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Semiparametric inference in a GARCH-in-Mean model
Christensen, Bent Jesper (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774701
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Semiparametric inference in a GARCH-in-mean model
Christensen, Bent Jesper; Dahl, Christian M.; Iglesias, … - In: Journal of econometrics 167 (2012) 2, pp. 458-472
Persistent link: https://www.econbiz.de/10009613927
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The random walk of stock prices : implications of recent nonparametric tests
Dahl, Christian M.; Nielsen, Steen - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001599196
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Identifying nonlinear components by random fields in the US GNP growth : implications for the shape of the business cycle
Dahl, Christian M.; González-Rivera, Gloria - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 1
Persistent link: https://www.econbiz.de/10002004101
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Nonparametric wind power forecasting under fixed and random censoring
Dahl, Christian M.; Effraimidis, Georgios; Pedersen, … - In: Energy economics 84 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012182788
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First and second order asymptotic bias correction of nonlinear estimators in a non-parametric setting and an application to the smoothed maximum score estimator
Iglesias, Emma M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10009515144