Browsing All of EconStor by Author Kristensen, Dennis
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
2003 | Semi-nonparametric IV estimation of shape-invariant Engel curves | Blundell, Richard W.; Chen, Xiaohong; Kristensen, Dennis |
2011 | Bounding quantile demand functions using revealed preference inequalities | Blundell, Richard; Kristensen, Dennis; Matzkin, Rosa |
2013 | Higher-order properties of approximate estimators | Kristensen, Dennis; SalaniƩ, Bernard |
2013 | Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates | Han, Heejoon; Kristensen, Dennis |
2015 | Estimation of stochastic volatility models by nonparametric filtering | Kanaya, Shin; Kristensen, Dennis |
2017 | Individual counterfactuals with multidimensional unobserved heterogeneity | Blundell, Richard W.; Kristensen, Dennis; Matzkin, Rosa Liliana |
2019 | Solving dynamic discrete choice models using smoothing and sieve methods | Kristensen, Dennis; Mogensen, Patrick K.; Moon, Jong Myun; Schjerning, Bertel |
2019 | Identification of a class of index models: A topological approach | Fosgerau, Mogens; Kristensen, Dennis |