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 0 0 0 472
A semiparametric single-factor model of the term structure 0 0 0 1 0 0 0 35
ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models 0 0 0 145 0 0 0 189
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 0 193 0 1 2 560
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates 0 0 0 105 1 1 1 321
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 4 4 4 222
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 0 1 3 6
Bayesian Indirect Inference and the ABC of GMM 0 0 1 104 1 1 2 216
Bounding quantile demand functions using revealed preference inequalities 0 0 0 187 0 1 2 335
Closed-form approximations of moments and densities of continuous-time Markov models 0 0 0 1 0 0 1 5
Diffusion Copulas: Identification and Estimation 0 0 0 6 1 1 4 19
Diffusion Copulas: Identification and Estimation 0 0 2 37 1 1 5 120
Diffusion Copulas: Identification and Estimation 0 0 0 23 1 1 1 25
Estimation in Two Classes of Semiparametric Diffusion Models 0 0 0 28 0 1 2 130
Estimation in two classes of semiparametric diffusion models 0 0 0 2 1 2 5 51
Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments 0 0 0 244 1 3 7 652
Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood 0 0 1 190 0 1 6 404
Estimation of Stochastic Volatility Models by Nonparametric Filtering 0 0 0 314 1 3 3 586
Estimation of partial differential equations with applications in finance 0 1 1 12 0 2 4 92
Estimation of stochastic volatility models by nonparametric filtering 0 0 0 25 0 1 1 50
Estimation of stochastic volatility models by nonparametric filtering 0 0 1 3 0 0 1 6
Higher Order Improvements for Approximate Estimators 0 0 0 133 1 2 2 315
Higher-order properties of approximate estimators 0 0 0 175 1 1 1 355
Higher-order properties of approximate estimators 0 0 0 1 3 3 3 9
Identification of a class of index models: A topological approach 0 0 1 4 0 0 2 23
Identification of a class of index models: A topological approach 0 0 0 32 0 0 2 29
Indirect Likelihood Inference 0 1 4 65 1 2 10 340
Indirect Likelihood Inference 0 0 0 23 0 0 0 136
Indirect Likelihood Inference (revised) 0 1 7 442 2 5 23 976
Indirect likelihood inference 0 0 0 196 0 0 1 520
Individual counterfactuals with multidimensional unobserved heterogeneity 0 0 0 39 1 1 1 68
Individual counterfactuals with multidimensional unobserved heterogeneity 0 0 0 0 0 0 3 5
Likelihood-Based Inference in Nonlinear Error-Correction Models 0 0 0 151 0 0 0 330
Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models 0 0 1 29 0 0 3 48
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 0 0 0 202 5 6 8 463
Nonparametric Detection and Estimation of Structural Change 0 0 1 218 1 1 4 337
Nonparametric Estimation and Misspecification Testing of Diffusion Models 0 0 1 71 3 4 14 307
Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach 0 0 0 174 0 1 6 437
Nonparametric IV estimation of shape-invariant Engel curves 0 1 2 319 0 2 6 1,030
Nonparametric Identification and Estimation of Transformation Models 0 0 1 263 0 1 2 576
On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments 0 0 0 111 0 1 1 267
Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models 0 0 0 52 0 0 1 180
SNM Guide 1 1 1 130 3 3 5 373
Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models 0 0 0 22 2 2 2 90
Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models 0 0 0 180 3 3 3 524
Semiparametric Modelling and Estimation: A Selective Overview 0 0 0 208 0 1 2 328
Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods 0 0 0 16 4 5 6 44
Solving dynamic discrete choice models using smoothing and sieve methods 0 0 0 31 6 6 7 34
Testing Conditional Factor Models 0 0 0 312 0 0 0 644
Testing Conditional Factor Models 0 0 0 128 1 2 7 394
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models 0 0 0 125 1 1 1 447
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models 0 0 0 68 1 1 1 91
Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data 0 0 0 129 2 3 4 344
Total Working Papers 1 5 25 5,847 53 82 185 14,560

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 0 0 0 299
03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution 0 1 1 39 0 2 5 108
A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL 0 0 0 167 1 1 1 372
ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models 0 0 1 56 0 0 4 205
ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS 0 0 2 87 1 1 6 246
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 0 1 76 0 1 7 295
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 4 75 4 5 16 226
Asymptotics of the QMLE for Non-Linear ARCH Models 0 0 0 149 0 2 5 360
Bounding quantile demand functions using revealed preference inequalities 0 0 0 59 1 2 2 187
Closed-form approximations of moments and densities of continuous–time Markov models 0 1 1 1 0 1 6 6
Control Functions and Simultaneous Equations Methods 0 2 2 148 0 4 10 442
Diffusion copulas: Identification and estimation 0 0 1 5 1 1 3 21
ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING 0 2 4 70 2 5 14 222
Estimation of dynamic latent variable models using simulated non‐parametric moments 0 0 0 63 0 0 2 198
Estimation of dynamic models with nonparametric simulated maximum likelihood 0 0 2 126 0 0 7 428
Estimation of partial differential equations with applications in finance 0 1 3 266 0 4 14 1,123
Higher-order properties of approximate estimators 0 0 2 54 0 2 17 274
Identification of a class of index models: A topological approach 0 0 0 4 0 1 3 14
Likelihood-based inference for cointegration with nonlinear error-correction 0 0 1 81 0 0 3 224
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 1 1 4 136 3 6 19 352
NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH 0 0 1 288 1 1 7 573
Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach 0 0 0 99 1 1 4 231
Nonparametric identification and estimation of transformation models 0 1 2 68 2 5 15 239
Non‐parametric detection and estimation of structural change 0 0 2 126 0 1 7 291
On selection of statistics for approximate Bayesian computing (or the method of simulated moments) 0 0 0 30 0 1 5 105
On stationarity and ergodicity of the bilinear model with applications to GARCH models 0 0 0 144 0 1 7 373
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models 0 0 0 125 0 1 3 366
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 1 1 6 290 2 4 19 743
Semi-nonparametric estimation and misspecification testing of diffusion models 1 3 4 87 1 4 8 275
Semiparametric modelling and estimation (in Russian) 0 2 3 83 0 4 11 191
Solving dynamic discrete choice models using smoothing and sieve methods 0 1 1 14 0 2 3 45
TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS 0 0 0 47 0 0 2 149
Testing conditional factor models 0 0 6 289 1 4 18 814
UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA 0 1 1 177 0 1 3 331
Total Journal Articles 3 17 55 3,552 21 68 256 10,328

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Statistics updated 2025-11-08