Anders Rahbek

Anders Rahbek

Professor

Member of:

    ORCID: 0000-0002-2549-1913

    Publication year:
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    31 - 40 out of 56Page size: 10
    1. 2010
    2. Published

      Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity

      Giuseppe, C., Rahbek, Anders & Taylor, A. M. R., 2010, In: Estudios de Economia Aplicada. 28, 3, p. 1-34 35 p.

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

    3. Published

      Cointegration rank testing under conditional heteroskedasticity

      Cavaliere, G., Rahbek, Anders & Taylor, R. M., 2010, In: Econometric Theory. 26, 6, p. 1719-1760 40 p.

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

    4. Published

      Likelihood-based inference for cointegration with nonlinear error-correction

      Kristensen, D. & Rahbek, Anders, 2010, In: Journal of Econometrics. 158, 1, p. 78-94 17 p.

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

    5. Published

      Testing for co-integration in vector autoregressions with non-stationary volatility

      Cavaliere, G., Rahbek, Anders & Taylor, R. M., 2010, In: Journal of Econometrics. 158, 1, p. 7-24 18 p.

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

    6. 2009
    7. Published

      Asymptotics of the QMLE for General ARCH(q) Models

      Kristensen, D. & Rahbek, Anders, 2009, In: Journal of Time Series Econometrics. 1, 1, p. 1-36 38 p.

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

    8. Published

      Poisson Autoregression

      Fokianos, K., Rahbek, Anders & Tjøstheim, D., 2009, In: Journal of the American Statistical Association. 104, 488, p. 1430-1439 10 p.

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

    9. 2008
    10. Published

      Purchasing power parity: A nonlinear multivariate perspective

      Bec, F., Salem, M. B. & Rahbek, Anders, 17 Sep 2008, In: Economics Bulletin. 6, 39

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

    11. Published

      The ACR Model: A Multivariate Dynamic Mixture Autoregression

      Bec, F., Rahbek, Anders & Shephard, N., 2008, In: Oxford Bulletin of Economics and Statistics. 70, 5, p. 583-618 35 p.

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

    12. 2007
    13. Published

      On the Law of Large Numbers for (Geometrically) Ergodic Marcov Chains

      Jensen, S. T. & Rahbek, Anders, 2007, In: Econometric Theory. 23, p. 761-766 6 p.

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

    14. Published

      The likelihood ratio test for cointegration ranks in the I(2) model

      Nielsen, Heino Bohn & Rahbek, Anders, 2007, In: Econometric Theory. 23, 4, p. 615-637

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

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