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Cointegration rank inference with stationary regressors in VAR models
Rahbek, Anders; Mosconi, Rocco - In: The econometrics journal 2 (1999) 1, pp. 76-91
Persistent link: https://www.econbiz.de/10001449262
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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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An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 14 (2011) 2, pp. 131-156
Persistent link: https://www.econbiz.de/10009136254
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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. 628-651
Persistent link: https://www.econbiz.de/10002463704
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An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 14 (2011) 2, pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
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Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: The econometrics journal 17 (2014) 1, pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
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Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space
Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 27 (2024) 1, pp. 107-125
Persistent link: https://www.econbiz.de/10014528095
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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - In: The econometrics journal 2 (1999) 1, pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
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Simulation-based likelihood inference for limited dependent processes
Manrique, Aurora; Shephard, Neil G. - In: The econometrics journal 1 (1998) 1, pp. 174-202
Persistent link: https://www.econbiz.de/10001443690
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Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - In: The econometrics journal 12 (2009) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10003948806