Dennis Kristensen : Citation Profile


Are you Dennis Kristensen?

University College London (UCL) (90% share)
Aarhus Universitet (5% share)
Centre for Microdata Methods and Practice (CEMMAP) (5% share)

13

H index

17

i10 index

597

Citations

RESEARCH PRODUCTION:

30

Articles

42

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 37
   Journals where Dennis Kristensen has often published
   Relations with other researchers
   Recent citing documents: 99.    Total self citations: 34 (5.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkr127
   Updated: 2019-09-14    RAS profile: 2019-06-21    
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Relations with other researchers


Works with:

Creel, Michael (3)

Blundell, Richard (3)

Cavaliere, Giuseppe (2)

Han, Heejoon (2)

Kanaya, Shin (2)

Matzkin, Rosa (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dennis Kristensen.

Is cited by:

Chen, Xiaohong (24)

De Rock, Bram (17)

Cherchye, Laurens (16)

LINTON, OLIVER (16)

Su, Liangjun (13)

Demuynck, Thomas (13)

Li, Degui (10)

hoderlein, stefan (10)

Francq, Christian (10)

Kanaya, Shin (10)

Simoni, Anna (9)

Cites to:

Newey, Whitney (38)

Chen, Xiaohong (31)

Blundell, Richard (21)

Phillips, Peter (21)

Andrews, Donald (16)

Rahbek, Anders (14)

Saikkonen, Pentti (13)

LINTON, OLIVER (13)

Ait-Sahalia, Yacine (12)

Matzkin, Rosa (12)

Robinson, Peter (11)

Main data


Where Dennis Kristensen has published?


Journals with more than one article published# docs
Journal of Econometrics8
Econometric Theory8
Journal of Empirical Finance2
Econometrics Journal2
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies6
Discussion Papers / University of Copenhagen. Department of Economics2
CAM Working Papers / University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics2
Papers / arXiv.org2

Recent works citing Dennis Kristensen (2019 and 2018)


YearTitle of citing document
2017Decoupling the short- and long-term behavior of stochastic volatility. (2017). Pakkanen, Mikko S ; Lunde, Asger ; Bennedsen, Mikkel . In: CREATES Research Papers. RePEc:aah:create:2017-26.

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2017Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Casas, Isabel ; Orbe, Susan ; Ferreira, Eva. In: CREATES Research Papers. RePEc:aah:create:2017-33.

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2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium. (2018). Veiga, Helena ; Casas, Isabel ; Mao, Xiuping. In: CREATES Research Papers. RePEc:aah:create:2018-10.

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2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

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2018The dynamics of factor loadings in the cross-section of returns. (2018). Urga, Giovanni ; Mikkelsen, Jakob ; Hillebrand, Eric ; Borghi, Riccardo. In: CREATES Research Papers. RePEc:aah:create:2018-38.

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2018Would a discount on fruits and vegetables provide more relative welfare to the poor? Evaluating the impact of policy mechanisms. (2018). Rolando, Dominique J. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273848.

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2017Decoupling the short- and long-term behavior of stochastic volatility. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger. In: Papers. RePEc:arx:papers:1610.00332.

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2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models. (2018). Yang, Xiye ; Liao, Yuan. In: Papers. RePEc:arx:papers:1711.04392.

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2018Matching distributions: Recovery of implied physical densities from option prices. (2018). Talponen, Jarno . In: Papers. RePEc:arx:papers:1803.03996.

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2019Specification testing in random coefficient models. (2018). hoderlein, stefan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:1804.03110.

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2018Closed-form approximations in derivatives pricing: The Kristensen-Mele approach. (2018). Kurz, Michael. In: Papers. RePEc:arx:papers:1804.08904.

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2018Ill-posed Estimation in High-Dimensional Models with Instrumental Variables. (2018). Breunig, Christoph ; Simoni, Anna ; Mammen, Enno. In: Papers. RePEc:arx:papers:1806.00666.

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2018Non-Gaussian Stochastic Volatility Model with Jumps via Gibbs Sampler. (2018). Rego, Arthur T ; Dos, Thiago R. In: Papers. RePEc:arx:papers:1809.01501.

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2018Nonparametric Regression with Selectively Missing Covariates. (2018). Breunig, Christoph ; Haan, Peter. In: Papers. RePEc:arx:papers:1810.00411.

