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 - 4 out of 4Page size: 10
- 2015
- Published
Bootstrap Determination of the Co-integration Rank in VAR Models with Unrestricted Deterministic Components
Rahbek, Anders, Cavaliere, G. & Taylor, A. M. R., May 2015, In: Journal of Time Series Analysis. 36, 3, p. 272-289 18 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR MODELS
Cavaliere, G., Angelis, L. D., Rahbek, Anders & Robert Taylor, A. M., 1 Feb 2015, In: Oxford Bulletin of Economics and Statistics. 77, 1, p. 106-128 23 p.Research output: Contribution to journal › Journal article › Research › peer-review
- Published
Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2015, In: Econometrica. 83, 2, p. 813-831Research 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
ID: 8883
Most downloads
-
3064
downloads
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
Published -
2479
downloads
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Research output: Working paper › Research
Published -
2456
downloads
Poisson Autoregression
Research output: Working paper › Research
Published