Department of Economics and Business Economics

Bent Jesper Christensen

  1. 2017
  2. Published

    Medium Band Least Squares Estimation of Fractional Cointegration in the Presence of Low-Frequency Contamination. / Christensen, Bent Jesper; Varneskov, Rasmus T.

    In: Journal of Econometrics, Vol. 197, No. 2, 01.04.2017, p. 218-244.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  3. Published

    Business on globalization-A panel. / Knudstorp, Jørgen Vig; Maskus, Keith; Teece, David; Christensen, Bent Jesper.

    Globalization: Strategies and Effects. Springer, 2017. p. 587-600.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  4. Published

    Introduction to globalization : Strategies and effects. / Christensen, Bent Jesper; Kowalczyk, Carsten.

    Globalization: Strategies and Effects. Springer, 2017. p. 1-16.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  5. Published

    End-of-Life Medical Spending In Last Twelve Months of Life is Lower than Previously Reported. / French, Eric ; Aragon, Maria; Mccauley, Jeremy ; Bakx, Pieter; Chalkley, Martin; Chen, Stacey H.; Christensen, Bent Jesper; Chuang, Hongwei; Côté-Sergent, Aurelie; De Nardi, Mariacristina; Fan, Elliott; Échevin, Damien; Geoffard, Pierre-Yves; Gastaldi-Ménager, Christelle; Gørtz, Mette; Ibuka, Yoko; Jones, John B.; Kallestrup-Lamb, Malene; Karlsson, Martin; Klein, Tobias J.; de Lagasnerie, Grégoire; Michaud, Pierre-Carl; O’Donnell, Owen; Rice, Nigel; Skinner, Jonathan S.; van Doorslaer, Eddy; Ziebarth, Nicolas R.; Kelly, Elaine.

    In: Health Affairs, Vol. 36, No. 7, 2017, p. 1211–1217.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  6. Published

    Globalization : Strategies and Effects. / Christensen, Bent Jesper (Editor); Kowalczyk, Carsten Valdemar (Editor).

    Berlin : Springer, 2017. 630 p.

    Research output: Book/anthology/dissertation/reportAnthology

  7. 2016
  8. Published

    Medical Spending in Denmark. / Christensen, Bent Jesper; Gørtz, Mette; Kallestrup-Lamb, Malene.

    In: Fiscal Studies, Vol. 37, No. 3-4, 6, 21.11.2016, p. 461-497.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  9. Published

    Estimating dynamic equilibrium models using mixed frequency macro and financial data. / Christensen, Bent Jesper; Posch, Olaf; Van Der Wel, Michel.

    In: Journal of Econometrics, Vol. 194, No. 1, 01.09.2016, p. 116-137.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  10. Published

    Dynamic Global Currency Hedging. / Christensen, Bent Jesper; Varneskov, Rasmus T.

    Aarhus, 2016.

    Research output: Working paper

  11. 2015
  12. Published
  13. Published

    Retirement and Health in the Nordic Welfare State. / Gupta, Nabanita Datta; Christensen, Bent Jesper.

    In: Nordic Economic Policy Review, Vol. 2015, No. 2, 2015, p. 173-195.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  14. Published

    The SR Approach: A New Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models. / Andreasen, Martin Møller; Christensen, Bent Jesper.

    In: Journal of Econometrics, Vol. 184, No. 2, 2015, p. 420-451.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  15. Published

    The impact of financial crises on the risk-return tradeoff and the leverage effect. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard; Zhu, Jie.

    In: Economic Modelling, Vol. 49, 2015, p. 407-418.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  16. 2013
  17. Published

    A unified framework for testing in the linear regression model under unknown order of fractional integration. / Christensen, Bent Jesper; Kruse, Robinson; Sibbertsen, Philipp.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paper

  18. Published

    Portfolio size as function of the premium : modelling and optimization. / Asmussen, S.; Christensen, B.J.; Taksar, Michael.

    In: Stochastics: An International Journal of Probability and Stochastic Processes , Vol. 85, No. 4 (Taksar Memorial Issue), 2013, p. 575-588.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  19. Published

    Portfolio size as funktion of the premium: modeling and optimization. / Asmussen, Søren; Christensen, Bent Jesper; Taksar, Michael I.