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2018Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor H. In: Papers. RePEc:arx:papers:1810.05287.

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2018Identification of semiparametric discrete outcome models with bounded covariates. (2018). Kashaev, Nail. In: Papers. RePEc:arx:papers:1811.05555.

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2018Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2019On the Sensitivity of Nonparametric Instrumental Variables Estimators to Misspecification. (2019). Deaner, Ben. In: Papers. RePEc:arx:papers:1901.01241.

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2019Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions. (2019). Powell, James L ; Pouzo, Demian ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:1902.10100.

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2019Injectivity and the Law of Demand. (2019). Allen, Roy. In: Papers. RePEc:arx:papers:1908.05714.

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2019Labor Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

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2018Estimating Non-Linear DSGEs with the Approximate Bayesian Computation: an application to the Zero Lower Bound. (2018). Scalone, Valerio . In: Working papers. RePEc:bfr:banfra:688.

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2018GST Reform in Australia: Implications of Estimating Price Elasticities of Demand for Food. (2018). Sinning, Mathias ; Hasan, Syed. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:306:p:239-254.

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2018The Fixed Volatility Bootstrap for a Class of Arch(q) Models. (2018). Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus Sondergaard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:920-941.

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2018The sparse method of simulated quantiles: An application to portfolio optimization. (2018). Stolfi, Paola ; Petrella, Lea ; Bernardi, Mauro. In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:3:p:375-398.

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2019Efficient Estimation of Nonparametric Regression in The Presence of Dynamic Heteroskedasticit. (2019). Linton, O ; Xiao, Z. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1907.

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2018A Reconsideration of the Sugar Sweetened Beverage Tax in a Household Production Model. (2018). bordignon, massimo ; Zhan, Lue ; Xiang, DI. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7087.

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2018Recovering social networks from panel data: Identification, simulations and an application. (2018). Rasul, Imran ; de Paula, Aureo ; Souza, Pedro ; Cl, Pedro. In: DOUMENTOS DE TRABAJO LACEA. RePEc:col:000518:016173.

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2018Recovering Social Networks from Panel Data: Identification, Simulations and an Application. (2018). Rasul, Imran ; de Paula, Aureo ; Souza, Pedro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12792.

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2019Mutually Consistent Revealed Preference Demand Predictions. (2019). Adams, Abigail. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13580.

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2018Predicting the Effects of a Sugar Sweetened Beverage Tax in a Household Production Model.. (2018). Bordignon, Massimo ; Zhan, Lue ; Xiang, DI. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def075.

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2017Estimation of financial agent-based models with simulated maximum likelihood. (2017). Baruník, Jozef ; Kukacka, Jiri. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:21-45.

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2018Estimation of spot volatility with superposed noisy data. (2018). Liu, Qiang ; Wang, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:62-79.

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2017Adaptive estimation of continuous-time regression models using high-frequency data. (2017). Tauchen, George ; Todorov, Viktor ; Li, Jia. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:36-47.

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2018Nonparametric testing for smooth structural changes in panel data models. (2018). Chen, Bin ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:245-267.

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2018Nonparametric estimation in case of endogenous selection. (2018). Breunig, Christoph ; Simoni, Anna ; Mammen, Enno. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:268-285.

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2018Asymptotic inference about predictive accuracy using high frequency data. (2018). Li, Jia ; Patton, Andrew J. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:223-240.

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2018Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach. (2018). Kim, Soohun ; Skoulakis, Georgios . In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:159-188.

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2018The ABC of simulation estimation with auxiliary statistics. (2018). Ng, Serena ; Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:112-139.

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2018Generalized indirect inference for discrete choice models. (2018). Keane, Michael ; Bruins, Marianne ; Smith, Anthony A ; Duffy, James A. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:177-203.

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2018Penalized indirect inference. (2018). Blasques, Francisco ; Duplinskiy, Artem . In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:34-54.

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2018Sequential estimation of censored quantile regression models. (2018). Chen, Song Nian. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:30-52.

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2019Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects. (2019). Gagliardini, Patrick ; Gourieroux, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:613-637.

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2019Random coefficient continuous systems: Testing for extreme sample path behavior. (2019). Yu, Jun ; Tao, Yubo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:208-237.

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2019A new delta expansion for multivariate diffusions via the Itô-Taylor expansion. (2019). Wan, Xiangwei ; Chen, Nan ; Yang, Nian. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:256-288.

