Dennis Kristensen

Available identifiers

zbMath Open kristensen.dennisWikidataQ57418275 ScholiaQ57418275MaRDI QIDQ295398

List of research outcomes

Publication	Date of Publication	Type
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates	2025-01-20	Paper
Estimation of dynamic latent variable models using simulated non‐parametric moments	2022-07-26	Paper
Non‐parametric detection and estimation of structural change	2022-07-26	Paper
Identification of a class of index models: A topological approach	2022-06-22	Paper
Solving dynamic discrete choice models using smoothing and sieve methods	2021-07-30	Paper
Diffusion copulas: identification and estimation	2021-03-24	Paper
Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods	2019-04-10	Paper
On selection of statistics for approximate Bayesian computing (or the method of simulated moments)	2018-08-15	Paper
Higher-order properties of approximate estimators	2017-04-26	Paper
Estimation of stochastic volatility models by nonparametric filtering	2016-10-14	Paper
Estimation of dynamic models with nonparametric simulated maximum likelihood	2016-08-15	Paper
Semi-nonparametric estimation and misspecification testing of diffusion models	2016-08-12	Paper
Likelihood-based inference for cointegration with nonlinear error-correction	2016-08-04	Paper
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models	2016-08-01	Paper
Estimation of partial differential equations with applications in finance	2016-06-13	Paper
Nonparametric identification and estimation of transformation models	2015-07-27	Paper
Bounding quantile demand functions using revealed preference inequalities	2014-11-11	Paper
TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS	2014-06-23	Paper
UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA	2014-04-23	Paper
Asymptotics of the QMLE for Non-Linear ARCH Models	2013-06-14	Paper
On stationarity and ergodicity of the bilinear model with applications to GARCH models	2011-02-22	Paper
NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH	2010-02-26	Paper
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves	2008-02-21	Paper
A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL	2008-01-23	Paper
ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS	2006-03-08	Paper

Research outcomes over time

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