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Kristensen, Dennis
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OLC EcoSci
ECONIS (ZBW)
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Control Functions and Simultaneous Equations Methods
Blundell, Richard
;
Kristensen, Dennis
;
Matzkin, Rosa L
- In:
The American economic review
103
(
2013
)
3
,
pp. 563-569
Persistent link: https://www.econbiz.de/10010130973
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2
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves
Blundell, Richard
;
Chen, Xiaohong
;
Kristensen, Dennis
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1613-1670
Persistent link: https://www.econbiz.de/10007864550
Saved in:
3
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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4
TESTING CONDITIONAL FACTOR MODELS
Ang, Andrew
;
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10009822917
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5
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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6
Non‐parametric detection and estimation of structural change
Kristensen, Dennis
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 420-461
Persistent link: https://www.econbiz.de/10010047730
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7
Estimation of dynamic latent variable models using simulated non‐parametric moments
Creel, Michael
;
Kristensen, Dennis
- In:
The econometrics journal
15
(
2012
)
3
,
pp. 490-515
Persistent link: https://www.econbiz.de/10010047732
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8
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-157
Persistent link: https://www.econbiz.de/10010002655
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9
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models
Kristensen, Dennis
;
Mele, Antonio
- In:
Journal of financial economics
102
(
2011
)
2
,
pp. 390-416
Persistent link: https://www.econbiz.de/10009291333
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10
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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