Anders Rahbek
Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-00
Member of:
- Accepted/In press
The validity of bootstrap testing for threshold autoregression
Giannerini, S., Goracci, G. & Rahbek, Anders, 2024, (Accepted/In press) In: Journal of Econometrics.Research 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
Jørgensen, C., Kongsted, H. C. & Rahbek, Anders, 1996, Department of Economics, University of Copenhagen, 35 p.Research output: Working paper › Research
- 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
Unit Root Vector Autoregression with Volatility induced Stationarity
Nielsen, Heino Bohn & Rahbek, Anders, Dec 2014, In: Journal of Empirical Finance. 29, p. 144-167Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders & Nielsen, Heino Bohn, 2012, Department of Economics, University of Copenhagen, 36 p.Research output: Working paper › Research
- 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
- Published
Vector equilibrium correction models with non-linear discontinuous adjustments
Bec, F. & Rahbek, Anders, 2004, In: Econometrics Journal. 7, 2, p. 628-651Research 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
ID: 8883
Most downloads
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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
Published -
2478
downloads
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Research output: Working paper › Research
Published -
2456
downloads
Poisson Autoregression
Research output: Working paper › Research
Published