Narrow search
Showing 1 - 5 of 5
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
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
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
Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: Journal of econometrics 133 (2006) 1, pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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