Anders Rahbek

Anders Rahbek

Professor

ORCID: 0000-0002-2549-1913

Publication year:
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1 - 10 out of 85Page size: 10
  1. 2022
  2. 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. 241-263

    Research output: Contribution to journal › Journal article › Research › peer-review

  3. Accepted/In press

    Bootstrap Inference for Hawkes and General Point Processes

    Rahbek, Anders, Østergaard, Jacob, Lu, Y. & Cavaliere, G., 24 Feb 2022, (Accepted/In press) In: Journal of Econometrics.

    Research output: Contribution to journal › Journal article › Research › peer-review

  4. 2021
  5. Published

    A Primer on Bootstrap Testing of Hypotheses in Time Series Models: With an Application to Double Autoregressive Models

    Cavaliere, G. & Rahbek, Anders, 2021, In: Econometric Theory. 37, 1, p. 1-48

    Research output: Contribution to journal › Journal article › Research › peer-review

  6. Published

    An Introduction to Bootstrap Theory in Time Series Econometrics

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2021, Oxford Research Encyclopedia of Economics and Finance. Hamilton, J. H., Dixit, A., Edwards, S. & Judd, K. (eds.). Oxford University Press

    Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research › peer-review

  7. Published

    Bootstrapping non-stationary stochastic volatility

    Boswijk, H. P., Cavaliere, G., Georgiev, I. & Rahbek, Anders, 2021, In: Journal of Econometrics. 224, 1

    Research output: Contribution to journal › Journal article › Research › peer-review

  8. Published

    Dynamic Conditional Eigenvalue GARCH

    Rahbek, Anders, Pedersen, Rasmus Søndergaard & Hetland, Simon Thinggaard, 2021, In: Journal of Econometrics. 2021, 21 p.

    Research output: Contribution to journal › Journal article › Research › peer-review

  9. 2020
  10. Published

    An Introduction to Bootstrap Theory in Time Series Econometrics

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 28 May 2020, 35 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 20-02).

    Research output: Working paper › Research

  11. Published

    Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2020, In: Journal of Business and Economic Statistics. 38, 1, p. 55-67

    Research output: Contribution to journal › Journal article › Research › peer-review

  12. 2019
  13. Published

    Dynamic Conditional Eigenvalue GARCH

    Hetland, Simon Thinggaard, Pedersen, Rasmus Søndergaard & Rahbek, Anders, 17 Dec 2019, 55 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 19-13).

    Research output: Working paper › Research

  14. Published

    The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

    Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 15 Mar 2019, 55 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 19-02).

    Research output: Working paper › Research

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