Dennis Kristensen

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Person:295398

Available identifiers

zbMath Open kristensen.dennisWikidataQ57418275 ScholiaQ57418275MaRDI QIDQ295398

List of research outcomes





PublicationDate of PublicationType
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates2025-01-20Paper
Estimation of dynamic latent variable models using simulated non‐parametric moments2022-07-26Paper
Non‐parametric detection and estimation of structural change2022-07-26Paper
Identification of a class of index models: A topological approach2022-06-22Paper
Solving dynamic discrete choice models using smoothing and sieve methods2021-07-30Paper
Diffusion copulas: identification and estimation2021-03-24Paper
Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods2019-04-10Paper
On selection of statistics for approximate Bayesian computing (or the method of simulated moments)2018-08-15Paper
Higher-order properties of approximate estimators2017-04-26Paper
Estimation of stochastic volatility models by nonparametric filtering2016-10-14Paper
Estimation of dynamic models with nonparametric simulated maximum likelihood2016-08-15Paper
Semi-nonparametric estimation and misspecification testing of diffusion models2016-08-12Paper
Likelihood-based inference for cointegration with nonlinear error-correction2016-08-04Paper
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models2016-08-01Paper
Estimation of partial differential equations with applications in finance2016-06-13Paper
Nonparametric identification and estimation of transformation models2015-07-27Paper
Bounding quantile demand functions using revealed preference inequalities2014-11-11Paper
TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS2014-06-23Paper
UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA2014-04-23Paper
Asymptotics of the QMLE for Non-Linear ARCH Models2013-06-14Paper
On stationarity and ergodicity of the bilinear model with applications to GARCH models2011-02-22Paper
NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH2010-02-26Paper
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves2008-02-21Paper
A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL2008-01-23Paper
ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS2006-03-08Paper

Research outcomes over time

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