Anders Rahbek

Anders Rahbek

Professor


  1. 2019
  2. Published
  3. Published
  4. 2018
  5. Published
  6. Published

    Testing in GARCH-X Type Models. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.

    In: Econometric Theory, 18.10.2018, p. 1-36.

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    The Fixed Volatility Bootstrap for a Class of ARCH(q) Models. / Cavaliere, Giuseppe; Pedersen, Rasmus Søndergaard; Rahbek, Anders.

    In: Journal of Time Series Analysis, Vol. 39, No. 6, 05.08.2018, p. 920-941.

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Bootstrapping Noncausal Autoregressions : With Applications to Explosive Bubble Modeling. / Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders.

    In: Journal of Business and Economic Statistics, 18.06.2018.

    Research output: Contribution to journalJournal articleResearchpeer-review

  9. 2017
  10. Published

    On the consistency of bootstrap testing for a parameter on the boundary of the parameter space. / Cavaliere, Giuseppe; Nielsen, Heino Bohn; Rahbek, Anders.

    In: Journal of Time Series Analysis, Vol. 38, No. 4, 07.2017, p. 513–534 .

    Research output: Contribution to journalJournal articleResearchpeer-review

  11. Published

    Oscillating systems with cointegrated phase processes. / Østergaard, Jacob; Rahbek, Anders; Ditlevsen, Susanne.

    In: Journal of Mathematical Biology, Vol. 75, No. 4, 2017, p. 845–883.

    Research output: Contribution to journalJournal articleResearchpeer-review

  12. Published

    Testing Garch-X Type Models. / Pedersen, Rasmus Søndergaard; Rahbek, Anders.

    2017.

    Research output: Working paperResearch

  13. Published
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