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Niels Haldrup

Global rank #4176 95%

Institution: Aarhus Universitet

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.econ.au.dk/vip_htm/nhaldrup/Homepage/homepage.html

First Publication: 1994

Most Recent: 2017

RePEc ID: pha155 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 1.68 0.00 0.00 3.35
All Time 0.00 9.72 2.68 0.00 23.96

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 16.16

Publications (15)

Year Article Journal Tier Authors
2017 Long memory, fractional integration, and cross-sectional aggregation Journal of Econometrics A 2
2016 Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads Energy Economics A 3
2010 A vector autoregressive model for electricity prices subject to long memory and regime switching Energy Economics A 3
2006 A regime switching long memory model for electricity prices Journal of Econometrics A 2
2005 Measurement errors and outliers in seasonal unit root testing Journal of Econometrics A 3
2003 Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics Oxford Bulletin of Economics and Statistics B 3
2002 REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES Econometric Theory B 2
1998 Representations of I(2) cointegrated systems using the Smith-McMillan form Journal of Econometrics A 2
1998 An Econometric Analysis of I(2) Variables Journal of Economic Surveys C 1
1997 Multiple unit roots in periodic autoregression Journal of Econometrics A 3
1997 Testing for multicointegration Economics Letters C 3
1997 Separation in Cointegrated Systems and Persistent-Transitory Decompositions. Oxford Bulletin of Economics and Statistics B 2
1996 Mirror image distributions and the Dickey-Fuller regression with a maintained trend Journal of Econometrics A 1
1995 A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence Economics Letters C 2
1994 The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables Journal of Econometrics A 1