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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Rahbek, Anders"
~subject:"Economics of insurance"
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Estimation theory
Economics of insurance
Schätztheorie
4
ARCH model
2
ARCH-Modell
2
Cointegration
2
Kointegration
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
1965-2008
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Analysis of variance
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Private consumption
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Privater Konsum
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Statistical test
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Statistischer Test
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Rahbek, Anders
Nielsen, Morten Ørregaard
15
Robert, Christian P.
12
Gouriéroux, Christian
11
Teräsvirta, Timo
11
Johansen, Søren
10
Guégan, Dominique
8
Kristensen, Dennis
8
Podolskij, Mark
7
Zakoïan, Jean-Michel
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Francq, Christian
5
Hounyo, Ulrich
5
Monfort, Alain
5
Philippe, Anne
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Berred, Alexandre M.
4
Comte, Fabienne
4
Guerre, Emmanuel
4
Hillebrand, Eric
4
Jasiak, Joann
4
Lunde, Asger
4
MacKinnon, James G.
4
Robin, Jean-Marc
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Billio, Monica
3
Broze, Laurence
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Ghysels, Eric
3
Hardouin, C.
3
Kanaya, Shin
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
CREATES research paper
Discussion papers / Department of Economics, University of Copenhagen
9
Econometric theory
3
Journal of econometrics
3
CREATES Research Paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of empirical finance
2
The econometrics journal
2
Univ. of Copenhagen Dept. of Economics Discussion Paper
2
Econometric reviews
1
Economics letters
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
University of Copenhagen Department of Economics Discussion Papers
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
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ECONIS (ZBW)
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Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2015
Persistent link: https://www.econbiz.de/10010529443
Saved in:
2
Multivariate variance targeting in the BEKK-GARCH Model
Pedersen, Rasmus Søndergaard
;
Rahbek, Anders
-
2012
Persistent link: https://www.econbiz.de/10009667363
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3
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008663980
Saved in:
4
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
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