Anders Rahbek

Anders Rahbek

Professor

Member of:

    ORCID: 0000-0002-2549-1913

    Publication year:
    All
    76 - 89 out of 89Page size: 25
    1. 2002
    2. Published

      Non-stationary and no moments asymptotics for the ARCH model

      Jensen, S. T. & Rahbek, Anders, 2002, København, p. 1-6.

      Research output: Working paper › Research

    3. 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

    4. 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

    5. 2001
    6. Published

      Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions

      Kessler, M. & Rahbek, Anders, 2001, In: Scandinavian Journal of Statistics. 28, p. 455-470

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

    7. 2000
    8. Published

      Similarity Issues in Cointegration Analysis

      Rahbek, Anders & Nielsen, B., 2000, In: Oxford Bulletin of Economics and Statistics. 62, p. 5-22

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

    9. 1999
    10. 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

    11. 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

    12. 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

    13. 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

    14. 1998
    15. Published

      Asymptotic Inference on Cointegration Rank in Partial Systems

      Rahbek, Anders, Harbo, I., Johansen, S. & Nielsen, B., 1998, In: Journal of Business and Economic Statistics. 16, p. 388-399

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

    16. Published

      Asymptotic inference on cointegrating rank in partial systems

      Harbo, I. S., Johansen, Søren, Nielsen, B. & Rahbek, Anders, 1998, In: Journal of Business and Economic Statistics. 16, p. 388-399

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

    17. 1996
    18. 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

    19. 1995
    20. 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

    21. 1994
    22. Published

      The Power of Some Multivariate Cointegrations Tests

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

      Research output: Working paper › Research

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