Access Statistics for Anders Rahbek

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS 0 0 2 105 3 3 10 112
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 4 0 5 10 46
AN INTRODUCTION TO BOOTSTRAP THEORY IN TIME SERIES ECONOMETRICS 0 0 3 149 3 8 16 132
An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application 0 0 0 54 0 4 15 175
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application 0 0 0 42 1 3 6 100
Autoregressive conditional root model 0 0 0 190 0 8 12 862
BOOTSTRAP INFERENCE FOR HAWKES AND GENERAL POINT PROCESSES 0 0 1 20 0 11 19 108
BOOTSTRAP INFERENCE ON THE BOUNDARY OF THE PARAMETER SPACE WITH APPLICATION TO CONDITIONAL VOLATILITY MODELS 0 0 1 99 2 8 13 242
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 48 1 7 10 195
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 40 0 5 11 102
Bootstrap Inference for Hawkes and General Point Processes 0 0 0 39 2 8 11 67
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 70 0 0 4 138
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 143 0 5 9 384
Bootstrap determination of the co-integration rank in VAR models 0 0 0 3 0 2 6 67
Bootstrap inference for Hawkes and general point processes 0 0 0 0 2 10 14 31
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 4 1 3 7 25
Bootstrapping Non-Stationary Stochastic Volatility 0 0 0 67 0 11 15 120
Co-integration Rank Testing under Conditional Heteroskedasticity 0 0 0 238 1 3 5 486
Co-integration rank tests under conditional heteroskedasticity 0 0 0 64 3 6 10 187
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 0 51 1 5 9 62
Dynamic Conditional Eigenvalue GARCH 0 0 0 72 0 1 11 107
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 1 11 12 77
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 1 1 127 0 6 12 226
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models 0 0 0 118 0 3 5 455
Likelihood-Based Inference in Nonlinear Error-Correction Models 0 0 0 151 1 8 8 338
MinP Score Tests with an Inequality Constrained Parameter Space 0 0 4 22 1 3 24 84
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 0 0 0 202 0 3 12 469
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 0 40 1 3 8 231
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 0 154 0 1 2 554
Nonstationary ARCH and GARCH with t-Distributed Innovations 0 0 0 45 0 3 7 83
Nonstationary ARCH and GARCH with t-distributed Innovations 0 0 0 25 0 1 1 62
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 0 0 0 79 2 5 11 159
Poisson Autoregression 0 0 0 360 1 8 14 1,007
Poisson Autoregression 0 1 1 115 2 7 16 343
Specification tests for GARCH processes 0 0 0 6 0 2 4 19
Specification tests for GARCH processes 0 0 1 41 2 10 18 108
TESTING GARCH-X TYPE MODELS 0 0 0 76 0 1 4 157
THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT 0 0 0 23 1 3 9 61
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models 0 0 0 68 0 5 6 96
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models 0 0 0 125 1 4 6 452
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 116 0 6 12 389
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 234 0 4 13 572
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 30 1 7 12 171
The ACR model: a multivariate dynamic mixture autoregression 0 0 0 195 2 5 9 778
The Autoregressive Conditional Root (ACR) Model 0 0 0 39 0 4 8 125
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes 0 0 0 20 2 11 12 46
The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes 0 0 0 54 0 5 14 109
The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment 0 0 1 14 0 4 9 240
The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment 0 0 0 11 1 5 8 27
Trend-Stationarity in the I(2) Cointegration Model 0 0 0 1 0 9 18 659
Unit Root Vector Autoregression with volatility Induced Stationarity 0 0 0 49 0 1 3 118
Unit root vector autoregression with volatility induced stationarity 0 0 0 23 1 2 3 115
Total Working Papers 0 2 15 4,088 40 266 523 12,078

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 6 0 5 10 67
ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH 0 0 1 97 2 5 10 245
ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS 0 0 1 87 0 3 6 249
An I(2) cointegration model with piecewise linear trends 0 0 0 0 0 4 8 120
Approximate Conditional Unit Root Inference 0 0 0 0 0 1 3 6
Asymptotic Likelihood Based Inference for Co‐integrated Homogenous Gaussian Diffusions 0 0 0 3 0 4 6 26
Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case 0 0 0 109 1 4 4 405
Asymptotics of the QMLE for Non-Linear ARCH Models 0 0 0 149 2 8 16 371
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 0 0 0 8 1 6 9 64
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models 0 0 0 131 3 17 25 507
Bootstrap Testing of Hypotheses on Co‐Integration Relations in Vector Autoregressive Models 0 0 2 156 3 9 21 329
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling 0 0 4 26 0 11 24 86
Bootstrapping non-stationary stochastic volatility 0 0 0 6 0 3 7 46
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY 0 0 1 59 1 7 14 169
Cointegration rank inference with stationary regressors in VAR models 0 0 0 1 1 2 9 956
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 0 3 1 5 8 33
Estimation and Asymptotic Inference in the AR-ARCH Model 0 0 1 26 3 4 13 95
Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions 0 0 1 42 1 7 12 115
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 1 2 42 0 5 23 150
Likelihood-based inference for cointegration with nonlinear error-correction 0 0 1 81 1 11 13 235
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) 0 0 2 136 2 9 20 363
Multivariate variance targeting in the BEKK–GARCH model 0 0 0 16 1 4 8 117
Nonstationary GARCH with t-distributed innovations 0 0 0 12 1 4 12 60
ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS 0 0 0 60 1 6 12 172
On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space 0 0 0 4 0 2 4 29
Poisson Autoregression 0 0 5 38 1 7 27 135
Purchasing power parity: A nonlinear multivariate perspective 0 0 1 25 1 7 11 68
Recent developments in bootstrap methods for dependent data 0 0 0 11 0 2 5 42
Recent developments in bootstrap methods for dependent data 0 0 0 4 1 5 11 37
Similarity Issues in Cointegration Analysis 0 0 0 113 1 11 13 306
TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS 0 0 0 47 0 5 9 156
TESTING GARCH-X TYPE MODELS 0 0 0 10 1 4 8 32
THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL 0 0 0 26 0 3 5 97
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 2 69 2 13 20 240
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 91 4 14 30 390
The Fixed Volatility Bootstrap for a Class of Arch(q) Models 0 0 0 9 1 6 9 41
Trend stationarity in the I(2) cointegration model 0 1 3 88 2 8 13 242
Unit root vector autoregression with volatility induced stationarity 0 0 0 17 0 2 7 62
Vector equilibrium correction models with non-linear discontinuous adjustments 0 0 0 150 1 5 21 524
Weak exogeneity in I(2) VAR systems 0 0 0 56 0 2 5 173
Total Journal Articles 0 2 27 2,014 40 240 491 7,560
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09