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Shephard, Neil
27
Rahbek, Anders
17
Barndorff-Nielsen, Ole E.
7
Chib, Siddhartha
5
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3
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3
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2
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2
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2
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2
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Journal of econometrics
10
Econometric theory
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of the American Statistical Association : JASA
3
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2
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The ACR Model: A Multivariate Dynamic Mixture Autoregression
Bec, Frédérique
;
Rahbek, Anders
;
Shephard, Neil
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 583-618
Persistent link: https://www.econbiz.de/10008103830
Saved in:
2
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
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3
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
Saved in:
4
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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5
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
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6
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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7
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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8
THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
Nielsen, Heino Bohn
;
Rahbek, Anders
;
Bacchiocchi, E.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 615-637
Persistent link: https://www.econbiz.de/10007732418
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9
PROBLEMS AND SOLUTIONS - SOLUTIONS - The Limit Distribution of Cointegration Rank Tests of "Wald" Type
Rahbek, Anders
- In:
Econometric theory
18
(
2002
)
4
,
pp. 1016
Persistent link: https://www.econbiz.de/10006973185
Saved in:
10
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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