Anders Rahbek

Anders Rahbek

Professor

Medlem af:


    1. Udgivet

      An Introduction to Regime Switching Time Series Models

      Lange, Theis & Rahbek, Anders, 2009, Handbook of Financial Time Series. Andersen, T. G., Davis, R. A., Kreiss, J. P. & Mikosch, T. (red.). Springer, s. 871-888 18 s.

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

    2. 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 paperForskning

    3. 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

    4. 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 tidsskriftTidsskriftartikelfagfællebedømt

    5. Udgivet

      A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR MODELS

      Cavaliere, G., Angelis, L. D., Rahbek, Anders & Robert Taylor, A. M., 1 feb. 2015, I: Oxford Bulletin of Economics and Statistics. 77, 1, s. 106-128 23 s.

      Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

    6. Udgivet

      An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application

      Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, 2009, Department of Economics, University of Copenhagen, 24 s.

      Publikation: Working paperForskning

    7. Udgivet

      An I(2) cointegration model with piecewise linear trends

      Kurita, T., Nielsen, Heino Bohn & Rahbek, Anders, jul. 2011, I: Econometrics Journal. 14, 2, s. 131-155 25 s.

      Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

    8. 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

    9. 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

    10. Udgivet

      An Introduction to Regime Switching Time Series Models

      Lange, Theis & Rahbek, Anders, 2006, Department of Applied Mathematics and Statistics / University of Copenhagen, s. 1-16.

      Publikation: Working paperForskning

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