Anders Rahbek

Anders Rahbek

Professor

Member of:

    ORCID: 0000-0002-2549-1913

    Publication year:
    All
    1 - 6 out of 6Page size: 10
    1. 2010
    2. Published

      Bootstrap Sequential Determination of the Co-integration Rank in VAR Models

      Cavaliere, G., Rahbek, Anders & Taylor, A. M. R., 2010, Department of Economics, University of Copenhagen, 19 p.

      Research output: Working paper › Research

    3. Published

      Bootstrap sequential determination of the number of common Stochastic trends under conditional heteroskedasticity

      Giuseppe, C., Rahbek, Anders & Taylor, A. M. R., 2010, In: Estudios de Economia Aplicada. 28, 3, p. 1-34 35 p.

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

    4. Published

      Cointegration rank testing under conditional heteroskedasticity

      Cavaliere, G., Rahbek, Anders & Taylor, R. M., 2010, In: Econometric Theory. 26, 6, p. 1719-1760 40 p.

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

    5. Published

      Likelihood-based inference for cointegration with nonlinear error-correction

      Kristensen, D. & Rahbek, Anders, 2010, In: Journal of Econometrics. 158, 1, p. 78-94 17 p.

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

    6. Published

      Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models

      Kristensen, D. & Rahbek, Anders, 2010, Department of Economics, University of Copenhagen, 26 p.

      Research output: Working paper › Research

    7. Published

      Testing for co-integration in vector autoregressions with non-stationary volatility

      Cavaliere, G., Rahbek, Anders & Taylor, R. M., 2010, In: Journal of Econometrics. 158, 1, p. 7-24 18 p.

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

    ID: 8883