Christian M. Dahl
Christian M. Dahl acquired his PhD degree in economics in 2000 from Aarhus University. He is Professor at Southern University of Denmark after being affiliated with the Krannert School of Management, Purdue University, for several years. Dahl’s main fields of interest are time series econometrics, panel data models, quantile regression and conditional volatility modeling. He is member of the editorial board for Annals of Finance. His publications include Journal of Econometrics, Journal of Business and Economic Statistics, The Econometrics Journal, and International Journal of Forecasting.
Effraimidis, G. & Dahl, C. M. (2014). Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure. Statistics & Probability Letters, 89(June), 1-7. https://doi.org/10.1016/j.spl.2014.02.001
Effraimidis, G. & Dahl, C. M. (2013). Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper Nr. 2013-50
Dahl, C. M. & Iglesias, E. M. (2010). Asymptotic normality of the QMLE in the level-effect ARCH model. Institut for Økonomi, Aarhus Universitet.
Dahl, C. M., Kongsted, H. C. & Sørensen, A. (2010). ICT and Productivity Growth in the 1990’s: Panel Data Evidence on Europe. Institut for Økonomi, Aarhus Universitet.
Dahl, C. M. & Iglesias, E. M. (2009). Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary. Institut for Økonomi, Aarhus Universitet.
Dahl, C. M., Hansen, H. & Smidt, J. (2009). The cyclical component factor model. International Journal of Forecasting, 25(1), 119-127. https://doi.org/10.1016/j.ijforecast.2008.11.011
Bache, S. H., Dahl, C. M. & Kristensen, J. T. (2008). Determinants of Birthweight Outcomes: Quantile Regressions Based on Panel Data. Institut for Økonomi, Aarhus Universitet. ftp://ftp.econ.au.dk/creates/rp/08/rp08_20.pdf
Christensen, B. J., Dahl, C. M. & Iglesias, E. M. (2008). Semiparametric Inference in a GARCH-in-Mean Model. Institut for Økonomi, Aarhus Universitet. ftp://ftp.econ.au.dk/creates/rp/08/rp08_46.pdf
Carlson, J. A., Dahl, C. M. & Osler, C. L. (2008). Short-run Exchange-Rate Dynamics: Theory and Evidence. Institut for Økonomi, Aarhus Universitet. ftp://ftp.econ.au.dk/creates/rp/08/rp08_01.pdf
Dahl, C. M., Hansen, H. & Smidt, J. (2008). The cyclical component factor model. Institut for Økonomi, Aarhus Universitet. ftp://ftp.econ.au.dk/creates/rp/08/rp08_44.pdf
Abrevaya, J. & Dahl, C. M. (2008). The effects of birth inputs on birthweight: evidence from quantile estimation on panel data. Journal of Business and Economic Statistics, 26(4), 379-397. https://doi.org/10.1198/073500107000000269
Dahl, C. M. & Qin, Y. (2008). The limiting behavior of the estimated parameters in a misspecified random field regression model. Institut for Økonomi, Aarhus Universitet. ftp://ftp.econ.au.dk/creates/rp/08/rp08_45.pdf
Dahl, C. M. & Iglesias, E. M. (2008). The limiting properties of the QMLE in a general class of asymmetric volatility models. Institut for Økonomi, Aarhus Universitet.
