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
51 - 56 out of 56Page size: 10
- 1999
- Published
Cointegration Rank Inference with Stationary Regressors in VAR Models
Rahbek, Anders & Mosconi, R., 1999, In: Econometrics Journal. 2, p. 82-97Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Trend stationarity in the I(2) cointegration model
Rahbek, Anders, Kongsted, H. C. & Jørgensen, C., 1999, In: Journal of Econometrics. 90, 2, p. 265-289Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Trend-Stationarity in the I(2) Cointegration Model
Rahbek, Anders, Kongsted, H. C. & Jørgensen, H. C., 1999, In: Journal of Econometrics. 90, p. 265-289Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Weak exogeneity in I(2)VAR systems
Rahbek, Anders & Paruolo, P., 1999, In: Journal of Econometrics. 93, p. 281-308Research output: Contribution to journal › Journal article › Research › peer-review
- 1998
- Published
Asymptotic Inference on Cointegration Rank in Partial Systems
Rahbek, Anders, Harbo, I., Johansen, S. & Nielsen, B., 1998, In: Journal of Business and Economic Statistics. 16, p. 388-399Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Asymptotic inference on cointegrating rank in partial systems
Harbo, I. S., Johansen, Søren, Nielsen, B. & Rahbek, Anders, 1998, In: Journal of Business and Economic Statistics. 16, p. 388-399Research output: Contribution to journal › Journal article › Research › peer-review
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