Anders Rahbek
Professor
Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-00
Member of:
ORCID: 0000-0002-2549-1913
1 - 1 out of 1Page size: 10
- 2012
- Published
Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models
Cavaliere, G., Rahbek, Anders & Taylor, A. M. R., 2012, In: Econometrica. 80, 4, p. 1721-1740Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8883
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3069
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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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2481
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Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Research output: Working paper › Research
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2457
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Poisson Autoregression
Research output: Working paper › Research
Published