Niels Haldrup
Economics and Econometrics · 2005–2006
A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 19 citations into it; #6,473 of 23,481 by trust here, #11,786 by citations
- Finance — 10 citations into it
- Statistics and Probability — 6 citations into it
Whom Niels Haldrup trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Joon Y. Park
- Michael Jansson
- Graham Elliott
- Yoosoon Chang
- Ulrich K. Müller
- Efstathios Paparoditis
- George Casella
- Dimitris Nicolas Politis
- James G. M ac Kinnon
- Pierre Perron
Who trusts Niels Haldrup overall
- Rafal Weron
- Wen-Jen Tsay
- S. J. Koopman
- Morten Ørregaard Nielsen
- Michael Bierbrauer
- Wolfgang Karl Härdle
- Marius Ooms
- Christian Menn
- Chi-Keung Woo
- Franccois Roueff
Papers from Niels Haldrup's perspective
Ordered by how strongly the researchers Niels Haldrup trusts endorse each paper. Same corpus, a different order for every researcher.
- Bootstrap Unit Root Tests
- AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES (Econometric Theory)
- ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
- Testing Statistical Hypotheses
- Testing for unit roots in autoregressive-moving average models of unknown order
- Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
- Testing for Unit Roots with Stationary Covariates
- Tests for Unit Roots and the Initial Condition
- CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES (Econometric Theory)
- Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity
Their papers
- A regime switching long memory model for electricity prices (2006) — 267 citations
- Improving Size and Power in Unit Root Testing (2005) — 67 citations