Anders Rahbek
Professor
Økonomisk Institut
Øster Farimagsgade 5, 1014 København K, 26 Gammeltoftsgade 17, Bygning: 26-3-00
Medlem af:
ORCID: 0000-0002-2549-1913
- Udgivet
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
Cavaliere, G., Nielsen, Heino Bohn & Rahbek, Anders, 2020, I: Journal of Business and Economic Statistics. 38, 1, s. 55-67Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
ID: 8883
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3062
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An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application
Publikation: Working paper › Forskning
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2477
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Bootstrap Sequential Determination of the Co-integration Rank in VAR Models
Publikation: Working paper › Forskning
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2454
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Poisson Autoregression
Publikation: Working paper › Forskning
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