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isPartOf:"CESifo working papers"
~isPartOf:"CREATES research paper"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Kristensen, Dennis"
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Kristensen, Dennis
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CESifo working papers
CREATES research paper
Cambridge working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
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2010
Persistent link: https://www.econbiz.de/10008663980
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2
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
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2010
Persistent link: https://www.econbiz.de/10008651700
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3
Testing conditional factor models
Kristensen, Dennis
;
Ang, Andrew
-
2009
Persistent link: https://www.econbiz.de/10003849517
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4
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
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2009
Persistent link: https://www.econbiz.de/10003878806
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