    T.N. Thiele Centre, Department of Mathematics, Aarhus University, 2013.

    Research output: Working paper

  20. 2012
  21. Published

    Semiparametric Inference in a GARCH-in-Mean Model. / Christensen, Bent Jesper; Dahl, Christian Møller; Iglesias, Emma .

    In: Journal of Econometrics, Vol. 167, No. 2, 2012, p. 458-472.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  22. Published

    The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior. / Christensen, Bent Jesper; Kallestrup-Lamb, Malene.

    In: Health Economics, Vol. 21, No. S1, 2012, p. 56-100.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  23. Published

    The impact of financial crises on the risk-return tradeoff and the leverage effect. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard; Zhu, Jie.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2012.

    Research output: Working paper

  24. 2011
  25. Published

    Estimating Dynamic Equilibrium Models using Macro and Financial Data. / Christensen, Bent Jesper; Posch, Olaf; van der Wel, Michel.

    CREATES, Institut for Økonomi, Aarhus Universitet, 2011.

    Research output: Working paper

  26. Published

    Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors' Introduction. / Bollerslev, Tim; Christensen, Bent Jesper; Haldrup, Niels; Lunde, Asger.

    In: Journal of Time Series Econometrics, Vol. 3, No. 1, Article 1, 2011.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  27. Published

    The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. / Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard.

    In: Journal of Econometrics, Vol. 160, No. 1, 2011, p. 48-57.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  28. 2010
  29. Published

    Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach. / Bach, Christian; Christensen, Bent Jesper.

    Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paper

  30. Published

    An Asset Pricing Approach to Testing General Term Structure Models including Heath-Jarrow-Morton Specifications and Affine Subclasses. / Christensen, Bent Jesper; van der Wel, Michel.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paper

  31. Published

    Level Shifts in Volatility and the Implied-Realized Volatility Relation. / Christensen, Bent Jesper; de Magistris, Paolo Santucci.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paper

  32. Published

    Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard; Zhu, Jie.

    In: Journal of Empirical Finance, Vol. 17, No. 3, 2010, p. 460-470.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  33. Published
  34. Published

    The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model. / Christensen, Bent Jesper; Posedel, Petra.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paper

  35. Published

    The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models. / Andreasen, Martin Møller; Christensen, Bent Jesper.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paper

  36. 2009
  37. Published

    Economic Modeling and Inference. / Christensen, Bent Jesper; Kiefer, Nicholas M.

    1 ed. Princeton, N.J. : Princeton University Press, 2009. 488 p.

    Research output: Book/anthology/dissertation/reportBook

  38. 2008
  39. Published

    Optimal inference in dynamic models with conditional moment restrictions. / Christensen, Bent Jesper; Sørensen, Michael.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: Working paper

  40. Published

    Semiparametric Inference in a GARCH-in-Mean Model. / Christensen, Bent Jesper; Dahl, Christian Møller; Iglesias, Emma M.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: Working paper

  41. 2007
  42. Published

    Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard; Zhu, Jie.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2007.

    Research output: Working paper

  43. Published

    Market Power in Power Markets: Evidence from Forward Prices of Electricity. / Christensen, Bent Jesper; Jensen, Thomas Elgaard; Mølgaard, Rune.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2007.

    Research output: Working paper

  44. Published

    The Effect of Long Memory in Volatility on Stock Market Fluctuations. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.

    Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2007.

    Research output: Working paper

  45. Published

    The Effect of Long Memory in Volatility on Stock Market Fluctuations. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.

    In: Review of Economics and Statistics, Vol. 89, No. 4, 2007, p. 684-700.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  46. Published
  47. 2006
  48. Published

    Asymptotic Normality of Narrow-Band Least Squares in the Stationary Fractional Cointegration Model and Volatility Forecasting. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.

    In: Journal of Econometrics, Vol. 133, 2006, p. 343-371.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  49. Published

    Forecasting Exchange Rate Volatility in the Presence of Jumps. / Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2006.

