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COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A.M. Robert - In: Econometric theory 26 (2010) 6, pp. 1719-1761
Persistent link: https://www.econbiz.de/10008719749
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Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 4, pp. 1721-1741
Persistent link: https://www.econbiz.de/10009997697
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Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert - In: Estudios de economía aplicada : revista promovida por … 28 (2010) 3, pp. 519-551
Persistent link: https://www.econbiz.de/10010097157
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Vector equilibrium correction models with non-linear discontinuous adjustments
Bec, Frédérique; Rahbek, Anders - In: The econometrics journal 7 (2004) 2, pp. 628
Persistent link: https://www.econbiz.de/10007442923
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Trend stationarity in the I(2) cointegration model
Rahbek, Anders; Kongsted, Hans Christian; Jørgensen, Clara - In: Journal of econometrics 90 (1999) 2, pp. 265-290
Persistent link: https://www.econbiz.de/10006786373
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Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case
Jensen, Søren Tolver; Rahbek, Anders - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 2, pp. 641-646
Persistent link: https://www.econbiz.de/10006758449
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A Factor Model Approach to Multiple Testing Under Dependence
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1406-1416
Persistent link: https://www.econbiz.de/10008376204
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Estimation and Asymptotic Inference in the AR-ARCH Model
Lange, Theis; Rahbek, Anders; Jensen, Sren Tolver - In: Econometric reviews 30 (2011) 2, pp. 129-154
Persistent link: https://www.econbiz.de/10008813123
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Special Section on Exogeneity, Cointegration, and Economic Policy - Asymptotic Inference on Cointegrating Rank in Partial Systems
Harbo, Ingrid; Johansen, Søren; Nielsen, Bent; Rahbek, … - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 388-399
Persistent link: https://www.econbiz.de/10008218982
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ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
Jensen, Søren Tolver; Rahbek, Anders; Andrews, D.; … - In: Econometric theory 23 (2007) 4, pp. 761-766
Persistent link: https://www.econbiz.de/10007732413