Anders Rahbek

Anders Rahbek

Professor

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    ORCID: 0000-0002-2549-1913

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    1. Udgivet

      Poisson Autoregression

      Fokianos, K., Rahbek, Anders & Tjøstheim, D., 2008, Department of Economics, University of Copenhagen, 37 s.

      Publikation: Working paper › Forskning

    2. Udgivet

      Test for cointegration rank in partial systems

      Johansen, Søren, Harboe, I., Nielsen, B. & Rahbek, Anders, 1995, København, s. 32.

      Publikation: Working paper › Forskning

    3. Udgivet

      Testing Garch-X Type Models

      Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2017, 35 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 17-15).

      Publikation: Working paper › Forskning

    4. Udgivet

      Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models

      Kristensen, D. & Rahbek, Anders, 2010, Department of Economics, University of Copenhagen, 26 s.

      Publikation: Working paper › Forskning

    5. Udgivet

      Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility

      Cavaliere, G., Rahbek, Anders & Taylor, A. M. R., 2008, Department of Economics, University of Copenhagen, 31 s.

      Publikation: Working paper › Forskning

    6. Udgivet

      The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

      Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 15 mar. 2019, 55 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 19-02).

      Publikation: Working paper › Forskning

    7. Udgivet

      The Power of Some Multivariate Cointegrations Tests

      Rahbek, Anders, 1994, H.C.Ø.-Tryk, s. 37.

      Publikation: Working paper › Forskning

    8. Udgivet

      The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment

      Frydman, R., Johansen, Søren, Rahbek, Anders & Tabor, M. N., 2017, 38 s. (University of Copenhagen. Institute of Economics. Discussion Papers (Online); Nr. 17-10). (Institute for New Economic Thinking Working Paper Series; Nr. 59).

      Publikation: Working paper › Forskning

    9. Udgivet

      Trend-Stationarity in the I(2) Cointegration Model

      Jørgensen, C., Kongsted, H. C. & Rahbek, Anders, 1996, Department of Economics, University of Copenhagen, 35 s.

      Publikation: Working paper › Forskning

    10. Udgivet

      Unit root vector autoregression with volatility induced stationarity

      Rahbek, Anders & Nielsen, Heino Bohn, 2012, Department of Economics, University of Copenhagen, 36 s.

      Publikation: Working paper › Forskning

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