Narrow search
Showing 221 - 230 of 1,121
Cover Image
An introduction to regime switching time series models
Lange, Theis; Rahbek, Anders - In: Handbook of financial time series, (pp. 871-887). 2009
Persistent link: https://www.econbiz.de/10003834264
Cover Image
Poisson autoregression
Fokianos, Konstantinos; Rahbek, Anders; Tjøstheim, Dag - 2009
Persistent link: https://www.econbiz.de/10003849524
Cover Image
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
Cover Image
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/10003863153
Cover Image
The likelihood ratio test for cointegration ranks in the I(2) model
Bohn Nielsen, Heino; Rahbek, Anders - In: Econometric theory 23 (2007) 4, pp. 615-637
Persistent link: https://www.econbiz.de/10003549573
Cover Image
On the law of large numbers for (geometrically) ergodic Markov chains
Jensen, Søren Tolver; Rahbek, Anders - In: Econometric theory 23 (2007) 4, pp. 761-766
Persistent link: https://www.econbiz.de/10003549613
Cover Image
Asymptotic inference for nonstationary GARCH
Jensen, Søren Tolver; Rahbek, Anders - In: Econometric theory 20 (2004) 6, pp. 1203-1226
Persistent link: https://www.econbiz.de/10002424931
Cover Image
Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino; Rahbek, Anders - In: Journal of empirical finance 29 (2014), pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
Cover Image
Nonstationary ARCH and GARCH with t-distributed innovations
Pedersen, Rasmus Søndergaard; Rahbek, Anders - 2015
Persistent link: https://www.econbiz.de/10010529443
Cover Image
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