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isPartOf:"Journal of forecasting"
~isPartOf:"CREATES research paper"
~person:"Kristensen, Dennis"
~person:"Lunde, Asger"
~person:"Sibbertsen, Philipp"
~subject:"Statistical test"
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Estimation theory
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Kristensen, Dennis
Lunde, Asger
Sibbertsen, Philipp
Teräsvirta, Timo
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Journal of forecasting
CREATES research paper
Discussion papers / Department of Economics, University of Copenhagen
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Econometric theory
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Journal of financial economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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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
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003878806
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