Details about Johannes Tang Kristensen
Access statistics for papers by Johannes Tang Kristensen.
Last updated 2015-06-15. Update your information in the RePEc Author Service.
Short-id: pkr133
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Working Papers
2015
- Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University 
Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2015)
- Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2014) View citations (4)
2013
- Diffusion Indexes with Sparse Loadings
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (6)
- Lassoing the Determinants of Retirement
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (1)
2012
- Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)
See also Journal Article Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2014) View citations (7) (2014)
Undated
- 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 View citations (5)
Journal Articles
2014
- Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?
Studies in Nonlinear Dynamics & Econometrics, 2014, 18, (3), 309-338 View citations (7)
See also Working Paper Factor-Based Forecasting in the Presence of Outliers: Are Factors Better Selected and Estimated by the Median than by The Mean?, CREATES Research Papers (2012) View citations (3) (2012)
2013
- Headlights on tobacco road to low birthweight outcomes
Empirical Economics, 2013, 44, (3), 1593-1633 View citations (25)
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