Anders Rahbek

Anders Rahbek

Professor

Member of:

    ORCID: 0000-0002-2549-1913

    Publication year:
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    61 - 70 out of 89Page size: 10
    1. 2005
    2. 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

    3. Published

      Asymptotics of the QMLE for General ARCH(q) Models

      Kristensen, D. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, p. 1-37.

      Research output: Working paper › Research

    4. Published

      Asymptotics of the QMLE for a Class of ARCH(q) Models

      Kristensen, D. & Rahbek, Anders, 2005, In: Econometric Theory. 21, 5, p. 946-961

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

    5. 2004
    6. Published

      Asomptotic Inference for Nonstationary Garch

      Jensen, S. T. & Rahbek, Anders, 2004, In: Econometric Theory. 20, 6, p. 1203-1226

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

    7. Published

      Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

      Jensen, S. T. & Rahbek, Anders, 2004, In: Econometrica. 72, 2, p. 641-646

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

    8. Published

      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. 137-151

      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, 2004, In: Econometrics Journal. 7, 2, p. 628-651

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

    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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