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Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models
Kristensen, Dennis - In: Journal of econometrics 156 (2010) 2, pp. 239-259
Persistent link: https://www.econbiz.de/10008648830
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - In: Journal of econometrics 164 (2011) 2, pp. 382-403
Persistent link: https://www.econbiz.de/10009301897
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Estimation of partial differential equations with applications in finance
Kristensen, Dennis - In: Journal of econometrics 144 (2008) 2, pp. 392-408
Persistent link: https://www.econbiz.de/10003774651
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Estimation of partial differential equations with applications in finance
Kristensen, Dennis - In: Journal of econometrics 144 (2008) 2, pp. 392-408
Persistent link: https://www.econbiz.de/10008073028
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Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis; Shin, Yongseok - In: Journal of econometrics 167 (2012) 1, pp. 76-95
Persistent link: https://www.econbiz.de/10009825295
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Semi-nonparametric estimation and misspecification testing of diffusion models
Kristensen, Dennis - In: Journal of econometrics 164 (2011) 2, pp. 382-404
Persistent link: https://www.econbiz.de/10009291419
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Estimation of partial differential equations with applications in finance
Kristensen, Dennis - In: Journal of econometrics 144 (2008) 2, pp. 392-409
Persistent link: https://www.econbiz.de/10008880007
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Bounding quantile demand functions using revealed preference inequalities
Blundell, Richard W.; Kristensen, Dennis; Matzkin, Rosa L. - In: Journal of econometrics 179 (2014) 2, pp. 112-127
Persistent link: https://www.econbiz.de/10010372658
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Likelihood-based inference for cointegration with nonlinear error-correction
Kristensen, Dennis; Rahbek, Anders - In: Journal of econometrics 158 (2010) 1, pp. 78-94
Persistent link: https://www.econbiz.de/10008826874
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Estimation of dynamic models with nonparametric simulated maximum likelihood
Kristensen, Dennis; Shin, Yongseok - In: Journal of econometrics 167 (2012) 1, pp. 76-94
Persistent link: https://www.econbiz.de/10009551440