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 20 492
A semiparametric single-factor model of the term structure 0 0 1 2 0 1 10 45
ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models 0 0 0 145 2 3 12 201
Adding and Subtracting Black-Scholes: A New Approach to Approximating Derivative Prices in Continuous Time Models 0 0 0 193 0 0 5 565
Asymptotic Theory for the QMLE in GARCH-X Models with Stationary and Non-Stationary Covariates 0 0 0 105 0 1 15 335
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 76 1 2 13 231
Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates 0 0 0 0 0 1 13 19
Bayesian Indirect Inference and the ABC of GMM 0 0 0 104 0 1 10 225
Bounding quantile demand functions using revealed preference inequalities 0 0 0 187 1 2 14 349
Closed-form approximations of moments and densities of continuous-time Markov models 0 0 0 1 0 0 8 13
Diffusion Copulas: Identification and Estimation 0 0 0 6 0 1 20 38
Diffusion Copulas: Identification and Estimation 0 0 0 37 1 4 21 140
Diffusion Copulas: Identification and Estimation 0 0 0 23 0 0 13 37
Estimation in Two Classes of Semiparametric Diffusion Models 0 0 0 28 0 0 18 148
Estimation in two classes of semiparametric diffusion models 0 0 1 3 0 0 20 70
Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments 0 0 0 244 0 0 14 665
Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood 0 0 0 190 0 1 15 419
Estimation of Stochastic Volatility Models by Nonparametric Filtering 1 1 1 315 2 4 8 593
Estimation of partial differential equations with applications in finance 0 0 0 12 0 0 10 102
Estimation of stochastic volatility models by nonparametric filtering 0 0 0 3 0 0 6 12
Estimation of stochastic volatility models by nonparametric filtering 0 0 0 25 0 0 9 59
Higher Order Improvements for Approximate Estimators 0 0 0 133 0 1 8 322
Higher-order properties of approximate estimators 0 0 0 1 1 4 16 22
Higher-order properties of approximate estimators 0 0 0 175 0 4 16 370
Identification of a class of index models: A topological approach 0 0 0 32 0 1 8 37
Identification of a class of index models: A topological approach 0 0 0 4 0 1 12 35
Indirect Likelihood Inference 0 1 1 66 1 3 11 350
Indirect Likelihood Inference 0 0 0 23 0 0 10 146
Indirect Likelihood Inference (revised) 0 0 2 444 2 3 27 1,001
Indirect likelihood inference 0 0 0 196 0 2 7 527
Individual counterfactuals with multidimensional unobserved heterogeneity 0 0 0 39 0 2 15 82
Individual counterfactuals with multidimensional unobserved heterogeneity 0 0 0 0 1 1 32 37
Likelihood-Based Inference in Nonlinear Error-Correction Models 0 0 0 151 0 4 16 346
Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models 1 1 1 30 2 4 29 77
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 0 0 0 202 1 3 16 474
Nonparametric Detection and Estimation of Structural Change 0 0 1 219 0 2 14 350
Nonparametric Estimation and Misspecification Testing of Diffusion Models 0 0 0 71 0 1 22 326
Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach 1 1 1 175 2 3 19 456
Nonparametric IV estimation of shape-invariant Engel curves 0 0 0 319 0 1 16 1,046
Nonparametric Identification and Estimation of Transformation Models 0 0 0 263 0 0 15 591
On Selection of Statistics for Approximate Bayesian Computing or the Method of Simulated Moments 0 0 0 111 0 0 4 271
Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models 0 0 0 52 0 1 5 185
SNM Guide 0 0 1 130 0 0 16 386
Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models 0 0 0 22 0 1 13 101
Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models 0 0 0 180 0 0 20 541
Semiparametric Modelling and Estimation: A Selective Overview 0 0 1 209 0 0 12 340
Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods 0 0 0 16 0 2 14 54
Solving dynamic discrete choice models using smoothing and sieve methods 0 0 0 31 1 3 18 46
Testing Conditional Factor Models 0 0 0 312 1 2 18 662
Testing Conditional Factor Models 0 0 1 129 1 1 9 402
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models 0 0 0 125 0 0 8 454
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models 0 0 0 68 0 1 9 99
Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data 1 2 2 131 2 4 16 358
Total Working Papers 4 6 14 5,860 22 76 745 15,252

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 1 2 12 311
03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution 1 1 2 41 2 4 17 125
A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL 0 0 0 167 0 0 9 380
ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models 0 0 1 57 1 1 14 219
ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS 1 1 1 88 3 3 10 255
Adding and subtracting Black-Scholes: A new approach to approximating derivative prices in continuous-time models 0 1 3 79 0 4 18 313
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates 0 0 0 75 1 4 23 245
Asymptotics of the QMLE for Non-Linear ARCH Models 0 0 0 149 0 2 18 378
Bounding quantile demand functions using revealed preference inequalities 0 1 2 61 1 3 14 200
Closed-form approximations of moments and densities of continuous–time Markov models 0 0 0 1 0 0 9 15
Control Functions and Simultaneous Equations Methods 0 0 1 149 0 1 5 447
Diffusion copulas: Identification and estimation 0 0 0 5 0 0 8 28
ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING 0 0 3 73 1 3 20 240
Estimation of dynamic latent variable models using simulated non‐parametric moments 0 0 1 64 1 1 21 219
Estimation of dynamic models with nonparametric simulated maximum likelihood 0 0 2 128 1 2 30 458
Estimation of partial differential equations with applications in finance 0 0 0 266 0 1 24 1,147
Higher-order properties of approximate estimators 0 1 1 55 1 6 18 292
Identification of a class of index models: A topological approach 0 0 0 4 0 0 8 22
Likelihood-based inference for cointegration with nonlinear error-correction 0 0 0 81 0 6 23 247
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 1 3 4 139 2 5 27 376
NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH 0 0 0 288 1 2 12 584
Nonparametric Estimation of a Multifactor Heath-Jarrow-Morton Model: An Integrated Approach 0 0 0 99 0 0 6 236
Nonparametric identification and estimation of transformation models 0 0 0 68 1 3 29 266
Non‐parametric detection and estimation of structural change 0 1 1 127 0 2 10 301
On selection of statistics for approximate Bayesian computing (or the method of simulated moments) 0 0 0 30 1 2 25 130
On stationarity and ergodicity of the bilinear model with applications to GARCH models 0 0 0 144 0 2 16 389
Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models 0 0 1 126 1 2 24 390
Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves 0 1 2 291 0 2 22 763
Semi-nonparametric estimation and misspecification testing of diffusion models 0 0 2 88 0 1 8 282
Semiparametric modelling and estimation (in Russian) 0 0 1 84 1 1 10 201
Solving dynamic discrete choice models using smoothing and sieve methods 0 0 0 14 0 2 26 71
TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS 0 0 0 47 0 0 9 158
Testing conditional factor models 0 1 3 292 1 6 31 844
UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA 0 0 0 177 0 0 15 346
Total Journal Articles 3 11 31 3,580 21 73 571 10,878

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Statistics updated 2026-10-11