Theis Lange
Head of Department, Professor
Department of Public Health
Postboks 2099, Øster Farimagsgade 5 opg. B, 1014 København K, 24 Øster Farimagsgade 5, Building: 24-1-08
- 2011
- Published
Tail behavior and OLS based robust inference in AR-GARCH models
Lange, Theis, 2011, In: Statistica Sinica. 21, 3, p. 1191-1200 10 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Direct and Indirect Effects in a Survival Context
Lange, Theis & Hansen, J., 2011, In: Epidemiology. 22, 4, p. 575-581Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Estimation and asymptotic inference in the first order AR-ARCH model
Lange, Theis, Rahbek, Anders & Jensen, S. T., Mar 2011, In: Econometric Reviews. 30, 2, p. 129-153 25 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Sleep disturbances and cause-specific mortality: Results from the GAZEL cohort study
Rod, Naja Hulvej, Vahtera, J., Westerlund, H., Kivimaki, M., Zins, M., Goldberg, M. & Lange, Theis, 1 Feb 2011, In: American Journal of Epidemiology. 173, 3, p. 300-9 10 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 2010
- Published
Metformin treatment is associated with a low risk of mortality in diabetic patients with heart failure: a retrospective nationwide cohort study
Andersson, C., Olesen, J., Hansen, P., Weeke, P., Nørgaard, M., Jørgensen, C., Lange, Theis, Abildstrøm, S. Z., Schramm, T., Vaag, Allan, Køber, Lars Valeur, Torp-Pedersen, Christian & Gislason, Gunnar Hilmar, 2010, In: Diabetologia. 53, 12, p. 2546-2553 8 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
On convergence of the QMLE for misspecified GARCH models
Tolver, Anders & Lange, Theis, 2010, In: Journal of Time Series Econometrics. 2, 1, 29 p.Research output: Contribution to journal › Journal article › Research › peer-review
- 2009
- Published
An Introduction to Regime Switching Time Series Models
Lange, Theis & Rahbek, Anders, 2009, Handbook of Financial Time Series. Andersen, T. G., Davis, R. A., Kreiss, J. P. & Mikosch, T. (eds.). Springer, p. 871-888 18 p.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
- 2008
- Published
Asymptotic Theory in Financial Time Series Models with Conditional Heteroscedasticity
Lange, Theis, 2008, Museum Tusculanum. 128 p.Research output: Book/Report › Ph.D. thesis › Research
- 2006
- Published
An Introduction to Regime Switching Time Series Models
Lange, Theis & Rahbek, Anders, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-16.Research output: Working paper › Research
- Published
Estimation and Asymptotic Inference in the First Order AR-ARCH Model
Lange, Theis, Rahbek, Anders & Jensen, S. T., 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, p. 1-23.Research output: Working paper › Research
ID: 13745
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2670
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Some Econometric Results for the Blanchard-Watson Bubble Model
Research output: Working paper › Research
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576
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Wellbeing And Resilience: Mechanisms of transmission of health and risk in parents with complex mental health problems and their offspring - The WARM Study
Research output: Contribution to journal › Journal article › Research › peer-review
Published -
461
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Applied mediation analyses: a review and tutorial
Research output: Contribution to journal › Review › Research › peer-review
Published