Anders Rahbek
Professor
Økonomisk Institut
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Bygning: 26-3-00
Medlem af:
ORCID: 0000-0002-2549-1913
1 - 3 ud af 3Pr. side: 10
- 2005
- Udgivet
A Note on the Law of Large Numbers for Functions of Geometrically Ergodic Time Series
Jensen, S. T. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, s. 1-7.Publikation: Working paper › Forskning
- Udgivet
Asymptotics of the QMLE for General ARCH(q) Models
Kristensen, D. & Rahbek, Anders, 2005, Department of Applied Mathematics and Statistics, s. 1-37.Publikation: Working paper › Forskning
- Udgivet
Asymptotics of the QMLE for a Class of ARCH(q) Models
Kristensen, D. & Rahbek, Anders, 2005, I: Econometric Theory. 21, 5, s. 946-961Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
ID: 8883
Flest downloads
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3092
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Publikation: Working paper › Forskning
Udgivet -
2500
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Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Publikation: Working paper › Forskning
Udgivet -
2481
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Poisson Autoregression
Publikation: Working paper › Forskning
Udgivet