Access Statistics for Dennis Kristensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Semiparametric Single-Factor Model of the Term Structure 0 0 0 102 4 7 7 479
A semiparametric single-factor model of the term structure 0 0 0 1 4 5 5 40
ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models 0 0 0 145 3 6 6 195
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 0 193 2 2 4 562
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates 0 0 0 105 9 10 11 331
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 1 2 6 224
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 3 9 11 15
Bayesian Indirect Inference and the ABC of GMM 0 0 1 104 2 6 8 222
Bounding quantile demand functions using revealed preference inequalities 0 0 0 187 1 7 9 342
Closed-form approximations of moments and densities of continuous-time Markov models 0 0 0 1 4 5 6 10
Diffusion Copulas: Identification and Estimation 0 0 0 23 4 9 10 34
Diffusion Copulas: Identification and Estimation 0 0 0 37 3 7 9 127
Diffusion Copulas: Identification and Estimation 0 0 0 6 7 9 10 28
Estimation in Two Classes of Semiparametric Diffusion Models 0 0 0 28 6 12 14 142
Estimation in two classes of semiparametric diffusion models 0 1 1 3 4 8 11 59
Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments 0 0 0 244 1 5 11 657
Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood 0 0 1 190 6 10 16 414
Estimation of Stochastic Volatility Models by Nonparametric Filtering 0 0 0 314 0 1 4 587
Estimation of partial differential equations with applications in finance 0 0 1 12 4 6 9 98
Estimation of stochastic volatility models by nonparametric filtering 0 0 0 25 1 6 7 56
Estimation of stochastic volatility models by nonparametric filtering 0 0 0 3 2 4 4 10
Higher Order Improvements for Approximate Estimators 0 0 0 133 2 4 6 319
Higher-order properties of approximate estimators 0 0 0 175 3 8 9 363
Higher-order properties of approximate estimators 0 0 0 1 6 7 10 16
Identification of a class of index models: A topological approach 0 0 0 32 2 6 8 35
Identification of a class of index models: A topological approach 0 0 1 4 3 8 10 31
Indirect Likelihood Inference 0 0 4 65 3 4 13 344
Indirect Likelihood Inference 0 0 0 23 2 6 6 142
Indirect Likelihood Inference (revised) 0 1 6 443 7 13 29 989
Indirect likelihood inference 0 0 0 196 1 2 2 522
Individual counterfactuals with multidimensional unobserved heterogeneity 0 0 0 39 4 10 11 78
Individual counterfactuals with multidimensional unobserved heterogeneity 0 0 0 0 15 23 24 28
Likelihood-Based Inference in Nonlinear Error-Correction Models 0 0 0 151 3 3 3 333
Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models 0 0 0 29 4 8 9 56
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 0 0 0 202 2 5 12 468
Nonparametric Detection and Estimation of Structural Change 0 0 0 218 2 4 6 341
Nonparametric Estimation and Misspecification Testing of Diffusion Models 0 0 1 71 9 10 21 317
Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach 0 0 0 174 3 8 13 445
Nonparametric IV estimation of shape-invariant Engel curves 0 0 1 319 6 9 12 1,039
Nonparametric Identification and Estimation of Transformation Models 0 0 1 263 9 13 15 589
On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments 0 0 0 111 1 3 4 270
Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models 0 0 0 52 1 2 3 182
SNM Guide 0 0 1 130 6 9 13 382
Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models 0 0 0 180 8 8 11 532
Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models 0 0 0 22 3 8 10 98
Semiparametric Modelling and Estimation: A Selective Overview 0 1 1 209 3 6 7 334
Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods 0 0 0 16 2 4 10 48
Solving dynamic discrete choice models using smoothing and sieve methods 0 0 0 31 1 4 10 38
Testing Conditional Factor Models 0 0 0 312 5 9 9 653
Testing Conditional Factor Models 0 0 0 128 2 5 9 399
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models 0 0 0 125 2 3 4 450
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models 0 0 0 68 2 2 3 93
Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data 0 0 0 129 1 4 8 348
Total Working Papers 0 3 20 5,850 194 354 498 14,914

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation 0 0 0 23 6 8 8 307
03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution 1 1 2 40 4 6 11 114
A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL 0 0 0 167 2 4 5 376
ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models 1 1 2 57 7 11 14 216
ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS 0 0 1 87 3 3 7 249
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 2 3 78 4 6 12 301
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 4 75 3 5 21 231
Asymptotics of the QMLE for Non-Linear ARCH Models 0 0 0 149 6 9 14 369
Bounding quantile demand functions using revealed preference inequalities 0 0 0 59 7 7 9 194
Closed-form approximations of moments and densities of continuous–time Markov models 0 0 1 1 3 6 10 12
Control Functions and Simultaneous Equations Methods 0 0 2 148 1 1 11 443
Diffusion copulas: Identification and estimation 0 0 1 5 3 3 5 24
ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING 0 1 5 71 5 9 21 231
Estimation of dynamic latent variable models using simulated non‐parametric moments 1 1 1 64 7 12 13 210
Estimation of dynamic models with nonparametric simulated maximum likelihood 0 1 2 127 3 15 19 443
Estimation of partial differential equations with applications in finance 0 0 3 266 9 10 22 1,133
Higher-order properties of approximate estimators 0 0 0 54 2 6 17 280
Identification of a class of index models: A topological approach 0 0 0 4 0 6 9 20
Likelihood-based inference for cointegration with nonlinear error-correction 0 0 1 81 5 5 8 229
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 0 0 2 136 7 9 21 361
NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH 0 0 1 288 2 7 11 580
Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach 0 0 0 99 1 2 5 233
Nonparametric identification and estimation of transformation models 0 0 2 68 9 12 25 251
Non‐parametric detection and estimation of structural change 0 0 1 126 2 4 9 295
On selection of statistics for approximate Bayesian computing (or the method of simulated moments) 0 0 0 30 11 19 23 124
On stationarity and ergodicity of the bilinear model with applications to GARCH models 0 0 0 144 0 0 4 373
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models 0 1 1 126 7 9 12 375
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 0 3 290 4 7 18 750
Semi-nonparametric estimation and misspecification testing of diffusion models 0 0 3 87 3 4 10 279
Semiparametric modelling and estimation (in Russian) 0 1 4 84 5 7 15 198
Solving dynamic discrete choice models using smoothing and sieve methods 0 0 1 14 6 13 16 58
TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS 0 0 0 47 3 5 7 154
Testing conditional factor models 0 2 7 291 4 11 25 825
UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA 0 0 1 177 4 8 11 339
Total Journal Articles 3 11 54 3,563 148 249 448 10,577

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12