distribution of the Least Squares Estimator of a Random Walk with Drift - Some Analytical Evidence. / Haldrup, Niels; Hylleberg, Svend.
In: Economic Letters, Vol. 48, 1995, p. 221-228.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Heteroscedasticity in Non-Stationary Time Series. Some Monte Carlo Evidence. / Haldrup, Niels.
In: Statistical Papers, Vol. 35, No. 1, 1994, p. 287-307.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Semi-parametric Tests for Double Unit Roots. / Haldrup, Niels.
In: Journal of Business and Economic Statistics, Vol. 12, No. 1, 1994, p. 109-122.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Asymptotics of Single Equation Cointegeration Regression Models with I(1) and I(2) Variables. / Haldrup, Niels.
In: Journal of Econometrics, Vol. 63, No. 1, 1994, p. 153-181.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Effects of Additive Outliers on Tests for Unit Roots and Cointegdration. / Franses, Philip Hans; Haldrup, Niels.
In: Journal of Business and Economic Statistics, Vol. 12, No. 4, 1994, p. 471-478.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
The Linear Quadratic Adjustment Cost Model and the Demand for Labour. / Engsted, Tom; Haldrup, Niels.
In: Journal of Applied Econometrics, Vol. 9 Supplement, 1994, p. S145-S159.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review