Details about Christian Dahl

Access statistics for papers by Christian Dahl.

Last updated 2009-04-19. Update your information in the RePEc Author Service.

Short-id: pda37

Working Papers

2008

1. Determinants of Birthweight Outcomes: Quantile Regressions Based on Panel Data
   CREATES Research Papers, School of Economics and Management, University of Aarhus
2. Semiparametric Inference in a GARCH-in-Mean Model
   CREATES Research Papers, School of Economics and Management, University of Aarhus View citations
3. Short-run Exchange-Rate Dynamics: Theory and Evidence
   CREATES Research Papers, School of Economics and Management, University of Aarhus
4. The cyclical component factor model
   CREATES Research Papers, School of Economics and Management, University of Aarhus
   See also Journal Article in International Journal of Forecasting (2009)
5. The limiting behavior of the estimated parameters in a misspecified random field regression model
   CREATES Research Papers, School of Economics and Management, University of Aarhus View citations
6. The limiting properties of the QMLE in a general class of asymmetric volatility models
   CREATES Research Papers, School of Economics and Management, University of Aarhus

2001

7. THE RANDOM WALK OF STOCK PRICES: IMPLICATIONS OF RECENT NONPARA-METRIC TESTS
   Working Papers, Copenhagen Business School, Department of Economics View citations

Undated

8. An Investigation of Tests for Linearity and the Accuracy of Flexible Nonlinear Inference
   Economics Working Papers, School of Economics and Management, University of Aarhus View citations
9. Specifying Nonlinear Econometric Models by Flexible Regression Models and Relative Forecast Performance
   Economics Working Papers, School of Economics and Management, University of Aarhus
10. The Formation of Inflation Expectations under Changing Inflation Regimes
    Economics Working Papers, School of Economics and Management, University of Aarhus View citations
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2001)

Journal Articles

2009

1. The cyclical component factor model
   International Journal of Forecasting, 2009, 25, (1), 119-127
   See also Working Paper (2008)
2. Volatility spill-overs in commodity spot prices: New empirical results
   Economic Modelling, 2009, 26, (3), 601-607

2008

3. The Effects of Birth Inputs on Birthweight
   Journal of Business & Economic Statistics, 2008, 26, 379-397 View citations

2006

4. Nonparametric estimation of volatility models with serially dependent innovations
   Statistics & Probability Letters, 2006, 76, (18), 2007-2016

2004

5. Flexible regression models and relative forecast performance
   International Journal of Forecasting, 2004, 20, (2), 201-217 View citations

2003

6. Identifying Nonlinear Components by Random Fields in the US GNP Growth. Implications for the Shape of the Business Cycle
   Studies in Nonlinear Dynamics & Econometrics, 2003, 7, (1), 1123-1123 View citations
7. Testing for neglected nonlinearity in regression models based on the theory of random fields
   Journal of Econometrics, 2003, 114, (1), 141-164 View citations

2002

8. An investigation of tests for linearity and the accuracy of likelihood based inference using random fields
   Econometrics Journal, 2002, 5, (2), 263-284 View citations

2001

9. The Formation of Inflation Expectations under Changing Inflation Regimes
   Studies in Nonlinear Dynamics & Econometrics, 2001, 4, (4), 183-212 View citations
   See also Working Paper