Anders Rahbek

Anders Rahbek

Professor

Member of:

    ORCID: 0000-0002-2549-1913

    Publication year:
    All
    11 - 20 out of 89Page size: 10
    1. 2001
    2. Published

      Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions

      Kessler, M. & Rahbek, Anders, 2001, In: Scandinavian Journal of Statistics. 28, p. 455-470

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

    3. 2002
    4. Published

      Approximate Conditional Unit Root Inference

      Hansen, Henrik & Rahbek, Anders, 2002, In: Journal of Time Series Analysis. 23, 1, p. 1-28

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

    5. 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

    6. 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

    7. 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

    8. Published

      The Limit distribution of Cointegration Rank Tests of "Wald Type"

      Rahbek, Anders, 2002, In: Econometric Theory. 18, p. 1016-1017

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

    9. 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

    10. 2003
    11. Published

      Asymptotic Normality for Non-Stationary, Explosive GARCH

      Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

      Research output: Working paper › Research

    12. Published

      Inference and Ergodicity in the Autoregressive Conditional Root Model

      Rahbek, Anders & Shephard, N., 2003, Københavns Universitet, p. 1-30.

      Research output: Working paper › Research

    13. Published

      Likelihood Ratio Testing for Cointegration Ranks in I(2) Models

      Nielsen, Heino Bohn & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

      Research output: Working paper › Research

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