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2019A model-free consistent test for structural change in regression possibly with endogeneity. (2019). Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:1:p:206-242.

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2017Neural nets for indirect inference. (2017). Creel, Michael . In: Econometrics and Statistics. RePEc:eee:ecosta:v:2:y:2017:i:c:p:36-49.

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2018Spot volatility estimation using the Laplace transform. (2018). Mancino, Maria Elvira ; Recchioni, Maria Cristina ; Curato, Imma Valentina . In: Econometrics and Statistics. RePEc:eee:ecosta:v:6:y:2018:i:c:p:22-43.

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2018Heterogeneity and nonconstant effect in two-stage quantile regression. (2018). Muller, Christophe. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:3-12.

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2019Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach. (2019). Funke, Benedikt ; Hirukawa, Masayuki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:156-170.

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2017Consistent nonparametric specification tests for stochastic volatility models based on the return distribution. (2017). Zu, Yang ; Boswijk, H. Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:53-75.

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2017The cross-section of consumer lending risk. (2017). Desai, Chintal Ajitbhai . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:256-282.

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2018Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds. (2018). Cai, Biqing ; Yan, Cheng ; Cheng, Tingting. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:81-106.

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2019Hierarchical GARCH. (2019). Brownlees, Christian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:17-27.

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2018Household energy prices and inequality: Evidence from German microdata based on the EASI demand system. (2018). Wölfing, Nikolas ; Wolfing, Nikolas M ; Tovar, Miguel A. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:84-97.

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2019Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:198-208.

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2019Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Simen, Chardin Wese. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:91-118.

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2019Approximate Bayesian forecasting. (2019). , Brendan ; Martin, Gael M ; Maneesoonthorn, Worapree ; Frazier, David T. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:521-539.

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2018Normality of demand in a two-goods setting. (2018). Demuynck, Thomas ; De Rock, Bram ; Cherchye, Laurens. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:361-382.

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2017An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. (2017). Sucarrat, Genaro ; Francq, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:16-32.

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2019Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors. (2019). Chaouch, Mohamed. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:129-148.

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2018Individual welfare analysis for collective households. (2018). Cherchye, Laurens ; Vermeulen, Frederic ; Kerstens, Pieter Jan ; de Rock, Bram ; Cosaert, Sam. In: Journal of Public Economics. RePEc:eee:pubeco:v:166:y:2018:i:c:p:98-114.

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2018Estimating spot volatility in the presence of infinite variation jumps. (2018). Liu, Qiang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:6:p:1958-1987.

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2018Nonparametric instrumental regression with errors in variables. (2018). Otsu, Taisuke ; Adusumilli, Karun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:85871.

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2017Asset Co-movements: Features and Challenges. (2017). Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-11.

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2018The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates. (2018). Fink, Holger ; Port, Henry ; Fuest, Andreas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:84-:d:164655.

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2017Non-parametric news impact curve: a variational approach. (2017). Garcin, Matthieu ; Goulet, Clement . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01244292.

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2018The Bias of Realized Volatility. (2018). Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-642.

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2018Recovering Social Networks from Panel Data: Identification, Simulations and an Application. (2018). Rasul, Imran ; de Paula, Aureo ; Souza, Pedro. In: Working Papers. RePEc:hka:wpaper:2018-013.

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2018Recovering social networks from panel data: identification, simulations and an application. (2018). Rasul, Imran ; de Paula, Aureo ; Souza, Pedro ; Cl, Pedro. In: CeMMAP working papers. RePEc:ifs:cemmap:17/18.

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2018The Impact of Language on Socioeconomic Integration of Immigrants. (2018). Zorlu, Aslan ; Hartog, Joop. In: IZA Discussion Papers. RePEc:iza:izadps:dp11485.

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2019Testing Unconfoundedness Assumption Using Auxiliary Variables. (2019). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201905.

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2018A Nonparametric Revealed Preference Approach to Measuring the Value of Environmental Quality. (2018). Blundell, Richard ; Blow, Laura. In: Environmental & Resource Economics. RePEc:kap:enreec:v:69:y:2018:i:3:d:10.1007_s10640-018-0229-9.

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2019On the Reaction of Stock Market to Monetary Policy Innovations: New Evidence from Nigeria. (2019). Yola, Abdul-Nasir T. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:2:p:94-98.

