Anders Rahbek
Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-00
Member of:
- Published
A Note on the Law of Large Numbers for Functions of Geometrically Ergodic Time Series
Jensen, S. T. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, p. 1-7.Research output: Working paper › Research
- Published
Asomptotic Inference for Nonstationary Garch
Jensen, S. T. & Rahbek, Anders, 2004, In: Econometric Theory. 20, 6, p. 1203-1226Research output: Contribution to journal › Journal article › Research › peer-review
- 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
- 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
Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
Jensen, S. T. & Rahbek, Anders, 2004, In: Econometrica. 72, 2, p. 641-646Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Test for cointegration rank in partial systems
Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, p. 32.Research output: Working paper › Research
- Published
Trend-Stationarity in the I(2) Cointegration Model
Jørgensen, C., Kongsted, H. C. & Rahbek, Anders, 1996, Department of Economics, University of Copenhagen, 35 p.Research output: Working paper › Research
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Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions
Kessler, M. & Rahbek, Anders, 2004, In: Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems. 7, 2, p. 137-151Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions
Kessler, M. & Rahbek, Anders, 2001, In: Scandinavian Journal of Statistics. 28, p. 455-470Research output: Contribution to journal › Journal article › Research › peer-review
- 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
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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2478
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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