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Details about Christian Dahl

E-mail:
Homepage:http://www.sdu.dk/staff/cmd.aspx
Phone:+45 6550 3267
Postal address:Department of Business and Economics, University of Southern Denmark, Campusvej 55, DK-5230, Odense M., Denmark.
Workplace:Institut for Virksomhedsledelse og Økonomi (Department of Business and Economics), Syddansk Universitet (University of Southern Denmark), (more information at EDIRC)
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business), Aarhus Universitet (University of Aarhus), (more information at EDIRC)

Access statistics for papers by Christian Dahl.

Last updated 2013-10-22. Update your information in the RePEc Author Service.

Short-id: pda37


Jump to Journal Articles

Working Papers

2011

  1. Wage Dispersion and Decentralization of Wage Bargaining
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2009) Downloads View citations (2)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2011) Downloads View citations (1)

    See also Journal Article in Journal of Labor Economics (2013)

2010

  1. Asymptotic normality of the QMLE in the level-effect ARCH model
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
  2. ICT and Productivity Growth in the 1990's: Panel Data Evidence on Europe
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    See also Journal Article in Empirical Economics (2011)

2009

  1. Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    See also Journal Article in Journal of Time Series Econometrics (2011)

2008

  1. Semiparametric Inference in a GARCH-in-Mean Model
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2012)
  2. Short-run Exchange-Rate Dynamics: Theory and Evidence
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (10)
    Also in Working Papers, Brandeis University, Department of Economics and International Businesss School (2008) Downloads View citations (5)
  3. The cyclical component factor model
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    See also Journal Article in International Journal of Forecasting (2009)
  4. The limiting behavior of the estimated parameters in a misspecified random field regression model
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)
  5. The limiting properties of the QMLE in a general class of asymmetric volatility models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)

2001

  1. THE RANDOM WALK OF STOCK PRICES: IMPLICATIONS OF RECENT NONPARA-METRIC TESTS
    Working Papers, Copenhagen Business School, Department of Economics Downloads View citations (3)

Undated

  1. Headlights on tobacco road to low birthweight outcomes - Evidence from a battery of quantile regression estimators and a heterogeneous panelCreation-Date: 20080508
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (4)

Journal Articles

2013

  1. Headlights on tobacco road to low birthweight outcomes
    Empirical Economics, 2013, 44, (3), 1593-1633 Downloads View citations (5)
  2. Wage Dispersion and Decentralization of Wage Bargaining
    Journal of Labor Economics, 2013, 31, (3), 501 - 533 Downloads View citations (20)
    See also Working Paper (2011)

2012

  1. Semiparametric inference in a GARCH-in-mean model
    Journal of Econometrics, 2012, 167, (2), 458-472 Downloads View citations (6)
    See also Working Paper (2008)

2011

  1. ICT and productivity growth in the 1990s: panel data evidence on Europe
    Empirical Economics, 2011, 40, (1), 141-164 Downloads View citations (6)
    See also Working Paper (2010)
  2. Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary
    Journal of Time Series Econometrics, 2011, 3, (1), 1-32 Downloads
    See also Working Paper (2009)

2009

  1. The cyclical component factor model
    International Journal of Forecasting, 2009, 25, (1), 119-127 Downloads View citations (2)
    See also Working Paper (2008)
  2. Volatility spill-overs in commodity spot prices: New empirical results
    Economic Modelling, 2009, 26, (3), 601-607 Downloads View citations (12)

2008

  1. The Effects of Birth Inputs on Birthweight
    Journal of Business & Economic Statistics, 2008, 26, 379-397 Downloads View citations (52)

2006

  1. Nonparametric estimation of volatility models with serially dependent innovations
    Statistics & Probability Letters, 2006, 76, (18), 2007-2016 Downloads View citations (2)

2004

  1. Flexible regression models and relative forecast performance
    International Journal of Forecasting, 2004, 20, (2), 201-217 Downloads View citations (11)
  2. Quantification of Qualitative Survey Data and Test of Consistent Expectations: A New Likelihood Approach
    Journal of Business Cycle Measurement and Analysis, 2004, 2004, (1), 71-92 Downloads View citations (4)

2003

  1. 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), 1-35 Downloads View citations (5)
  2. Testing for neglected nonlinearity in regression models based on the theory of random fields
    Journal of Econometrics, 2003, 114, (1), 141-164 Downloads View citations (40)

2002

  1. An investigation of tests for linearity and the accuracy of likelihood based inference using random fields
    Econometrics Journal, 2002, 5, (2), 263-284 Downloads View citations (20)

2001

  1. The Formation of Inflation Expectations under Changing Inflation Regimes
    Studies in Nonlinear Dynamics & Econometrics, 2001, 4, (4), 1-31 Downloads View citations (8)
 
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