Anders Rahbek

Anders Rahbek

University of Copenhagen - Copenhagen / Denmark
Economics & Econometrics / Economics
AD Scientific Index ID: 1557206
Københavns Universitet
person_outline Anders Rahbek's MOST POPULAR ARTICLES
1-) Poisson autoregressionK Fokianos, A Rahbek, D TjøstheimJournal of the American Statistical Association 104 (488), 1430-1439, 20094472009
2-) Asymptotic inference on cointegrating rank in partial systemsI Harbo, S Johansen, B Nielsen, A RahbekJournal of business & economic statistics 16 (4), 388-399, 19984571998
3-) Asymptotic inference for nonstationary GARCHST Jensen, A RahbekEconometric Theory 20 (6), 1203-1226, 20042352004
4-) Asymptotic normality of the QMLE estimator of ARCH in the nonstationary caseST Jensen, A RahbekEconometrica 72 (2), 641-646, 20041862004
5-) Trend stationarity in the I (2) cointegration modelA Rahbek, HC Kongsted, C JørgensenJournal of econometrics 90 (2), 265-289, 19991711999