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31
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Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10010097157
Saved in:
2
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1741
Persistent link: https://www.econbiz.de/10009997697
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3
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A.M. Robert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1719-1761
Persistent link: https://www.econbiz.de/10008719749
Saved in:
4
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion
Cavaliere, Giuseppe
;
Taylor, A. M. Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10010088588
Saved in:
5
Wild Bootstrap of the Sample Mean in the Infinite Variance Case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Robert Taylor, A. M.
- In:
Econometric reviews
32
(
2013
)
2
,
pp. 204-219
Persistent link: https://www.econbiz.de/10010053018
Saved in:
6
Trend stationarity in the I(2) cointegration model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, Clara
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-290
Persistent link: https://www.econbiz.de/10006786373
Saved in:
7
Similarity Issues in Cointegration Analysis
Nielsen, Bent
;
Rahbek, Anders
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10006454595
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8
Special Section on Exogeneity, Cointegration, and Economic Policy - Asymptotic Inference on Cointegrating Rank in Partial Systems
Harbo, Ingrid
;
Johansen, Søren
;
Nielsen, Bent
;
Rahbek, …
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 388-399
Persistent link: https://www.econbiz.de/10008218982
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9
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
Saved in:
10
ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
Jensen, Søren Tolver
;
Rahbek, Anders
;
Andrews, D.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 761-766
Persistent link: https://www.econbiz.de/10007732413
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