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isPartOf:"Working paper series"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~person:"Rahbek, Anders"
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Search: subject_exact:"Autoregressive distributed lag model"
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Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2013
Persistent link: https://www.econbiz.de/10010206033
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2
Bootstrap determination of the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614389
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3
Bootstrap sequential determination of the co-integration rank in VAR-models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003932344
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4
Testing and inference in nonlinear cointegrating vector error correction models
Kristensen, Dennis
;
Rahbek, Anders
-
2010
Persistent link: https://www.econbiz.de/10008661901
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5
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/10003859942
Saved in:
6
Likelihood ratio testing for cointegration ranks in I(2) models
Bohn Nielsen, Heino
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001839976
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