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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~person:"Christensen, Bent Jesper"
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Estimation theory
Schätztheorie
10
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Time series analysis
3
Zeitreihenanalyse
3
Cointegration
2
Estimation
2
Kleinste-Quadrate-Methode
2
Kointegration
2
Least squares method
2
Method of moments
2
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Deterministic trends
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Labour market theory
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Martingal
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Martingale
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Martingale estimating function
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Christensen, Bent Jesper
Phillips, Peter C. B.
32
Lee, Lung-fei
21
Linton, Oliver
21
Nielsen, Morten Ørregaard
21
Chen, Songnian
20
Su, Liangjun
18
Kristensen, Dennis
17
Li, Qi
17
Robinson, Peter M.
17
Taylor, Robert
16
Teräsvirta, Timo
15
Tsionas, Efthymios G.
15
Gao, Jiti
14
Johansen, Søren
14
Cai, Zongwu
13
Chen, Xiaohong
13
Fan, Yanqin
12
Simar, Léopold
12
Andersen, Torben
11
Andrews, Donald W. K.
11
Baltagi, Badi H.
11
Gouriéroux, Christian
11
Hsiao, Cheng
11
Kumbhakar, Subal
11
Newey, Whitney K.
11
Park, Joon Y.
11
Sun, Yixiao
11
Todorov, Viktor
11
White, Halbert
11
Chib, Siddhartha
10
Florens, Jean-Pierre
10
Francq, Christian
10
Hong, Han
10
Leybourne, Stephen James
10
Li, Degui
10
Varneskov, Rasmus Tangsgaard
10
Aït-Sahalia, Yacine
9
Cattaneo, Matias D.
9
Horowitz, Joel
9
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Journal of forecasting
CREATES research paper
European journal of operational research : EJOR
Journal of econometrics
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Working paper
3
CESifo working papers
1
Discussion paper / Center for Economic Research, Tilburg University
1
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
1
Duration transition and count data models
1
Econometric theory
1
Journal of labor economics
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ECONIS (ZBW)
10
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1
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Medium band least squares estimation of fractional cointegration in the presence of low-requency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529447
Saved in:
3
A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
-
2013
Persistent link: https://www.econbiz.de/10010195657
Saved in:
4
Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 218-244
Persistent link: https://www.econbiz.de/10011818356
Saved in:
5
Estimating dynamic equilibrium models using macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
-
2011
Persistent link: https://www.econbiz.de/10009152334
Saved in:
6
Estimating dynamic equilibrium models using mixed frequency macro and financial data
Christensen, Bent Jesper
;
Posch, Olaf
;
Wel, Michel van der
- In:
Journal of econometrics
194
(
2016
)
1
,
pp. 116-137
Persistent link: https://www.econbiz.de/10011705052
Saved in:
7
The SR approach : a new estimation method for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin M.
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10003939421
Saved in:
8
The SR approach : a new estimation procedure for non-linear and non-Gaussian dynamic term structure models
Andreasen, Martin Møller
;
Christensen, Bent Jesper
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 420-451
Persistent link: https://www.econbiz.de/10011339282
Saved in:
9
Semiparametric inference in a GARCH-in-mean model
Christensen, Bent Jesper
;
Dahl, Christian M.
;
Iglesias, …
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 458-472
Persistent link: https://www.econbiz.de/10009613927
Saved in:
10
Inference in non-linear panel models with partially missing observations : the case of the equilibrium search model
Christensen, Bent Jesper
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10001335932
Saved in:
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