Следене
Anders Rahbek
Anders Rahbek
Потвърден имейл адрес: econ.ku.dk - Начална страница
Заглавие
Позовавания
Позовавания
Година
Asymptotic inference on cointegrating rank in partial systems
I Harbo, S Johansen, B Nielsen, A Rahbek
Journal of business & economic statistics 16 (4), 388-399, 1998
4391998
Poisson autoregression
K Fokianos, A Rahbek, D Tjøstheim
Journal of the American Statistical Association 104 (488), 1430-1439, 2009
4092009
Poisson autoregression
K Fokianos, A Rahbek, D Tjøstheim
Journal of the American Statistical Association 104 (488), 1430-1439, 2009
4072009
Asymptotic inference for nonstationary GARCH
ST Jensen, A Rahbek
Econometric Theory 20 (6), 1203-1226, 2004
2222004
Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case
ST Jensen, A Rahbek
Econometrica 72 (2), 641-646, 2004
1772004
Trend stationarity in the I (2) cointegration model
A Rahbek, HC Kongsted, C Jørgensen
Journal of econometrics 90 (2), 265-289, 1999
1611999
ARCH innovations and their impact on cointegration rank testing
A Rahbek, E Hansen, JG Dennis
Centre for Analytical Finance working paper 22, 15, 2002
1372002
Testing for co-integration in vector autoregressions with non-stationary volatility
G Cavaliere, A Rahbek, AMR Taylor
Journal of Econometrics 158 (1), 7-24, 2010
1292010
Testing for co-integration in vector autoregressions with non-stationary volatility
G Cavaliere, A Rahbek, AMR Taylor
Journal of Econometrics 158 (1), 7-24, 2010
1292010
Bootstrap determination of the co‐integration rank in vector autoregressive models
G Cavaliere, A Rahbek, AMR Taylor
Econometrica 80 (4), 1721-1740, 2012
1252012
Cointegration rank inference with stationary regressors in VAR models
A Rahbek, R Mosconi
The Econometrics Journal 2 (1), 76-91, 1999
1241999
Similarity issues in cointegration analysis
B Nielsen, A Rahbek
Department of Theoretical Statistics, Copenhagen University, 1998
1131998
Cointegration rank testing under conditional heteroskedasticity
G Cavaliere, A Rahbek, AMR Taylor
Econometric Theory 26 (6), 1719-1760, 2010
1022010
Cointegration rank testing under conditional heteroskedasticity
G Cavaliere, A Rahbek, AMR Taylor
Econometric Theory 26 (6), 1719-1760, 2010
1022010
Weak exogeneity in I (2) VAR systems
P Paruolo, A Rahbek
Journal of Econometrics 93 (2), 281-308, 1999
871999
Multivariate variance targeting in the BEKK–GARCH model
RS Pedersen, A Rahbek
The Econometrics Journal 17 (1), 24-55, 2014
792014
Multivariate variance targeting in the BEKK–GARCH model
RS Pedersen, A Rahbek
The Econometrics Journal 17 (1), 24-55, 2014
792014
Multivariate variance targeting in the BEKK–GARCH model
RS Pedersen, A Rahbek
The Econometrics Journal 17 (1), 24-55, 2014
792014
Vector equilibrium correction models with non‐linear discontinuous adjustments
F Bec, A Rahbek
The Econometrics Journal 7 (2), 628-651, 2004
792004
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
A Agosto, G Cavaliere, D Kristensen, A Rahbek
Journal of Empirical Finance 38, 640-663, 2016
762016
Системата не може да изпълни операцията сега. Опитайте отново по-късно.
Статии 1–20