Anders Rahbek

Anders Rahbek

Professor

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    ORCID: 0000-0002-2549-1913

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    1. Published

      The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

      Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 15 Mar 2019, 55 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 19-02).

      Research output: Working paper › Research

    2. 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

    3. Published

      The Power of Some Multivariate Cointegrations Tests

      Rahbek, Anders, 1994, H.C.Ø.-Tryk, p. 37.

      Research output: Working paper › Research

    4. Published

      The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

      Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 2017, 38 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-10). (Institute for New Economic Thinking Working Paper Series; No. 59).

      Research output: Working paper › Research

    5. 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

    6. 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

    7. Published

      Trend stationarity in the I(2) cointegration model

      Rahbek, Anders, Kongsted, H. C. & Jørgensen, C., 1999, In: Journal of Econometrics. 90, 2, p. 265-289

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

    8. 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

    9. Published

      Trend-Stationarity in the I(2) Cointegration Model

      Rahbek, Anders, Kongsted, H. C. & Jørgensen, H. C., 1999, In: Journal of Econometrics. 90, p. 265-289

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

    10. Published

      Unit Root Vector Autoregression with Volatility induced Stationarity

      Nielsen, Heino Bohn & Rahbek, Anders, Dec 2014, In: Journal of Empirical Finance. 29, p. 144-167

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

    11. 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

    12. 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

    13. Published

      Vector equilibrium correction models with non-linear discontinuous adjustments

      Bec, F. & Rahbek, Anders, 2004, In: Econometrics Journal. 7, 2, p. 628-651

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

    14. Published

      Weak exogeneity in I(2)VAR systems

      Rahbek, Anders & Paruolo, P., 1999, In: Journal of Econometrics. 93, p. 281-308

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

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