Anders Rahbek

Anders Rahbek

Professor

Member of:

    ORCID: 0000-0002-2549-1913

    Publication year:
    All
    1 - 10 out of 91Page size: 10
    1. 2023
    2. Accepted/In press

      Specification tests for GARCH processes with nuisance parameters on the boundary

      Rahbek, Anders, Cavaliere, G. & Perera, I., 9 Jan 2023, (Accepted/In press) In: Journal of Business and Economic Statistics.

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

    3. Accepted/In press

      The Validity of Bootstrap Testing for Threshold Autoregression

      Rahbek, Anders, Giannerini, S. & Goracci, G., 6 Jan 2023, (Accepted/In press) In: Journal of Econometrics.

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

    4. Published

      Bootstrap Inference for Hawkes and General Point Processes

      Cavaliere, G., Lu, Y., Rahbek, Anders & Østergaard, J., 2023, In: Journal of Econometrics. 235, 1, p. 133-165

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

    5. Accepted/In press

      Dynamic Conditional Eigenvalue GARCH

      Rahbek, Anders, Pedersen, Rasmus Søndergaard & Hetland, Simon Thinggaard, 2023, (Accepted/In press) In: Journal of Econometrics. 22 p.

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

    6. Accepted/In press

      High-Dimensional Cointegration and Kuramoto Inspired Systems

      Rahbek, Anders, Ditlevsen, Susanne & Østergaard, J., 2023, (Accepted/In press) In: SIAM Journal on Applied Dynamical Systems.

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

    7. Accepted/In press

      Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space

      Rahbek, Anders & Nielsen, Heino Bohn, 2023, (Accepted/In press) In: The Econometrics Journal.

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

    8. Accepted/In press

      Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary

      Cavaliere, G., Perera, I. & Rahbek, Anders, 2023, (Accepted/In press) In: Journal of Business and Economic Statistics.

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

    9. Accepted/In press

      The validity of bootstrap testing for threshold autoregression

      Giannerini, S., Goracci, G. & Rahbek, Anders, 2023, (Accepted/In press) In: Journal of Econometrics.

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

    10. 2022
    11. Published

      Bootstrap Inference on the Boundary of the Parameter Space with Application to Conditional Volatility Models

      Cavaliere, G., Nielsen, Heino Bohn, Pedersen, Rasmus Søndergaard & Rahbek, Anders, Mar 2022, In: Journal of Econometrics. 227, 1, p. 241-263

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

    12. 2021
    13. Published

      A Primer on Bootstrap Testing of Hypotheses in Time Series Models: With an Application to Double Autoregressive Models

      Cavaliere, G. & Rahbek, Anders, 2021, In: Econometric Theory. 37, 1, p. 1-48

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

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