Anders Rahbek

Anders Rahbek

Professor


  1. 2021
  2. Udgivet

    A Primer on Bootstrap Testing of Hypotheses in Time Series Models: With an Application to Double Autoregressive Models

    Cavaliere, G. & Rahbek, Anders, 2021, I : Econometric Theory. 37, 1, s. 1-48

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  3. Udgivet

    An Introduction to Bootstrap Theory in Time Series Econometrics

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2021, Oxford Research Encyclopedia of Economics and Finance. Hamilton, J. H., Dixit, A., Edwards, S. & Judd, K. (red.). Oxford University Press

    Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskningfagfællebedømt

  4. Accepteret/In press

    Bootstrapping non-stationary stochastic volatility

    Cavaliere, G., Boswijk, H. P., Georgiev, I. & Rahbek, Anders, 2021, (Accepteret/In press) I : Journal of Econometrics.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  5. Accepteret/In press

    Bootstrapping non-stationary stochastic volatility

    Boswijk, H. P., Cavaliere, G., Georgiev, I. & Rahbek, Anders, 2021, (Accepteret/In press) I : Journal of Econometrics.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  6. 2020
  7. E-pub ahead of print

    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, 15 sep. 2020, I : Journal of Econometrics.

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  8. Udgivet

    An Introduction to Bootstrap Theory in Time Series Econometrics

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 28 maj 2020, 35 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 20-02).

    Publikation: Working paperForskning

  9. Udgivet

    Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling

    Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2020, I : Journal of Business and Economic Statistics. 38, 1, s. 55-67

    Publikation: Bidrag til tidsskriftTidsskriftartikelForskningfagfællebedømt

  10. 2019
  11. Udgivet

    Dynamic Conditional Eigenvalue GARCH

    Hetland, Simon Thinggaard, Pedersen, Rasmus Søndergaard & Rahbek, Anders, 17 dec. 2019, 55 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-13).

    Publikation: Working paperForskning

  12. Udgivet

    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 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-02).

    Publikation: Working paperForskning

  13. Udgivet

    A Primer On Bootstrap Testing Of Hypotheses In Time Series Models: With An Application To Double Autoregressive Models

    Cavaliere, G. & Rahbek, Anders, 2019, 49 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-03).

    Publikation: Working paperForskning

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