Narrow search
Showing 1 - 7 of 7
Cover Image
The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller; Christensen, Bent Jesper - In: Journal of econometrics 184 (2015) 2, pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Cover Image
Optimal inference in dynamic models with conditional moment restrictions
Christensen, Bent Jesper (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774664
Cover Image
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 197 (2017) 2, pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Cover Image
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper (contributor);  … - 2001 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Cover Image
Estimating dynamic equilibrium models using mixed frequency macro and financial data
Christensen, Bent Jesper; Posch, Olaf; Wel, Michel van der - In: Journal of econometrics 194 (2016) 1, pp. 116-137
Persistent link: https://www.econbiz.de/10011705052
Cover Image
Panel data, local cuts, and orthogeodesic models
Christensen, Bent Jesper; Kiefer, Nicholas Maximilian - 1999
Persistent link: https://www.econbiz.de/10001456531
Cover Image
Inference in non-linear panel models with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper - In: Journal of econometrics 79 (1997) 2, pp. 201-219
Persistent link: https://www.econbiz.de/10001335932