Anders Rahbek

Anders Rahbek

Professor

Member of:

    ORCID: 0000-0002-2549-1913

    Publication year:
    All
    31 - 40 out of 89Page size: 10
    Sort by: 1st author
    1. Published

      Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models

      Cavaliere , G., Rahbek, Anders & Taylor , A. M. R., 2012, Department of Economics, University of Copenhagen, 26 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 11, Vol. 12).

      Research output: Working paper › Research

    2. Published

      Poisson Autoregression

      Fokianos, K., Rahbek, Anders & Tjøstheim, D., 2008, Department of Economics, University of Copenhagen, 37 p.

      Research output: Working paper › Research

    3. Published

      Poisson Autoregression

      Fokianos, K., Rahbek, Anders & Tjøstheim, D., 2009, In: Journal of the American Statistical Association. 104, 488, p. 1430-1439 10 p.

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

    4. Published

      The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

      Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 2017, 38 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 17-10). (Institute for New Economic Thinking Working Paper Series; No. 59).

      Research output: Working paper › Research

    5. Published

      The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

      Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 15 Mar 2019, 55 p. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); No. 19-02).

      Research output: Working paper › Research

    6. Accepted/In press

      The validity of bootstrap testing for threshold autoregression

      Giannerini, S., Goracci, G. & Rahbek, Anders, 2024, (Accepted/In press) In: Journal of Econometrics.

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

    7. 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

    8. Published

      Approximate Conditional Unit Root Inference

      Hansen, Henrik & Rahbek, Anders, 2002, In: Journal of Time Series Analysis. 23, 1, p. 1-28

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

    9. Published

      Asymptotic inference on cointegrating rank in partial systems

      Harbo, I. S., Johansen, Søren, Nielsen, B. & Rahbek, Anders, 1998, In: Journal of Business and Economic Statistics. 16, p. 388-399

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

    10. Published

      Asymptotic Normality for Non-Stationary, Explosive GARCH

      Jensen, S. T. & Rahbek, Anders, 2003, Københavns Universitet, p. 1-22.

      Research output: Working paper › Research

    Previous 1 2 3 4 5 6 7 8 9 Next

    ID: 8883