Johannes Tang Kristensen

CREATES

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

SCHOLARLY PAPERS

3

DOWNLOADS

251

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Headlights on Tobacco Road to Low Birthweight Outcomes - Evidence from a Battery of Quantile Regression Estimators and a Heterogeneous Panel

CREATES Research Paper 2008-20
Number of pages: 39 Posted: 23 Jun 2008 Last Revised: 10 Apr 2011
Stefan Holst Bache, Christian Dahl and Johannes Tang Kristensen
Aarhus University, CREATES, affiliation not provided to SSRN and CREATES
Downloads 170 (182,424)
Citation 5

Abstract:

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Quantile regression, low birthweight, panel data, unobserved heterogeneity

2.

Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy

Tinbergen Institute Discussion Paper 14-145/III
Number of pages: 36 Posted: 12 Nov 2014 Last Revised: 02 May 2015
Laurent Callot and Johannes Tang Kristensen
VU University Amsterdam - Department of Econometrics and CREATES
Downloads 67 (349,514)
Citation 2

Abstract:

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Parsimony, time varying parameters, VAR, structural break, Lasso

3.

Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation

Tinbergen Institute Discussion Paper 15-069/III
Number of pages: 32 Posted: 01 Jun 2015
Laurent Callot and Johannes Tang Kristensen
VU University Amsterdam and CREATES
Downloads 14 (578,047)

Abstract:

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Parsimoniously time-varying parameters, factor models, structural break, Lasso