- Published
Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models
Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, 5 Dec 2018, 36 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 18-10).Research output: Working paper › Research
- Published
Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models
Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, Mar 2022, In: Journal of Econometrics. 227, 1, p. 241-263Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Bootstrap Inference for Hawkes and General Point Processes
Cavaliere, G., Lu, Y., Rahbek, Anders & Østergaard, J., 2023, In: Journal of Econometrics. 235, 1, p. 133-165Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components
Rahbek, Anders, Cavaliere, G. & Taylor, A. M. R., May 2015, In: Journal of Time Series Analysis. 36, 3, p. 272-289 18 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models
Cavaliere, G., Rahbek, Anders & Taylor, A. M. R., 2012, In: Econometrica. 80, 4, p. 1721-1740Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
Cavaliere , G., Rahbek, Anders & Taylor , A. M. R., 2012, Department of Economics, University of Copenhagen, 26 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 11, Vol. 12).Research output: Working paper › Research
- Published
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models
Cavaliere , G., Rahbek, Anders & Taylor, A. M. R., 2014, In: Econometric Reviews. 33, 5–6, p. 606–650Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Book review: E. Shafir (ed.), Preference, Belief, and Similarity: Selected Writings by Amos Tversky, MIT Press, 2004
Tyran, Jean-Robert Karl, 2007, In: Journal of Socio-Economics. 36, 4, p. 675-676Research output: Contribution to journal › Literature review › Research
- Published
Book review: Shlomo Maital (ed.), Recent Developments in Behavioral Economics" The International Library of Critical Writings in Economics, Vol. 204. Edward Elgar, Cheltenham, UK (2007). 437 pp., cloth, ISBN: 978-1-84542-406-0
Tyran, Jean-Robert Karl, 2008, In: Journal of Economic Psychology. 29, 3, p. 369-371Research output: Contribution to journal › Literature review › Research
- Published
Book review: Gintis, H., The Bounds of Reason. Game Theory and the Unification of the Behavioral Sciences XVIII, 286 pp. Princeton University Press, Princeton and Oxford, 2009
Tyran, Jean-Robert Karl, 2010, In: Journal of Economics. 100, 2, p. 185-188 4 p.Research output: Contribution to journal › Literature review › Research
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