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~isPartOf:"CREATES research paper"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~person:"Rahbek, Anders"
~subject:"Theorie"
~subject:"VAR model"
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Rahbek, Anders
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CREATES research paper
European journal of operational research : EJOR
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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2
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
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