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isPartOf:"Journal of forecasting"
~isPartOf:"CREATES research paper"
~person:"Kristensen, Dennis"
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Search: subject_exact:"Estimation theory"
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Estimation theory
11
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11
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5
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Kristensen, Dennis
Sibbertsen, Philipp
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
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10
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7
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6
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6
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5
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5
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3
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3
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Journal of forecasting
CREATES research paper
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Journal of econometrics
10
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4
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4
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1
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
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ECONIS (ZBW)
11
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1
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
2
ABC of SV : limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
-
2014
Persistent link: https://www.econbiz.de/10010401691
Saved in:
3
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:
4
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik
;
Kruse, Robinson
;
Sibbertsen, Philipp
-
2012
Persistent link: https://www.econbiz.de/10009535121
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5
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
Saved in:
6
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
7
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
8
Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008651700
Saved in:
9
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
-
2010
Persistent link: https://www.econbiz.de/10008651702
Saved in:
10
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
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