Dennis Kristensen

Dennis Kristensen

University College London

H-index: 25

Europe-United Kingdom

About Dennis Kristensen

Dennis Kristensen, With an exceptional h-index of 25 and a recent h-index of 16 (since 2020), a distinguished researcher at University College London, specializes in the field of Econometrics, Statistics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Closed-form approximations of moments and densities of continuous-time Markov models

Solving dynamic discrete choice models using smoothing and sieve methods

Diffusion copulas: Identification and estimation

Estimation of perturbed utility models using demand inversion

Overview: Implementation of structural dynamic models: Methodology and applications

Identification of a Class of Index Models: A Topological Approach

Fast Estimation of Dynamic Structural Models with unobserved heterogeneity

Dennis Kristensen Information

University

Position

___

Citations(all)

2511

Citations(since 2020)

956

Cited By

2057

hIndex(all)

25

hIndex(since 2020)

16

i10Index(all)

35

i10Index(since 2020)

22

Email

University Profile Page

University College London

Google Scholar

View Google Scholar Profile

Dennis Kristensen Skills & Research Interests

Econometrics

Statistics

Top articles of Dennis Kristensen

Title

Journal

Author(s)

Publication Date

Closed-form approximations of moments and densities of continuous-time Markov models

arXiv preprint arXiv:2308.09009

Dennis Kristensen

Young Jun Lee

Antonio Mele

2023/8/17

Solving dynamic discrete choice models using smoothing and sieve methods

Journal of econometrics

Dennis Kristensen

Patrick K Mogensen

Jong Myun Moon

Bertel Schjerning

2021/8/1

Diffusion copulas: Identification and estimation

Journal of econometrics

Ruijun Bu

Kaddour Hadri

Dennis Kristensen

2021/4/1

Estimation of perturbed utility models using demand inversion

Nikolaj Nielsen

Mogens Fosgerau

Dennis Kristensen

2021/2/15

Overview: Implementation of structural dynamic models: Methodology and applications

Michael Keane

Dennis Kristensen

Fedor Iskhakov

Bertel Schjerning

2021/8/1

Identification of a Class of Index Models: A Topological Approach

The Econometrics Journal

Mogens Fosgerau

Dennis Kristensen

2021/1

Fast Estimation of Dynamic Structural Models with unobserved heterogeneity

Jeppe Druedahl

Thomas H Jørgensen

Dennis Kristensen

2020/9/30

See List of Professors in Dennis Kristensen University(University College London)

Co-Authors

H-index: 112
Peter C. B. Phillips

Peter C. B. Phillips

Yale University

H-index: 100
Richard Blundell

Richard Blundell

University College London

H-index: 68
Pierre-André Chiappori

Pierre-André Chiappori

Columbia University in the City of New York

H-index: 56
Oliver Linton

Oliver Linton

University of Cambridge

H-index: 47
Xiaohong Chen

Xiaohong Chen

Yale University

H-index: 42
Mogens Fosgerau

Mogens Fosgerau

Københavns Universitet

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