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 - 2 ud af 2Pr. side: 10
- 2018
- Udgivet
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, 5 dec. 2018, 36 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 18-10).Publikation: Working paper › Forskning
- Udgivet
The Fixed Volatility Bootstrap for a Class of ARCH(q) Models
Cavaliere, G., Pedersen, Rasmus Søndergaard & Rahbek, Anders, 5 aug. 2018, I: Journal of Time Series Analysis. 39, 6, s. 920-941Publikation: 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