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2017TESTING GARCH-X TYPE MODELS. (2017). Pedersen, Rasmus Sondergaard ; Rahbek, Anders. In: Discussion Papers. RePEc:kud:kuiedp:1715.

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2018BOOTSTRAP INFERENCE ON THE BOUNDARY OF THE PARAMETER SPACE WITH APPLICATION TO CONDITIONAL VOLATILITY MODELS. (2018). Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Nielsen, Heino Bohn . In: Discussion Papers. RePEc:kud:kuiedp:1810.

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2019A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS. (2019). Cavaliere, Giuseppe ; Rahbek, Anders. In: Discussion Papers. RePEc:kud:kuiedp:1903.

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2017M-Estimation of a Nonparametric Threshold Regression Model. (2017). Su, Liangjun ; Parmeter, Christopher ; Henderson, Daniel. In: Working Papers. RePEc:mia:wpaper:2017-15.

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2017Non-parameteric news impact curve: a variational approach. (2017). Garcin, Matthieu ; Goulet, Clement . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15086rr.

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2018Approximate Bayesian forecasting. (2018). McCabe, Brendan ; Martin, Gael M ; Maneesoonthorn, Worapree ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-2.

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2018Asymptotic properties of approximate Bayesian computation. (2018). Frazier, D T ; Rousseau, J ; Robert, C P ; Martin, G M. In: Biometrika. RePEc:oup:biomet:v:105:y:2018:i:3:p:593-607..

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2018An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation. (2018). Francq, Christian ; Sucarrat, Genaro. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:129-154..

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2017The Time-Varying Risk Price of Currency Carry Trades. (2017). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher. In: MPRA Paper. RePEc:pra:mprapa:80788.

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2018Count and duration time series with equal conditional stochastic and mean orders. (2018). Francq, Christian ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:90838.

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2019Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model. (2019). Baillie, Richard T ; Kapetanios, George ; Calonaci, Fabio. In: Working Papers. RePEc:qmw:qmwecw:879.

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2017Random Coefficient Continuous Systems: Testing for Extreme Sample Path Behaviour. (2017). Yu, Jun ; Tao, Yubo ; Phillips, Peter. In: Economics and Statistics Working Papers. RePEc:ris:smuesw:2017_018.

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2017Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas. (2017). Yang, Xiye ; Liao, Yuan. In: Departmental Working Papers. RePEc:rut:rutres:201711.

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2018A smooth simultaneous confidence band for correlation curve. (2018). Zhang, Yuanyuan ; Yang, Lijian. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:27:y:2018:i:2:d:10.1007_s11749-017-0543-5.

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2018Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf.

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2018Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology. (2018). Chikhi, Mohamed ; BENDOB, ALI. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0020.

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2018On the estimation of behavioral macroeconomic models via simulated maximum likelihood. (2018). Kukacka, Jiri ; Sacht, Stephen ; Jang, Tae-Seok . In: Economics Working Papers. RePEc:zbw:cauewp:201811.

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2018Limits to arbitrage in markets with stochastic settlement latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: CFS Working Paper Series. RePEc:zbw:cfswop:616.

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2018Factor models for portfolio selection in large dimensions: the good, the better and the ugly. (2018). Wolf, Michael ; Ledoit, Olivier ; de Nard, Gianluca. In: ECON - Working Papers. RePEc:zur:econwp:290.

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Dennis Kristensen is editor of


Journal
Econometrics Journal
Econometrics Journal

Works by Dennis Kristensen:


YearTitleTypeCited
2007Nonparametric Estimation and Misspecification Testing of Diffusion Models In: CREATES Research Papers.
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paper3
2007Nonparametric Filtering of the Realised Spot Volatility: A Kernel-based Approach In: CREATES Research Papers.
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paper42
2010NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH.(2010) In: Econometric Theory.
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This paper has another version. Agregated cites: 42
article
2007Likelihood-Based Inference in Nonlinear Error-Correction Models In: CREATES Research Papers.
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paper2
2008Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data In: CREATES Research Papers.
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paper29
2009UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA.(2009) In: Econometric Theory.
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This paper has another version. Agregated cites: 29
article
2008Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood In: CREATES Research Papers.
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paper24
2012Estimation of dynamic models with nonparametric simulated maximum likelihood.(2012) In: Journal of Econometrics.
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