Anders Rahbek

Professor

Department of Economics
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Building: 26-3-00
- anders.rahbek@econ.ku.dk
- https://www.econ.ku.dk
Phone: +4535324031Fax: +4535323064

Member of:

ORCID: 0000-0002-2549-1913

2987 downloads

Published

An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
2427 downloads

Published

Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Research output: Working paper › Research
2388 downloads

Published

Poisson Autoregression
Research output: Working paper › Research
1423 downloads

Published

Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility
Research output: Working paper › Research
772 downloads

Published

Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models
Research output: Working paper › Research

ID: 8883

2987 downloads
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Research output: Working paper › Research
Published
2427 downloads
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Research output: Working paper › Research
Published
2388 downloads
Poisson Autoregression
Research output: Working paper › Research
Published