Concepedia

Dennis Kristensen

DK

42

Publications

2.1K

Citations

23

H-Index

2004

Active since

Affiliations

University College London(Current)

Aarhus University

Columbia University

Institute for Fiscal Studies

University of Copenhagen

Dennis Kristensen is an author at University College London specializing in statistics, engineering, and statistical inference.

Top concepts

StatisticsEngineeringStatistical InferenceEconometricsBusinessEstimation TheoryFinanceEconomicsEconomic AnalysisApplied Econometrics

Publications per year

2004–2017

42

Publications

42

Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves

Richard Blundell, Xiaohong Chen, Dennis Kristensen · Econometrica · 2007 · 477 citations

Testing conditional factor models

Andrew Ang, Dennis Kristensen · Journal of Financial Economics · 2012 · 204 citations

Latent Modeling, Engineering, Factor Models +7

NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH

Dennis Kristensen · Econometric Theory · 2009 · 189 citations

Spot Volatility, Volatility Modeling, Multivariate Stochastic Volatility +14

Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates

Heejoon Han, Dennis Kristensen · Journal of Business and Economic Statistics · 2014 · 89 citations · Full text

UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA

Dennis Kristensen · Econometric Theory · 2009 · 79 citations

Parameter Estimation, Engineering, Applied Econometrics +19

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