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~person:"Rahbek, Anders"
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Rahbek, Anders
Caporale, Guglielmo Maria
193
Gil-Alaña, Luis A.
138
Belke, Ansgar
134
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120
Narayan, Paresh Kumar
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97
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70
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63
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58
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57
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ECONIS (ZBW)
41
RePEc
8
Showing
1
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10
of
49
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1
Weak exogeneity in I(2) VAR systems
Paruolo, Paolo
;
Rahbek, Anders
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 281-308
Persistent link: https://www.econbiz.de/10001406658
Saved in:
2
Trend stationarity in the I(2)
cointegration
model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, …
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
Saved in:
3
Stationary and asymptotics of multivariate ARCH time series with an application to robustness of
cointegration
analysis
Hansen, Ernst
;
Rahbek, Anders
-
1998
Persistent link: https://www.econbiz.de/10001369614
Saved in:
4
Bootstrap testing of hypotheses on
co-integration
relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
5
A comparison of sequential and information-based methods for determining the
co-integration
rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
1
,
pp. 106-128
Persistent link: https://www.econbiz.de/10011373619
Saved in:
6
Inference on
co-integration
parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
7
Determining the
cointegration
rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
8
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
Saved in:
9
Cointegration
rank inference with stationary regressors in VAR models
Rahbek, Anders
;
Mosconi, Rocco
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 76-91
Persistent link: https://www.econbiz.de/10001449262
Saved in:
10
Asymptotic likelihood based inference for cointegrated homogenous Gaussian diffusions
Kessler, Mathieu
;
Rahbek, Anders
-
1999
Persistent link: https://www.econbiz.de/10001456590
Saved in:
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