Niels Haldrup : Citation Profile


Are you Niels Haldrup?

Aarhus Universitet

13

H index

18

i10 index

751

Citations

RESEARCH PRODUCTION:

37

Articles

38

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 31
   Journals where Niels Haldrup has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 37 (4.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha155
   Updated: 2020-07-04    RAS profile: 2020-04-13    
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Relations with other researchers


Works with:

Rodríguez Caballero, Carlos (6)

Proietti, Tommaso (3)

Vera-Valdés, J. Eduardo (2)

Callot, Laurent (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Niels Haldrup.

Is cited by:

Rodríguez Caballero, Carlos (30)

Guillén, Osmani (16)

Darné, Olivier (15)

Nielsen, Morten (15)

Weron, Rafał (13)

Pelagatti, Matteo (12)

Carrion-i-Silvestre, Josep (12)

Grossi, Luigi (11)

Zarnikau, Jay (10)

GUPTA, RANGAN (10)

Parisio, Lucia (10)

Cites to:

Granger, Clive (44)

Phillips, Peter (32)

Perron, Pierre (30)

Engle, Robert (27)

Nielsen, Morten (25)

Johansen, Soren (24)

Franses, Philip Hans (18)

Diebold, Francis (17)

Weron, Rafał (12)

Schmidt, Peter (11)

Taylor, Robert (10)

Main data


Where Niels Haldrup has published?


Journals with more than one article published# docs
Journal of Econometrics7
Journal of Business & Economic Statistics3
Oxford Bulletin of Economics and Statistics3
Journal of Applied Econometrics2
Journal of Economic Surveys2
Economics Letters2
Energy Economics2
Journal of Time Series Econometrics2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego4

Recent works citing Niels Haldrup (2019 and 2018)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Grassi, Stefano ; Delle Monache, Davide. In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings. (2019). Pea, Daniel ; Rodriguez-Caballero, Carlos Vladimir ; Catao, Duvan Humberto. In: CREATES Research Papers. RePEc:aah:create:2019-23.

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2018Nonfractional Memory: Filtering, Antipersistence, and Forecasting. (2018). Vera-Valdés, J. Eduardo. In: Papers. RePEc:arx:papers:1801.06677.

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2018Econometric Modeling of Regional Electricity Spot Prices in the Australian Market. (2018). Shively, Thomas S ; Smith, Michael Stanley. In: Papers. RePEc:arx:papers:1804.08218.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649.

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2017Changes in persistence, spurious regressions and the Fisher hypothesis. (2017). Ventosa-Santaulària, Daniel ; Antonio, Noriega ; Daniel, Ventosa-Santaularia ; Robinson, Kruse . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:28:n:1.

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2018A simple solution of the spurious regression problem. (2018). Hafner, Christian ; Christian, Hafner ; Shin-Huei, Wang Cindy. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:3:p:14:n:1.

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2018A Stochastic Latent Moment Model for Electricity Price Formation. (2018). Gianfreda, Angelica ; Bunn, Derek. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps46.

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2017Análisis de los fundamentales del precio de la energía eléctrica: evidencia empírica para Colombia*. (2017). Barrientos Marin, Jorge ; Martinez, Monica Toro. In: Revista de Economía del Caribe. RePEc:col:000382:017148.

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2017Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez, Carlos Vladimir . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614.

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2019Fully Modified Least Squares for Multicointegrated Systems. (2019). Phillips, Peter ; PEter, ; Kheifets, Igor. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2210.

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2019The impact of the choice of life table statistics when forecasting mortality. (2019). Vaupel, James W ; Oeppen, Jim ; Kjargaard, Soren ; Bergeron-Boucher, Marie-Pier. In: Demographic Research. RePEc:dem:demres:v:41:y:2019:i:43.

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2019Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems. (2019). Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-14.

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2019Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems. (2019). Dubois, Florent ; Dumitrescu, Elena Ivona ; DE TRUCHIS, Gilles. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-15.

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2017Electricity price behavior and carbon trading: New evidence from California. (2017). woo, chi-keung ; Chen, Yan ; Schlag, N ; Olson, A ; Moore, J ; Ong, A ; Ho, T. In: Applied Energy. RePEc:eee:appene:v:204:y:2017:i:c:p:531-543.

