Anders Rahbek

Anders Rahbek

Professor

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    ORCID: 0000-0002-2549-1913

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    1. 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

    2. Published

      Testing in GARCH-X Type Models

      Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2019, In: Econometric Theory. 35, 5, p. 1012-1047

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

    3. 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

    4. Published

      Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space

      Rahbek, Anders & Nielsen, Heino Bohn, 2024, In: The Econometrics Journal.

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

    5. Published

      Cointegration Rank Inference with Stationary Regressors in VAR Models

      Rahbek, Anders & Mosconi, R., 1999, In: Econometrics Journal. 2, p. 82-97

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

    6. 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

    7. 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

    8. 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

    9. 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

    10. 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

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