The following pages link to Dennis Kristensen (Q295398):
Displaying 24 items.
- Estimation of partial differential equations with applications in finance (Q295399) (← links)
- Bounding quantile demand functions using revealed preference inequalities (Q469556) (← links)
- Higher-order properties of approximate estimators (Q524814) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Semi-nonparametric estimation and misspecification testing of diffusion models (Q738035) (← links)
- Estimation of dynamic models with nonparametric simulated maximum likelihood (Q738137) (← links)
- On selection of statistics for approximate Bayesian computing (or the method of simulated moments) (Q1659104) (← links)
- Solving dynamic discrete choice models using smoothing and sieve methods (Q2043237) (← links)
- Nonparametric identification and estimation of transformation models (Q2354851) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
- On stationarity and ergodicity of the bilinear model with applications to GARCH models (Q3077644) (← links)
- ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
- Asymptotics of the QMLE for Non-Linear ARCH Models (Q4928509) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Identification of a class of index models: A topological approach (Q5083252) (← links)
- Non‐parametric detection and estimation of structural change (Q5093192) (← links)
- Estimation of dynamic latent variable models using simulated non‐parametric moments (Q5093194) (← links)
- NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA (Q5411523) (← links)
- A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL (Q5438206) (← links)
- Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves (Q5443637) (← links)
- Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates (Q6666980) (← links)
