Anders Rahbek
Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-00
Member of:
ORCID: 0000-0002-2549-1913
1 - 6 out of 6Page size: 50
- 2002
- Published
Approximate Conditional Unit Root Inference
Hansen, Henrik & Rahbek, Anders, 2002, In: Journal of Time Series Analysis. 23, 1, p. 1-28Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, D. & Rahbek, Anders, 2002, København, p. 1-30.Research output: Working paper › Research
- Published
Autoregressive Conditional Root Model: Inference and Geometric Ergodicity
Shephard, N. & Rahbek, Anders, 2002, Nuffield College, Oxford University, p. 0.Research output: Working paper › Research
- Published
Non-stationary and no moments asymptotics for the ARCH model
Jensen, S. T. & Rahbek, Anders, 2002, København, p. 1-6.Research output: Working paper › Research
- Published
The Limit distribution of Cointegration Rank Tests of "Wald Type"
Rahbek, Anders, 2002, In: Econometric Theory. 18, p. 1016-1017Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Vector Equilibrium Correction Models with Non-linear Discontinuous Adjustments
Bec, F. & Rahbek, Anders, 2002, Københavns Universitet, p. 1-21.Research output: Working paper › Research
ID: 8883
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3064
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
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2479
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Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Research output: Working paper › Research
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2456
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Poisson Autoregression
Research output: Working paper › Research
Published