Edit Profile (opens in new tab) Dahl, Christian M. Co-Author Distance Author ID: dahl.christian-m Published as: Dahl, Christian M. Documents Indexed: 10 Publications since 2001 Co-Authors: 6 Co-Authors with 8 Joint Publications 42 Co-Co-Authors all top 5 Co-Authors 1 single-authored 3 Iglesias, Emma M. 2 González-Rivera, Gloria 1 Christensen, Bent Jesper 1 Effraimidis, Georgios 1 Hansen, Niels L. 1 Kulaksızoğlu, Tamer all top 5 Serials 2 Journal of Econometrics 2 Statistics & Probability Letters 2 Studies in Nonlinear Dynamics and Econometrics 1 Statistical Papers 1 The Econometrics Journal 1 Journal of Time Series Econometrics Fields 9 Statistics (62-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 36 times in 33 Documents Cited by ▼ Year ▼ Semiparametric inference in a GARCH-in-mean model. Zbl 1441.62649 Christensen, Bent Jesper; Dahl, Christian M.; Iglesias, Emma M. 16 2012 Nonparametric estimation of volatility models with serially dependent innovations. Zbl 1107.62109 Dahl, Christian M.; Levine, Michael 6 2006 Testing for neglected nonlinearity in regression models based on the theory of random fields. Zbl 1026.62087 Dahl, Christian M.; González-Rivera, Gloria 5 2003 Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure. Zbl 1463.62086 Effraimidis, Georgios; Dahl, Christian M. 4 2014 An investigation of tests for linearity and the accuracy of likelihood based inference using random fields. Zbl 1039.62091 Dahl, Christian M. 3 2002 Identifying nonlinear components by random fields in the US GNP growth. Implications for the shape of the business cycle. Zbl 1080.91559 Dahl, Christian M.; Gonzalez-Rivera, Gloria 2 2003 Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure. Zbl 1463.62086 Effraimidis, Georgios; Dahl, Christian M. 4 2014 Semiparametric inference in a GARCH-in-mean model. Zbl 1441.62649 Christensen, Bent Jesper; Dahl, Christian M.; Iglesias, Emma M. 16 2012 Nonparametric estimation of volatility models with serially dependent innovations. Zbl 1107.62109 Dahl, Christian M.; Levine, Michael 6 2006 Testing for neglected nonlinearity in regression models based on the theory of random fields. Zbl 1026.62087 Dahl, Christian M.; González-Rivera, Gloria 5 2003 Identifying nonlinear components by random fields in the US GNP growth. Implications for the shape of the business cycle. Zbl 1080.91559 Dahl, Christian M.; Gonzalez-Rivera, Gloria 2 2003 An investigation of tests for linearity and the accuracy of likelihood based inference using random fields. Zbl 1039.62091 Dahl, Christian M. 3 2002 all cited Publications top 5 cited Publications all top 5 Cited by 55 Authors 6 Li, Yuan 4 Zhang, Xingfa 3 Xiong, Qiang 3 Yang, Lijian 2 Frazier, David T. 2 White, Halbert Lynn jun. 2 Wong, Heung 2 Yang, Yiping 2 Zhao, Peixin 2 Zhou, Xiaoshuang 1 Choi, Chi-Young 1 Conrad, Christian 1 Dahl, Christian M. 1 Dalla, Violetta 1 Dewan, Isha 1 Dias, Gustavo Fruet 1 Effraimidis, Georgios 1 Elouefi, Rim Ben 1 Figueroa-López, José E. 1 Fine, Jason Peter 1 Furno, Marilena 1 Giraitis, Liudas 1 Gouskova, Natalia A. 1 Griffin, Jim E. 1 Hamilton, James D. 1 Hong, Seokyoung 1 Hu, Zhiyong 1 Ip, Wai-Cheung 1 Kalli, Maria 1 Kreiß, Jens-Peter 1 Lee, Tae-Hwy 1 Lin, Fengchang 1 Linton, Oliver Bruce 1 Liu, Rong 1 Liu, Xiaochun 1 Lu, Xun 1 Mammen, Enno 1 Meister, Alexander 1 Moh, Young-Kyu 1 Naik-Nimbalkar, Uttara V. 1 Pettenuzzo, Davide 1 Phillips, Peter Charles Bonest 1 Robinson, Peter Michael 1 Saâdaoui, Foued 1 Savva, Christos S. 1 Song, Qiongxia 1 Song, ZeFang 1 Theodossiou, Panayiotis 1 Wang, Li 1 Xi, Zhou 1 Xu, Keli 1 Yang, Xuanling 1 Zhang, Ru 1 Zhao, Haiqing 1 Zhao, Yanmeng all top 5 Cited in 16 Serials 7 Journal of Econometrics 5 Communications in Statistics. Theory and Methods 3 Journal of Time Series Analysis 3 Journal of Nonparametric Statistics 2 Econometric Theory 1 Biometrics 1 Statistica Neerlandica 1 Statistics & Probability Letters 1 Journal of Economic Dynamics & Control 1 Economics Letters 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Stochastic Processes and their Applications 1 Mathematical Problems in Engineering 1 Acta Mathematica Sinica. English Series 1 Science China. Mathematics Cited in 5 Fields 33 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Numerical analysis (65-XX) 2 Probability theory and stochastic processes (60-XX) 1 Computer science (68-XX) Citations by Year