Professor

Education: PhD, 2000
Position: Professor 2009, Associate Professor, 2003

 

Administrative Assistant: Martha Berdiin (CREATES) and Thomas Stephansen
Mail: cdahl@remove.this.econ.au.dk
Phone: +45 8942 1559
Office: Room 119, Building 1326
Personal Home Page
Official site

Teaching Interests        

• Applied and Theoretical Econometrics
• Time Series Analysis

Research Interests

• Econometrics
• Volatility Modelling
• Time Series
• Random Fields

Selected Publications         

• Abrevaya, Jason and Christian M. Dahl, 2008, The effects of birth inputs on birthweight: evidence from quantile estimation on panel data. Journal of Business and Economic Statistics vol. 26, no. 4, pp. 379-397.
• Dahl, Christian M. and Michael Levine, 2006, Nonparametric estimation of volatility models with serially dependent innovations. Statistics and Probability Letters 76, pp. 2007-2016.
• Dahl, Christian M. & Gloria Gonzalez-Rivera, 2003, Testing for Neglected Nonlinearity in Regression Models based on the Theory of Random Fields. Journal of Econometrics 114, pp. 141-164.
• Dahl, Christian M. & Svend Hylleberg, 2003, Specifying Econometric Models by Flexible Regression Models and Relative Forecast Performance. International Journal of Forecasting 20, pp. 201-217.
• Dahl, Christian M., 2002, An Investigation of Tests for Linearity and the Accuracy of Maximum Likelihood based Inference using Random Fields. The Econometrics Journal 5, pp. 263-284.