Anders Rahbek

Anders Rahbek

Professor

Medlem af:

    ORCID: 0000-0002-2549-1913

    Udgivelsesår:
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    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 tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    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/rapport › Bidrag til bog/antologi › Forskning › fagfællebedømt

    4. Udgivet

      Bootstrapping non-stationary stochastic volatility

      Boswijk, H. P., Cavaliere, G., Georgiev, I. & Rahbek, Anders, 2021, I: Journal of Econometrics. 224, 1

      Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    5. 2020
    6. 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 paper

    7. 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 tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    8. 2019
    9. 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 paper

    10. 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 paper

    11. 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 paper

    12. Udgivet

      Testing in GARCH-X Type Models

      Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2019, I: Econometric Theory. 35, 5, s. 1012-1047

      Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

    13. 2018
    14. 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

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