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
- Published
Poisson Autoregression
Fokianos, K., Rahbek, Anders & Tjøstheim, D., 2008, Department of Economics, University of Copenhagen, 37 p.Research output: Working paper › Research
- Published
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility
Cavaliere, G., Rahbek, Anders & Taylor, A. M. R., 2008, Department of Economics, University of Copenhagen, 31 p.Research output: Working paper › Research
- Published
Purchasing power parity: A nonlinear multivariate perspective
Bec, F., Salem, M. B. & Rahbek, Anders, 17 Sep 2008, In: Economics Bulletin. 6, 39Research output: Contribution to journal › Journal article › Research › peer-review
- Published
The ACR Model: A Multivariate Dynamic Mixture Autoregression
Bec, F., Rahbek, Anders & Shephard, N., 2008, In: Oxford Bulletin of Economics and Statistics. 70, 5, p. 583-618 35 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8883
Most downloads
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3076
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
Published -
2488
downloads
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Research output: Working paper › Research
Published -
2467
downloads
Poisson Autoregression
Research output: Working paper › Research
Published