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Rahbek, Anders
17
Kristensen, Dennis
15
Cavaliere, Giuseppe
3
Jensen, Søren Tolver
3
Ang, Andrew
2
Bec, Frédérique
2
Blundell, Richard
2
Linton, Oliver
2
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2
Taylor, A. M. Robert
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Econometric theory
9
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5
The econometrics journal
4
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3
Journal of financial economics
2
Oxford bulletin of economics and statistics
2
Econometric reviews
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
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OLC EcoSci
ECONIS (ZBW)
189
RePEc
116
EconStor
10
BASE
3
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2
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ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
21
(
2005
)
5
,
pp. 946-961
Persistent link: https://www.econbiz.de/10006958470
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2
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
Blundell, Richard
;
Chen, Xiaohong
;
Kristensen, Dennis
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1613-1670
Persistent link: https://www.econbiz.de/10007864550
Saved in:
3
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-157
Persistent link: https://www.econbiz.de/10010002655
Saved in:
4
Non‐parametric detection and estimation of structural change
Kristensen, Dennis
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 420-461
Persistent link: https://www.econbiz.de/10010047730
Saved in:
5
Estimation of dynamic latent variable models using simulated non‐parametric moments
Creel, Michael
;
Kristensen, Dennis
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 490-515
Persistent link: https://www.econbiz.de/10010047732
Saved in:
6
03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation-Solution
Kristensen, Dennis
;
Linton, Oliver
- In:
Econometric theory
20
(
2004
)
5
,
pp. 990
Persistent link: https://www.econbiz.de/10006962809
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7
Estimation of partial differential equations with applications in finance
Kristensen, Dennis
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 392-408
Persistent link: https://www.econbiz.de/10008073028
Saved in:
8
TESTING CONDITIONAL FACTOR MODELS
Ang, Andrew
;
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10009822917
Saved in:
9
Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis
;
Shin, Yongseok
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 76-95
Persistent link: https://www.econbiz.de/10009825295
Saved in:
10
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models
Kristensen, Dennis
;
Mele, Antonio
- In:
Journal of financial economics
102
(
2011
)
2
,
pp. 390-416
Persistent link: https://www.econbiz.de/10009291333
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