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2019Bayesian deep learning based method for probabilistic forecast of day-ahead electricity prices. (2019). Portolani, Pietro ; Matteucci, Matteo ; Brusaferri, Alessandro ; Vitali, Andrea. In: Applied Energy. RePEc:eee:appene:v:250:y:2019:i:c:p:1158-1175.

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2019Separate cointegration in a VAR system subject to structural breaks. (2019). Kurita, Takamitsu. In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:19-23.

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2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244.

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2017Learning can generate long memory. (2017). Mavroeidis, Sophocles ; Chevillon, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:1-9.

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2018The cointegrated vector autoregressive model with general deterministic terms. (2018). Nielsen, Morten ; Johansen, Soren. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:214-229.

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2018A multivariate test against spurious long memory. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Busch, Marie. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:33-49.

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2018Generating univariate fractional integration within a large VAR(1). (2018). Hecq, Alain ; Chevillon, Guillaume ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:54-65.

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2020A multicointegration model of global climate change. (2020). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:175-197.

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2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

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2017Construction of an efficient portfolio of power purchase decisions based on risk-diversification tradeoff. (2017). Contreras, Javier ; Sosa, Anibal ; Rodriguez, Yeny E. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:286-297.

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2017A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets. (2017). Pircalabu, A ; Benth, F E. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:283-302.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:396-420.

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2018Component estimation for electricity market data: Deterministic or stochastic?. (2018). Lisi, Francesco ; Pelagatti, Matteo M. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:13-37.

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2018Econometric modeling of regional electricity spot prices in the Australian market. (2018). Smith, Michael Stanley ; Shively, Thomas S. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:886-903.

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2019A seasonal copula mixture for hedging the clean spark spread with wind power futures. (2019). Hog, Esben ; Pircalabu, Anca ; Christensen, Troels Sonderby. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:64-80.

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2018How renewable production depresses electricity prices: Evidence from the German market. (2018). de Lagarde, Cyril Martin ; Lantz, Frederic. In: Energy Policy. RePEc:eee:enepol:v:117:y:2018:i:c:p:263-277.

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2019Market price behavior of wholesale electricity products: Texas. (2019). Tsai, C H ; Zhu, S ; Woo, C K ; Zarnikau, J. In: Energy Policy. RePEc:eee:enepol:v:125:y:2019:i:c:p:418-428.

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2017Nonlinear empirical pricing in electricity markets using fundamental weather factors. (2017). Uribe, Jorge ; Manotas-Duque, Diego Fernando ; Mosquera-Lopez, Stephania. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:594-605.

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2018Consumption effects of an electricity decarbonization policy: Hong Kong. (2018). Zarnikau, Jay ; woo, chi-keung ; Luo, X ; Liu, Y ; Shiu, A. In: Energy. RePEc:eee:energy:v:144:y:2018:i:c:p:887-902.

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2018Asymmetric dependence structure between emissions allowances and wholesale diesel/gasoline prices in emerging Chinas emissions trading scheme pilots. (2018). Chang, Kai ; Zhang, Chao. In: Energy. RePEc:eee:energy:v:164:y:2018:i:c:p:124-136.

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2020Determinants of the wholesale prices of energy and ancillary services in the U.S. Midcontinent electricity market. (2020). Zarnikau, Jay ; Woo, C K ; Tsai, C H. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220301584.

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2019Global liquidity, money growth and UK inflation. (2019). Milas, Costas ; Ellington, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:42:y:2019:i:c:p:67-74.

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2018Forward risk premia in long-term transmission rights: The case of electricity price area differentials (EPAD) in the Nordic electricity market. (2018). Spodniak, Petr ; Collan, Mikael. In: Utilities Policy. RePEc:eee:juipol:v:50:y:2018:i:c:p:194-206.

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2018Effect of stopping hydroelectric power generation on the dynamics of electricity prices: An event study approach. (2018). Uribe, Jorge ; Manotas-Duque, Diego F ; Mosquera-Lopez, Stephania. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:94:y:2018:i:c:p:456-467.

