Narrow search
Showing 1 - 10 of 19
Cover Image
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna; Cavaliere, Giuseppe; Kristensen, Dennis; … - 2015
Persistent link: https://www.econbiz.de/10011516997
Cover Image
An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - 2009
Persistent link: https://www.econbiz.de/10003863153
Cover Image
Poisson autoregression
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - 2009
Persistent link: https://www.econbiz.de/10003849524
Cover Image
Bootstrap sequential determination of the co-integrated rank in VAR models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert - 2010
Persistent link: https://www.econbiz.de/10003932092
Cover Image
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders; Bohn Nielsen, Heino - 2012
Persistent link: https://www.econbiz.de/10009546007
Cover Image
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard; Rahbek, Anders - 2015
Persistent link: https://www.econbiz.de/10010529443
Cover Image
Multivariate variance targeting in the BEKK-GARCH Model
Pedersen, Rasmus Søndergaard; Rahbek, Anders - 2012
Persistent link: https://www.econbiz.de/10009667363
Cover Image
Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - 2012
Persistent link: https://www.econbiz.de/10009614507
Cover Image
The qualitative expectations hypothesis : model ambiguity, consistent representations of market forecasts, and sentiment
Frydman, Roman; Johansen, Søren; Rahbek, Anders; Nyboe … - 2017
Persistent link: https://www.econbiz.de/10011706104
Cover Image
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis - 2009
Persistent link: https://www.econbiz.de/10003883603