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~person:"Rahbek, Anders"
~subject:"Kointegration"
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Time-series evidence for Balas...
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Kointegration
Cointegration
46
VAR model
23
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23
Time series analysis
17
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17
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16
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16
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Rahbek, Anders
Caporale, Guglielmo Maria
165
Gil-Alaña, Luis A.
134
Narayan, Paresh Kumar
96
Lütkepohl, Helmut
89
Bahmani-Oskooee, Mohsen
86
Phillips, Peter C. B.
79
Belke, Ansgar
77
Nielsen, Morten Ørregaard
72
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71
Shahbaz, Muhammad
67
Wagner, Martin
61
Rault, Christophe
58
Chang, Tsangyao
57
Gupta, Rangan
55
Dreger, Christian
51
Banerjee, Anindya
50
Jusélius, Katarina
47
Herzer, Dierk
45
Smyth, Russell
43
Westerlund, Joakim
42
Beckmann, Joscha
41
Saikkonen, Pentti
41
Trenkler, Carsten
41
Pesaran, M. Hashem
39
Tiwari, Aviral Kumar
39
Apergēs, Nikolaos
38
Ramírez, Miguel D.
38
Narayan, Seema
36
Hall, Stephen G.
35
Gao, Jiti
34
Wolters, Jürgen
34
Strachan, Rodney W.
33
Siliverstovs, Boriss
30
Cheung, Yin-Wong
29
Lee, Chien-chiang
29
Odhiambo, Nicholas M.
29
Reimers, Hans-Eggert
29
Hassler, Uwe
28
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28
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1
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6
Journal of econometrics
5
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4
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4
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4
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3
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3
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3
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2
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2
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ECONIS (ZBW)
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1
Weak exogeneity in I(2) VAR systems
Paruolo, Paolo
;
Rahbek, Anders
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 281-308
Persistent link: https://www.econbiz.de/10001406658
Saved in:
2
Trend stationarity in the I(2)
cointegration
model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, …
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
Saved in:
3
Stationary and asymptotics of multivariate ARCH time series with an application to robustness of
cointegration
analysis
Hansen, Ernst
;
Rahbek, Anders
-
1998
Persistent link: https://www.econbiz.de/10001369614
Saved in:
4
Bootstrap testing of hypotheses on
co-integration
relations in vector autoregressive models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
2
,
pp. 813-831
Persistent link: https://www.econbiz.de/10011350499
Saved in:
5
A comparison of sequential and information-based methods for determining the
co-integration
rank in heteroskedastic VAR models
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
1
,
pp. 106-128
Persistent link: https://www.econbiz.de/10011373619
Saved in:
6
Inference on
co-integration
parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
7
Determining the
cointegration
rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
8
Vector equilibrium correction models with non-linear discountinuous adjustments
Bec, Frédérique
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728534
Saved in:
9
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
Saved in:
10
Asymptotic likelihood based inference for cointegrated homogenous Gaussian diffusions
Kessler, Mathieu
;
Rahbek, Anders
-
1999
Persistent link: https://www.econbiz.de/10001456590
Saved in:
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