    Research output: Working paper

  50. Published

    Investment in Advertising Campaigns and Search: Identification and Inference in Marketing and Dynamic Programming Models. / Christensen, Bent Jesper; Kiefer, Nicholas M.

    Structural Models of Wage and Employment Dynamics. ed. / Henning Bunzel; Bent Jesper Christensen; George R. Neumann; Jean-Marc Rubin. Amsterdam : Pergamon Press, 2006. p. 331-364.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  51. Published

    Labor Mobility in Bolivia: A Comparison of Public and Private Sector Employees. / Christensen, Bent Jesper; Andersen, Lykke E.

    2006. Paper presented at Econometric Society North-American Winter Meeting, Boston, United States.

    Research output: Contribution to conferencePaper

  52. Published

    Structural Models of Wage and Employment Dynamics. / Christensen, Bent Jesper (Editor); Bunzel, Henning (Editor); Neumann, George R. (Editor); Rubin, Jean-Marc (Editor).

    Amsterdam : Pergamon Press, 2006. 612 p.

    Research output: Book/anthology/dissertation/reportAnthology

  53. Published

    The Implied-Realized Volatility Relation With Jumps in Underlying Asset Prices. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.

    2006. Paper presented at American Finance Association Annual Meeting, Boston, United States.

    Research output: Contribution to conferencePaper

  54. Published

    The Information Content of Treasury Bond Options Concerning Future Volatility and Price Jumps. / Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2006.

    Research output: Working paper

  55. Published

    The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock, and Bond Markets. / Christensen, Bent Jesper; Busch, Thomas; Nielsen, Morten Ørregaard.

    2006. Paper presented at CIRANO-CIREQ Financial Econometrics Conference, Montreal, Canada.

    Research output: Contribution to conferencePaper

  56. Published
  57. 2005
  58. Published
  59. Published

    Labor Mobility in Bolivia: A Comparison of Public and Private Sector Employees. / Andersen, Lykke Eg; Christensen, Bent Jesper; Delgadillo, Claudia.

    In: Latin American Journal of Economic Development, 2005, p. 43-64.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  60. Published

    On the Job Search and the Wage Distribution. / Christensen, Bent Jesper; Lentz, Rasmus; Mortensen, Dale; Neumann, George; Werwatz, Axel.

    In: Journal of Labor Economics, Vol. 23, 2005, p. 31-58.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  61. Published

    The Effect of Long Memory in Volatility on Stock Market Fluctuations. / Christensen, Bent Jesper; Nielsen, Morten Ørregaard.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2005.

    Research output: Working paper

  62. Published
  63. 2004
  64. Published

    Introduction to Special Issue on the Econometrics of Social Insurance. / Christensen, B.J.; Datta Gupta, N.; Rust, J.

    In: Journal of Applied Econometrics, 2004, p. 647-648.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  65. Published

    Invariance Tests of Forward Rate Models. / Christensen, B.J.; Jensen, M.S.

    2004.

    Research output: Working paper

  66. Published

    Latent Utility Shocks in a Structural Empirical Asset Pricing Model. / Christensen, B.J.; Raahauge, P.

    Afdeling for Virksomhedsledelse, Institut for Økonomi, Aarhus Universitet, 2004.

    Research output: Working paper

  67. Published

    Multivariate Mixed Proportional Hazard Modelling of the Joint Retirement of Married Couples. / Christensen, B.J.; An, M.; Datta Gupta, N.

    In: Journal of Applied Econometrics, Vol. 19, 2004, p. 687-704.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  68. 2003
  69. Published

    Financial risk modelling and econometric inference. / Christensen, B.J.

    In: Acta Applicanda Mathematicae, 2003, p. 73-85.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  70. Published

    Financial risk, volatility modelling and econometric inference. / Christensen, B.J.

    Afdeling for Virksomhedsledelse, IfØ, Aarhus Universitet, 2003.

    Research output: Working paper

  71. Published

    On pensions and retirement: bivariate mixed proportional hazard modelling of the joint retirement of married couples. / Christensen, B.J.; Gupta, N.D.

    Afdeling for Virksomhedsledelse, IfØ, Aarhus Universitet, 2003.

