Similar Search Results

Narrow search

Nonparametric wind power forecasting under fixed and random censoring

Dahl, Christian M.; Effraimidis, Georgios; Pedersen, … - In: Energy economics 84 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012182788

The random walk of stock prices : implications of recent nonparametric tests

Dahl, Christian M.; Nielsen, Steen - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001599196

Identifying nonlinear components by random fields in the US GNP growth : implications for the shape of the business cycle

Dahl, Christian M.; González-Rivera, Gloria - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 7 (2003) 1

Persistent link: https://www.econbiz.de/10002004101

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

Semiparametric inference in a GARCH-in-Mean model

Christensen, Bent Jesper (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003774701

Nonparametric Identification of a Time-Varying Frailty Model

Effraimidis, Georgios - 2017

In duration analysis, the Mixed Proportional Hazard model is the most common choice among practitioners for the specification of the underlying hazard rate. One major drawback of this model is that the value of the frailty term (i.e. unobserved factors) is time-invariant. This paper introduces a...

Persistent link: https://www.econbiz.de/10012963530