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2018Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486.

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2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

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2017Yearly, monthly and weekly seasonality of tourism demand: A decomposition analysis. (2017). Sansó, Andreu ; Rossello, Jaume ; Sanso, Andreu. In: Tourism Management. RePEc:eee:touman:v:60:y:2017:i:c:p:379-389.

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2019Sustainability of the Brazilian public pebt an analysis using multicointegration. (2019). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:805.

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2019Sustainability of Brazilian public debt: analysis of a possible structural break in the recent period. (2019). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:806.

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2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:1:p:13-:d:135826.

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2018Long-Term Electricity Load Forecasting Considering Volatility Using Multiplicative Error Model. (2018). Khuntia, Swasti R ; MART, ; Rueda, Jose L. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3308-:d:185892.

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2019Long- and Short-Run Effects of Fuel Prices on Freight Transportation Volumes in Shanghai. (2019). Chau, K W ; Zou, Gaolu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5017-:d:267038.

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2018An Overview of Modified Semiparametric Memory Estimation Methods. (2018). Sibbertsen, Philipp ; Busch, Marie. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-628.

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2018The Periodogram of Spurious Long-Memory Processes. (2018). Sibbertsen, Philipp ; Leschinski, Christian. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-632.

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2018The influence of renewables on electricity price forecasting: a robust approach. (2018). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ieb:wpaper:doc2018-10.

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2019Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach. (2019). Nonejad, Nima. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9835-4.

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2018External and Internal Determinants on the Electricity Market: A Multi-Scale Adaptive Causal Analysis. (2018). Afanasyev, Dmitriy ; Fedorova, E. In: Journal of the New Economic Association. RePEc:nea:journl:y:2018:i:39:p:33-54.

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2017Price convergence within and between the Italian electricity day-ahead and dispatching services markets. (2017). Santucci de Magistris, Paolo ; Fontini, Fulvio ; Caporin, Massimiliano. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0215.

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2020Semi-endogenous versus Schumpeterian growth models: a critical review of the literature and new evidence. (2020). Herzer, Dierk. In: MPRA Paper. RePEc:pra:mprapa:100383.

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2018Two Distinct Seasonally Fractionally Differenced Periodic Processes. (2018). BENSALMA, AHMED. In: MPRA Paper. RePEc:pra:mprapa:84969.

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2019Influence of US Presidential Terms on S&P500 Index Using a Time Series Analysis Approach. (2019). Ogbonna, Ahamuefula ; Yaya, Olaoluwa S ; Mudida, Robert ; Gil-Alana, Luis A ; Osuolale, Kazeem. In: MPRA Paper. RePEc:pra:mprapa:93941.

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2020Semi-endogenous versus Schumpeterian growth models: a critical review of the literature and new evidence. (2020). Herzer, Dierk. In: MPRA Paper. RePEc:pra:mprapa:98022.

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2019Inferring bank-to-bank competition from dynamic time series analysis of price correlations. (2019). Ribeiro, Eduardo ; Castor, Kamaiaji. In: Applied Econometrics. RePEc:ris:apltrx:0381.

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2018Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector. (2018). Hecq, Alain ; Cubadda, Gianluca ; Riccardo, Antonio. In: CEIS Research Paper. RePEc:rtv:ceisrp:445.

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2019Краткосрочное прогнозирование цены электроэнергии на российском рынке с использованием класса моделей SCARX. (2019). **, ; *, . In: Журнал Экономика и математические методы (ЭММ). RePEc:scn:cememm:v:55:y:2019:i:1:p:68-84.

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2017Time-varying persistence in US inflation. (2017). GUPTA, RANGAN ; Caporin, Massimiliano. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1144-y.

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2017Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market. (2017). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1145-x.

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2018Short- and long-run heterogeneous investment dynamics. (2018). Jona-Lasinio, Cecilia ; Golinelli, Roberto ; Bontempi, Maria ; Bacchini, Fabio. In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1211-4.

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2019Market integration and the persistence of electricity prices. (2019). Rua, António ; Rodrigues, Paulo ; Pereira, Joo Pedro ; Pesquita, Vasco . In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1520-x.

