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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~isPartOf:"NBER working paper series"
~person:"Christensen, Bent Jesper"
~person:"Lunde, Asger"
~subject:"Regressionsanalyse"
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Estimation theory
Regressionsanalyse
Schätztheorie
9
Stochastic process
3
Stochastischer Prozess
3
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Estimation
2
Schätzung
2
Cointegration
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DSGE model
1
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Integer valued trawl process
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Volatilität
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aliasing
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composite likelihood
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9
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9
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Christensen, Bent Jesper
Lunde, Asger
Nielsen, Morten Ørregaard
15
Heckman, James J.
12
Teräsvirta, Timo
11
Johansen, Søren
10
Imbens, Guido
8
Kristensen, Dennis
8
Graham, Bryan S.
7
Imbens, Guido W.
7
Podolskij, Mark
7
Shapiro, Jesse M.
7
Varneskov, Rasmus Tangsgaard
7
Abadie, Alberto
6
Andersen, Torben
6
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Schorfheide, Frank
6
Athey, Susan
5
Chaisemartin, Clément de
5
Christensen, Kim
5
Diebold, Francis X.
5
Hounyo, Ulrich
5
List, John A.
5
Welsch, Roy E.
5
Andrews, Isaiah
4
Angrist, Joshua D.
4
Bajari, Patrick
4
D'Haultfœuille, Xavier
4
Griliches, Zvi
4
Hillebrand, Eric
4
Holland, Paul W.
4
Hull, Peter
4
Kim, Kyoo il
4
MacKinnon, James G.
4
Mairesse, Jacques
4
Pakes, Ariel
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
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Journal of forecasting
CREATES research paper
NBER working paper series
Journal of econometrics
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working paper
3
Econometric theory
2
CESifo working papers
1
CREATES Research Paper
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Department of Economics, University of California San Diego
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Duration transition and count data models
1
Econometric reviews
1
Economics discussion papers
1
Global COE Hi-Stat discussion paper series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of labor economics
1
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1
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ECONIS (ZBW)
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
3
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
Saved in:
4
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
5
Discretization of Lévy semistationary processes with application to estimation
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2014
Persistent link: https://www.econbiz.de/10010388017
Saved in:
6
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
7
A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
-
2013
Persistent link: https://www.econbiz.de/10010195657
Saved in:
8
Estimating dynamic equilibrium models using macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
-
2011
Persistent link: https://www.econbiz.de/10009152334
Saved in:
9
The SR approach : a new estimation method for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin M.
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10003939421
Saved in:
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