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Details about Theis Lange

Homepage:http://www.econ.ku.dk/lange
Workplace:Økonomisk Institut (Department of Economics), Københavns Universitet (University of Copenhagen), (more information at EDIRC)
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business Economics), Aarhus Universitet (Aarhus University), (more information at EDIRC)

Access statistics for papers by Theis Lange.

Last updated 2011-05-16. Update your information in the RePEc Author Service.

Short-id: pla330

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Working Papers

2011

  1. Some Econometric Results for the Blanchard-Watson Bubble Model
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2011) Downloads

2009

  1. First and second order non-linear cointegration models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
  2. On IGARCH and convergence of the QMLE for misspecified GARCH models
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads

Journal Articles

2013

  1. Least squares estimation in a simple random coefficient autoregressive model
    Journal of Econometrics, 2013, 177, (2), 285-288 Downloads View citations (2)

2011

  1. Estimation and Asymptotic Inference in the AR-ARCH Model
    Econometric Reviews, 2011, 30, (2), 129-153 Downloads View citations (21)

2010

  1. On Convergence of the QMLE for Misspecified GARCH Models
    Journal of Time Series Econometrics, 2010, 2, (1), 31 Downloads View citations (4)
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