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Modeling the volatility-return trade-off when volatility may be nonstationary

Dahl, Christian M.; Iglesias, Emma M. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10009623574

An investigation of tests for linearity and the accuracy of flexible nonlinear inference

Dahl, Christian M. - 1999

Persistent link: https://www.econbiz.de/10001393464

The formation of inflation expectations under changing inflation regimes

Dahl, Christian M. (contributor); … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 4, pp. 183-212

Persistent link: https://www.econbiz.de/10001773140

An investigation of tests for linearity and the accuacy of likelihood based inference using random fields

Dahl, Christian M. - In: The econometrics journal 5 (2002) 2, pp. 263-284

Persistent link: https://www.econbiz.de/10001713291

The formation of inflation expectations under changing inflation regimes

Dahl, Christian M.; Hansen, Niels Lynggård - 1999

Persistent link: https://www.econbiz.de/10001404844

Specifying nonlinear econometric models by flexible regression models and relative forecast performance

Dahl, Christian M.; Hylleberg, Svend - 1999

Persistent link: https://www.econbiz.de/10001372161

It's never too LATE : a new look at local average treatment effects with or without defiers

Dahl, Christian M.; Huber, Martin; Mellace, Giovanni - 2017

Persistent link: https://www.econbiz.de/10011628847

Testing for neglected nonlinearity in regression models based on the theory of random fields

Dahl, Christian M.; González-Rivera, Gloria - In: Journal of econometrics 114 (2003) 1, pp. 141-164

Persistent link: https://www.econbiz.de/10001738927

Quantification of qualitative survey data and tests of consistent expectations: a new likelihood approach

Dahl, Christian M.; Xia, Lin - In: Journal of business cycle measurement and analysis : a … 1 (2004) 1, pp. 71-92

Persistent link: https://www.econbiz.de/10002051031

The formation of inflation expectations under changing inflation regimes

Dahl, Christian M. (contributor); … - 2002 - [Elektronische Ressource]

The present paper offers a careful description of empirical identification of possible multiple changes in regime. We apply recently developed tools designed to select between regime-switching models among a broad class of linear and nonlinear regression models and provide a discussion of the...

Persistent link: https://www.econbiz.de/10001685116