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Solving dynamic discrete choice models using smoothing and sieve methods
Kristensen, Dennis; Mogensen, Patrick Kofod; Moon, Jong Myun - In: Journal of econometrics 223 (2021) 2, pp. 328-360
Persistent link: https://www.econbiz.de/10012619974
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Implementation of structural dynamic models : methodology and applications
Keane, Michael P.; Kristensen, Dennis; Iskhakov, Fedor; … - In: Journal of econometrics 223 (2021) 2, pp. 277-279
Persistent link: https://www.econbiz.de/10012619971
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Annals issue: implementation of structural dynamic models
Kristensen, Dennis (ed.); Keane, Michael P. (ed.);  … - 2021
Persistent link: https://www.econbiz.de/10012619982
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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