    Research output: Working paper

  72. 2002
  73. Published

    Finansiering og investeringsplanlægning for små og mellemstore danske virksomheder. / Christensen, B.J.; Voxted, Søren (Editor).

    Den ledelsesmæssige udfordring i små og mellemstore virksomheder. ISBN: 87-593-31015-4. ed. Frederiksberg : Samfundslitteratur, 2002. p. 123-146.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  74. Published

    Finansiering, kapitalstruktur og investeringsplanlægning for små og mellemstore danske virksomheder. / Christensen, B.J.

    Afdeling for Virksomhedsledelse, Aarhus Universitet, 2002.

    Research output: Working paper

  75. Published

    New Evidence on the Implied-Realized Volatility Relation. / Christensen, B.J.; Hansen, C.S.

    In: The European Journal of Finance, 2002, p. 187-205.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  76. Published

    Semiparametric Analysis of Stationary Fractional Cointegration and the Implied-Realized Volatility Relation. / Christensen, B.J.; Nielsen, M.Ø.

    Afdeling for Virksomhedsledelse, Aarhus Universitet, 2002.

    Research output: Working paper

  77. 2001
  78. Published

    Discussion of 'Non-Gaussian Ornstein-Uhlenbeck Based Stochastic Volatility Models and Some of their Uses in Financial Econometrics' / Christensen, B.J.

    In: Journal of the Royal Statistical Society, Series B, Vol. 63, 2001, p. 219-219.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperLetter

  79. Published
  80. Published
  81. Published

    Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion. / Christensen, B.J.; Poulsen, R.

    In: Monte Carlo Methods and Applications, 2001, p. 111-124.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  82. Published

    Optimal Inference in Diffusion Models of the Short Rate of Interest. / Christensen, Bent Jesper; Poulsen, R.; Sørensen, M.

    2001.

    Research output: Working paper

  83. Published

    Specification and Estimation of Equilibrium Search Models. / Bunzel, H.; Christensen, B.J.; Jensen, Peter; Kiefer, N.M.; Korsholm, L.; Muus, L.; Neumann, G.; Rosholm, Michael.

    In: Review of Economic Dynamics, 2001, p. 90-126.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  84. 2000
  85. Published

    Equilibrium Search with Human Capital Accumulation. / Christensen, Bent Jesper; Bunzel, Henning; Kiefer, Nicholas M.; Korsholm, Lars.

    Panel Data and Structural Labour Market Models. ed. / Henning Bunzel; Bent Jesper Christensen; Peter Jensen; Nicholas M. Kiefer; Dale T. Mortensen. Amsterdam : North-Holland, 2000. p. 107-144.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  86. Published

    Panel Data and Structural Labour Market Models. / Christensen, Bent Jesper (Editor); Bunzel, Henning (Editor); Jensen, Peter (Editor); Kiefer, Nicholas M. (Editor); Mortensen, Dale (Editor).

    Amsterdam : North-Holland, 2000. 312 p.

    Research output: Book/anthology/dissertation/reportAnthology

  87. Published

    Panel Data and Structural Labour Market Models : Contributions to Economic Analysis. / Bunzel, Henning; Jensen, Peter (Editor); Christensen, Bent Jesper; Kiefer, Nicholas M. (Editor); Mortensen, Dale T. (Editor).

    first ed. Amsterdam : Pergamon Press, 2000. 292 p.

    Research output: Book/anthology/dissertation/reportAnthology

  88. Published

    Panel Data, Local Cuts, and Orthogeodesic Models. / Christensen, Bent Jesper; Kiefer, Nicholas M.

    In: Bernoulli, Vol. 6, 2000, p. 667-678.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  89. Published

    Simulated Moment Methods for Empirical Equivalent Martingale Measures. / Christensen, Bent Jesper; Kiefer, Nicholas M.

    Simulation-Based Inference in Econometrics. ed. / Roberto Mariano; Til Schuermann; Melvyn J. Weeks. Cambridge : Cambridge University Press, 2000. p. 183-204.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  90. Published

    The Effect of Pension Reform on Danish Married Couples' Withdrawal from the Labour Market. / Christensen, Bent Jesper; Datta Gupta, Nabanita.

