Christian M. Dahl

Department of Business and Economics

Professor

Campusvej 55

DK-5230 Odense M

Denmark

SCHOLARLY PAPERS

10

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CITATIONS
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19

Scholarly Papers (10)

1.

Specifying Nonlinear Econometric Models by Flexible Regression Models and Relative Forecast Performance

University of Aarhus, Department of Economics, Working Paper No. 1999-4
Number of pages: 49 Posted: 28 May 1999
Christian M. Dahl and Svend Hylleberg
Department of Business and Economics and Aarhus University - Department of Economics
Downloads 226 (134,469)
Citation 1

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2.

An Investigation of Tests for Linearity and the Accuracy of Flexible Nonlinear Inference

University of Aarhus, Department of Economics Working Paper No. 1999-8
Number of pages: 41 Posted: 21 Jul 1999
Christian M. Dahl
Department of Business and Economics
Downloads 179 (167,123)
Citation 3

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3.

Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure

Discussion Papers on Business and Economics, University of Southern Denmark, 21/2013
Number of pages: 26 Posted: 21 Dec 2013
Georgios Effraimidis and Christian M. Dahl
Qualcomm, Inc. and Department of Business and Economics
Downloads 101 (262,005)

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cumulative incidence function, inverse probability weighting, kernel estimation, local linear estimation, martingale central limit theorem

4.

Semiparametric Inference in a GARCH-in-Mean Model

CREATES Research Paper No. 2008-46
Number of pages: 49 Posted: 02 Sep 2008
Bent Jesper Christensen, Christian M. Dahl and Emma M. Iglesias
Aarhus University, Department of Business and Economics and Michigan State University
Downloads 91 (280,336)
Citation 3

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Efficiency bound, GARCH-M model, Profile likelihood, Risk-return relation, Semiparametric inference

Wage Dispersion and Decentralization of Wage Bargaining

IZA Discussion Paper No. 6176
Number of pages: 40 Posted: 11 Dec 2011
Christian M. Dahl, Daniel le Maire and Jakob Roland Munch
Department of Business and Economics, University of Copenhagen and University of Copenhagen - Department of Economics
Downloads 54 (379,301)
Citation 2

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wage bargaining, decentralization, wage dispersion

Wage Dispersion and Decentralization of Wage Bargaining

Univ. of Copenhagen Dept. of Economics Discussion Paper No. 09-15
Number of pages: 40 Posted: 03 Sep 2009
Christian M. Dahl, Daniel le Maire and Jakob Roland Munch
Department of Business and Economics, University of Copenhagen and University of Copenhagen - Department of Economics
Downloads 35 (453,047)
Citation 2

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wage bargaining, decentralization, panel data quantile regression

6.

It's Never Too LATE: A New Look at Local Average Treatment Effects with or Without Defiers

Discussion Papers on Business and Economics, University of Southern Denmark, 2/2017
Number of pages: 69 Posted: 14 Feb 2017
Christian M. Dahl, Martin Huber and Giovanni Mellace
Department of Business and Economics, University of Fribourg and University of Southern Denmark - Department of Business and Economics
Downloads 47 (396,638)

Abstract:

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Instrumental variable, treatment effects, LATE, local monotonicity

7.

The Cyclical Component Factor Model

CREATES Research Paper No. 2008-44
Number of pages: 16 Posted: 02 Sep 2008
Christian M. Dahl, Henrik Hansen and John Smidt
Department of Business and Economics, Institute of Food and Resource Economics and affiliation not provided to SSRN
Downloads 46 (400,177)

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Factor model, Cyclical components, Estimation, Real time forecasting

8.

Modelling the Volatility-Return Trade-Off When Volatility May Be Nonstationary

CREATES Research Paper 2009-59
Number of pages: 63 Posted: 20 Dec 2009
Christian M. Dahl and Emma M. Iglesias
Department of Business and Economics and Michigan State University
Downloads 32 (455,677)

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Quasi-Maximum Likelihood, GARCH-M Model, Asymptotic Properties, Risk-return Relation

9.

An Investigation of Tests for Linearity and the Accuracy of Likelihood Based Inference Using Random Fields

Econometrics Journal, Vol. 5, pp. 263-284, 2002
Number of pages: 22 Posted: 05 Feb 2003
Christian M. Dahl
Department of Business and Economics
Downloads 18 (531,022)
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10.

The Limiting Behavior of the Estimated Parameters in a Misspecified Random Field Regression Model

CREATES Research Paper No. 2008-45
Number of pages: 43 Posted: 02 Sep 2008
Christian M. Dahl and Qin Yu
Department of Business and Economics and Ohio State University (OSU) - Fisher College of Business
Downloads 14 (554,587)

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Random fields regressions, Estimation, Inference, Asymptotics