Information about:
Christian Møller Dahl

Other registered authors

Email:
Homepage: http://www.econ.au.dk/Ifoe/VIP/cmdahl.htm
Postal Address: CREATES, School of Economics and Management, University of Aarhus, Building 1326, DK-8000 Aarhus, Denmark
Phone: +45 89421559

Affiliation

• Center for Research in Econometric Analysis of Time Series (CREATES)
  Aarhus Universitet

  Location: Aarhus, Denmark
  Homepage: http://www.creates.au.dk/en
  Email:
  Phone:
  Fax:
  Postal: Building 1322, DK-8000 Aarhus C
  Handle: RePEc:edi:creaudk (registered authors at this institution)

Working papers

1. Stefan Holst Bache & Christian M. Dahl & Johannes Tang, 2008. "Determinants of Birthweight Outcomes: Quantile Regressions Based on Panel Data," CREATES Research Papers 2008-20, School of Economics and Management, University of Aarhus. [Downloadable!]

2. Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008. "Semiparametric Inference in a GARCH-in-Mean Model," CREATES Research Papers 2008-46, School of Economics and Management, University of Aarhus. [Downloadable!]

3. Christian M. Dahl & Yu Qin, 2008. "The limiting behavior of the estimated parameters in a misspecified random field regression model," CREATES Research Papers 2008-45, School of Economics and Management, University of Aarhus. [Downloadable!]

4. Christian M. Dahl & Emma M. Iglesias, 2008. "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers 2008-38, School of Economics and Management, University of Aarhus. [Downloadable!]

5. Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, School of Economics and Management, University of Aarhus. [Downloadable!]
   Published as:
   • Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127. [Downloadable!] (restricted)

6. John A Carlson & Christian M. Dahl & Carol L. Osler, 2008. "Short-run Exchange-Rate Dynamics: Theory and Evidence," CREATES Research Papers 2008-01, School of Economics and Management, University of Aarhus. [Downloadable!]

7. Dahl, Christian M. & Nielsen, Steen, 2001. "The Random Walk Of Stock Prices: Implications Of Recent Nonpara-Metric Tests," Working Papers 07-2001, Copenhagen Business School, Department of Economics. [Downloadable!]

8. Christian M. Dahl & Niels L. Hansen, . "The Formation of Inflation Expectations under Changing Inflation Regimes," Economics Working Papers 1999-15, School of Economics and Management, University of Aarhus. [Downloadable!]

9. Christian M. Dahl & Svend Hylleberg, . "Specifying Nonlinear Econometric Models by Flexible Regression Models and Relative Forecast Performance," Economics Working Papers 1999-4, School of Economics and Management, University of Aarhus. [Downloadable!]

10. Christian M. Dahl, . "An Investigation of Tests for Linearity and the Accuracy of Flexible Nonlinear Inference," Economics Working Papers 1999-8, School of Economics and Management, University of Aarhus. [Downloadable!]

1. Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009. "The cyclical component factor model," International Journal of Forecasting, Elsevier, vol. 25(1), pages 119-127. [Downloadable!] (restricted)
   Other versions:
   • Christian M. Dahl & Henrik Hansen & John Smidt, 2008. "The cyclical component factor model," CREATES Research Papers 2008-44, School of Economics and Management, University of Aarhus. [Downloadable!]

2. Dahl, Christian M. & Iglesias, Emma M., 2009. "Volatility spill-overs in commodity spot prices: New empirical results," Economic Modelling, Elsevier, vol. 26(3), pages 601-607, May. [Downloadable!] (restricted)

3. Abrevaya, Jason & Dahl, Christian M, 2008. "The Effects of Birth Inputs on Birthweight," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 379-397. [Downloadable!] (restricted)

4. Dahl, Christian M. & Levine, Michael, 2006. "Nonparametric estimation of volatility models with serially dependent innovations," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 2007-2016, December. [Downloadable!] (restricted)

5. Dahl, Christian M. & Hylleberg, Svend, 2004. "Flexible regression models and relative forecast performance," International Journal of Forecasting, Elsevier, vol. 20(2), pages 201-217. [Downloadable!] (restricted)

6. Dahl, Christian M. & Gonzalez-Rivera, Gloria, 2003. "Testing for neglected nonlinearity in regression models based on the theory of random fields," Journal of Econometrics, Elsevier, vol. 114(1), pages 141-164, May. [Downloadable!] (restricted)

7. Christian M. Dahl, 2002. "An investigation of tests for linearity and the accuracy of likelihood based inference using random fields," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 263-284, 06. [Downloadable!] (restricted)

8. RePEc:bep:sndecm:4:2001:4:183-212 is not listed on IDEAS

9. RePEc:bep:sndecm:7:2003:1:1123-1123 is not listed on IDEAS

1. NEP-CBA: Central Banking (1) 2008-06-27
2. NEP-ECM: Econometrics (7) 2000-10-05 2000-10-05 2008-06-27 2008-07-14 2008-09-05 2008-09-05 2008-09-05 Author is listed
3. NEP-ETS: Econometric Time Series (6) 2000-10-05 2000-10-05 2002-04-03 2008-07-14 2008-09-05 2008-09-05 Author is listed
4. NEP-FOR: Forecasting (1) 2008-09-05
5. NEP-HEA: Health Economics (1) 2008-06-27
6. NEP-IFN: International Finance (1) 2008-06-27
7. NEP-MON: Monetary Economics (2) 2000-10-05 2008-06-27
8. NEP-MST: Market Microstructure (1) 2008-06-27

This page was last updated on 2009-11-21.