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2017Fiscal deficit and inflation linkages in India: tracking the transmission channels. (2017). Anantha, M R ; Gayithri, K. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:19:y:2017:i:1:d:10.1007_s40847-017-0042-2.

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2018Size matters: Estimation sample length and electricity price forecasting accuracy. (2018). Mosetti, Luca ; Fezzi, Carlo. In: DEM Working Papers. RePEc:trn:utwprg:2018/10.

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2017Application of time series techniques in relevant market delimitation. (2017). Pinha, Lucas ; Nicolini, Joo Carlos ; Cuiabano, Simone. In: TSE Working Papers. RePEc:tse:wpaper:31666.

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2018Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data. (2018). Miller, J.. In: Working Papers. RePEc:umc:wpaper:1809.

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2017Forecasting electricity prices through robust nonlinear models. (2017). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ver:wpaper:06/2017.

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2018A multicointegration model of global climate change. (2018). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:336.

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Niels Haldrup has edited the books:


YearTitleTypeCited

Works by Niels Haldrup:


YearTitleTypeCited
2000On the Robustness of Unit Root Tests in the Presence of Double Unit Roots In: Economics Working Papers.
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2002On the Robustness of Unit Root Tests in the Presence of Double Unit Roots.(2002) In: Journal of Time Series Analysis.
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2000On the Robustness of Unit Root Tests in the Presence of Double Unit Roots.(2000) In: University of California at San Diego, Economics Working Paper Series.
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2000Local Power Functions of Tests for Double Unit Roots In: Economics Working Papers.
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2005Local power functions of tests for double unit roots.(2005) In: Statistica Neerlandica.
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2000Local Power Functions of Tests for Double Unit Roots.(2000) In: University of California at San Diego, Economics Working Paper Series.
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2000Measurement Errors and Outliers in Seasonal Unit Root Testing In: Economics Working Papers.
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2000Measurement Errors and Outliers in Seasonal Unit Root Testing.(2000) In: University of California at San Diego, Economics Working Paper Series.
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2005Measurement errors and outliers in seasonal unit root testing.(2005) In: Journal of Econometrics.
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2002Long-run forecasting in multicointegrated systems In: Economics Working Papers.
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2003Long-Run Forecasting in Multicointegrated Systems.(2003) In: Discussion Papers of DIW Berlin.
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2002Long-Run Forecasting in Multicointegrated Systems.(2002) In: Finance Working Papers.
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2004Long-run forecasting in multicointegrated systems.(2004) In: Journal of Forecasting.
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2003Estimation of Fractional Integration in the Presence of Data Noise In: Economics Working Papers.
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2007Estimation of fractional integration in the presence of data noise.(2007) In: Computational Statistics & Data Analysis.
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2003Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis In: Economics Working Papers.
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2004Testing for Additive Outliers in Seasonally Integrated Time Series In: Economics Working Papers.
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2005Testing for Additive Outliers in Seasonally Integrated Time Series.(2005) In: DEA Working Papers.
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2004A Regime Switching Long Memory Model for Electricity Prices In: Economics Working Papers.
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2006A regime switching long memory model for electricity prices.(2006) In: Journal of Econometrics.
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2005Improving Size and Power in Unit Root Testing In: Economics Working Papers.
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2005Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data In: Economics Working Papers.
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2007Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data.(2007) In: Journal of Business & Economic Statistics.
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2005Sequential versus simultaneous market delineation: The relevant antitrust market for salmon In: Economics Working Papers.
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2008SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON.(2008) In: Journal of Competition Law and Economics.
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2005Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon.(2005) In: Working Paper series, University of East Anglia, Centre for Competition Policy (CCP).
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2005Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices In: Economics Working Papers.
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2006Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices.(2006) In: Studies in Nonlinear Dynamics & Econometrics.
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2006A Note on the Vogelsang Test for Additive Outliers In: Economics Working Papers.
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2008A note on the Vogelsang test for additive outliers.(2008) In: Statistics & Probability Letters.
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2006A Gaussian IV estimator of cointegrating relations In: Economics Working Papers.
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2007A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching In: CREATES Research Papers.
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