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
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- 2001
- Published
Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions
Kessler, M. & Rahbek, Anders, 2001, In: Scandinavian Journal of Statistics. 28, p. 455-470Research output: Contribution to journal › Journal article › Research › peer-review
ID: 8883
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3058
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
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2472
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Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Research output: Working paper › Research
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2448
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Poisson Autoregression
Research output: Working paper › Research
Published