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Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis - In: Journal of econometrics 156 (2010) 2, pp. 239-259
Persistent link: https://www.econbiz.de/10008648830
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10008651700
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - 2010
Persistent link: https://www.econbiz.de/10003942044
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - In: Journal of econometrics 164 (2011) 2, pp. 382-403
Persistent link: https://www.econbiz.de/10009301897
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Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis - 2009
Persistent link: https://www.econbiz.de/10003878806
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Testing conditional factor models
Kristensen, Dennis; Ang, Andrew - 2009
Persistent link: https://www.econbiz.de/10003849517
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Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis; Rahbek, Anders - 2010
Persistent link: https://www.econbiz.de/10008663980
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Testing conditional factor models
Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
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Testing conditional factor models
Ang, Andrew; Kristensen, Dennis - 2011
Persistent link: https://www.econbiz.de/10009384188
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Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis; Rahbek, Anders - In: Econometric theory 29 (2013) 6, pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726