关注
Timothy Christensen
Timothy Christensen
Professor of Economics, University College London
在 ucl.ac.uk 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
X Chen, TM Christensen
Journal of Econometrics 188 (2), 447-465, 2015
1622015
Forecasting spikes in electricity prices
TM Christensen, AS Hurn, KA Lindsay
International Journal of Forecasting 28 (2), 400-411, 2012
1602012
Monte Carlo confidence sets for identified sets
X Chen, TM Christensen, E Tamer
Econometrica 86 (6), 1965-2018, 2018
1392018
Optimal sup‐norm rates and uniform inference on nonlinear functionals of nonparametric IV regression
X Chen, TM Christensen
Quantitative Economics 9 (1), 39-84, 2018
1302018
Counterfactual sensitivity and robustness
T Christensen, B Connault
Econometrica 91 (1), 263-298, 2023
802023
Nonparametric stochastic discount factor decomposition
TM Christensen
Econometrica 85 (5), 1501-1536, 2017
722017
It never rains but it pours: modeling the persistence of spikes in electricity prices
T Christensen, S Hurn, K Lindsay
The Energy Journal 30 (1), 25-48, 2009
692009
Optimal sup-norm rates, adaptivity and inference in nonparametric instrumental variables estimation
X Chen, T Christensen
Cowles Foundation discussion paper, 2015
61*2015
Nonparametric identification of positive eigenfunctions
TM Christensen
Econometric Theory 31 (6), 1310-1330, 2015
202015
Externally valid treatment choice
C Adjaho, T Christensen
arXiv preprint arXiv:2205.05561 1, 2022
162022
The devil is in the detail: hints for practical optimisation
TM Christensen, AS Hurn, KA Lindsay
Economic Analysis and Policy 38 (2), 345-368, 2008
162008
Optimal discrete decisions when payoffs are partially identified
T Christensen, HR Moon, F Schorfheide
arXiv preprint arXiv:2204.11748, 2022
15*2022
Existence and uniqueness of recursive utilities without boundedness
TM Christensen
Journal of Economic Theory 200, 105413, 2022
132022
Robust forecasting
T Christensen, HR Moon, F Schorfheide
arXiv preprint arXiv:2011.03153, 2020
122020
Adaptive estimation and uniform confidence bands for nonparametric structural functions and elasticities
X Chen, T Christensen, S Kankanala
Review of Economic Studies, rdae025, 2024
11*2024
Detecting common dynamics in transitory components
T Christensen, S Hurn, A Pagan
Journal of Time Series Econometrics 3 (1), 2011
42011
Dynamic models with robust decision makers: Identification and estimation
TM Christensen
arXiv preprint arXiv:1812.11246, 2018
32018
Discrete time-series models when counts are unobservable
TM Christensen, AS Hurn, KA Lindsay
NCER Working Paper Series, 2008
22008
Inference for regression with variables generated from unstructured data
L Battaglia, T Christensen, S Hansen, S Sacher
arXiv preprint arXiv:2402.15585, 2024
12024
Factor Glut in Asset Pricing through a Modern Optimization Lens
G Bakshi, T Christensen, J Crosby, X Gao
Available at SSRN 4470335, 2023
2023
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