Anders Rahbek
Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-00
Member of:
- Published
Purchasing power parity: A nonlinear multivariate perspective
Bec, F., Salem, M. B. & Rahbek, Anders, 17 Sep 2008, In: Economics Bulletin. 6, 39Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Recent Developments in Bootstrap Methods for Dependent Data
Cavaliere, G., Politis, D. & Rahbek, Anders, 2015, In: Journal of Time Series Analysis. 36, 3, p. 269-271Research output: Contribution to journal › Editorial › Research
- Published
Similarity Issues in Cointegration Analysis
Rahbek, Anders & Nielsen, B., 2000, In: Oxford Bulletin of Economics and Statistics. 62, p. 5-22Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary
Cavaliere, G., Perera, I. & Rahbek, Anders, 2024, In: Journal of Business and Economic Statistics. p. 197-214Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Stochastic properties of multivariate time series equations with emphasis on ARCH
Rahbek, Anders, 2003, In: IFAC Proceedings Volumes (IFAC-PapersOnline). 36, 16, p. 227-232 6 p.Research output: Contribution to journal › Conference article › Research › peer-review
- Published
Tail Behavior of ACD Models and Consequences for Likelihood-Based Estimation
Cavaliere, G., Mikosch, Thomas Valentin, Rahbek, Anders & Rasmussen, Frederik Vilandt, 2024, In: Journal of Econometrics. 238, 2, 14 p., 105613.Research 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
Testing Garch-X Type Models
Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2017, 35 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-15).Research output: Working paper › Research
- Published
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
Kristensen, D. & Rahbek, Anders, 2010, Department of Economics, University of Copenhagen, 26 p.Research output: Working paper › Research
- Published
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
Kristensen, D. & Rahbek, Anders, 2013, In: Econometric Theory. 29, 6, p. 1238-1288Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8883
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3060
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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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2474
downloads
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Research output: Working paper › Research
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2452
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Poisson Autoregression
Research output: Working paper › Research
Published