    In: Danish Journal of Economics, Vol. 138, 2000, p. 222-242.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  91. Published

    The Equilibrium Search Model with Productivity Dispersion and Structural Unemployment: An Application to Danish Data. / Christensen, Bent Jesper; Jensen, Peter; Svarer, Michael; Poulsen, Kim; Rosholm, Michael.

    Panel Data and Structural Labour Market Models. ed. / Henning Bunzel; Bent Jesper Christensen; Peter Jensen; Nicholas M. Kiefer; Dale T. Mortensen. Amsterdam : North-Holland, 2000. p. 85-106.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  92. Published

    Udviklingslinier i Økonometrien. / Bunzel, Henning; Christensen, Bent Jesper; Haldrup, Niels; Hylleberg, Svend; Høst, Viggo; Jensen, Peter; Wurtz, Allan.

    Udviklingslinier i Økonomisk Teori. ed. / Christian Hjort-Andersen. København : Djøf Forlag, 2000. p. 47-105.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  93. 1999
  94. Published

    Comment on ‘Stochastic Volatility and Stochastic Interest Rates in Index Option Pricing' / Christensen, Bent Jesper.

    In: European Financial Review, Vol. 3, 1999, p. 311-317.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperLetter

  95. Published

    Interest Rate Dynamics and Consistent Forward Rate Curves. / Christensen, Bent Jesper; Bjork, Tomas.

    In: Mathematical Finance, Vol. 9, 1999, p. 323-348.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  96. 1998
  97. Published

    Some Control Theoretic Aspects of Interest Rate Theory. / Christensen, Bent Jesper; Bjork, Tomas; Gombani, Andrea.

    In: Insurance: Mathematics and Economics, Vol. 50, 1998, p. 17-23.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  98. Published

    The Implied-Realized Volatility Relation Revisited. / Christensen, Bent Jesper; Hansen, Charlotte Strunk.

    Symposium i Anvendt Statistik. ed. / Viggo Høst; Hans Jørgen Juhl. School of Economics and Management, University of Aarhus, 1998. p. 39-64.

    Research output: Contribution to book/anthology/report/proceedingArticle in proceedings

  99. Published

    The Relation Between Implied and Realized Volatility. / Christensen, Bent Jesper; Prabhala, Nagpurnanand.

    In: Journal of Financial Economics, Vol. 50, 1998, p. 125-150.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  100. 1997
  101. Published

    Inference in Non-Linear Panels With Partially Missing Observations: The Case of the Equilibrium Search Model. / Christensen, Bent Jesper; Kiefer, Nicholas M.

    In: Journal of Econometrics, Vol. 79, 1997, p. 201-219.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  102. 1994
  103. Published

    Efficiency Gains in Beta-Pricing Models. / Christensen, Bent Jesper.

    In: Mathematical Finance, Vol. 4, 1994, p. 143-154.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  104. Published

    Local Cuts and Separate Inference. / Christensen, Bent Jesper; Kiefer, Nicholas M.

    In: Scandinavian Journal of Statistics, Vol. 21, 1994, p. 389-401.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  105. Published

    Measurement Error in the Prototypal Search Model. / Christensen, Bent Jesper; Kiefer, Nicholas M.

    In: Journal of Labor Economics, Vol. 12, 1994, p. 618-639.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  106. 1993
  107. Published

     Inferential Separation in the Prototypal Search Model. / Christensen, Bent Jesper; Kiefer, Nicholas M.

    Panel Data and Labour Market Dynamics. ed. / Henning Bunzel; Peter Jensen; Niels Westergaard-Nielsen. Amsterdam : North-Holland, 1993. p. 231-244.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  108. 1991
  109. Published

    Minimum Variance Estimation in the Canonical Incomplete Information Investment Model. / Christensen, Bent Jesper.

    In: Journal of Quantitative Economics, Vol. 7, 1991, p. 323-330.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  110. Published

    The Exact Likelihood Function for an Empirical Job Search Model. / Christensen, Bent Jesper; Kiefer, Nicholas M.

    In: Econometric Theory, Vol. 7, 1991, p. 464-486.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article