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
An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application 0 0 0 51 0 0 6 152
An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application 0 0 0 40 0 0 4 91
Autoregressive conditional root model 0 0 0 188 0 0 3 844
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 39 0 0 4 85
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 47 0 2 10 170
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 1 141 2 2 10 348
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 70 0 0 2 131
Co-integration Rank Testing under Conditional Heteroskedasticity 0 0 2 237 0 0 7 471
Co-integration rank tests under conditional heteroskedasticity 0 0 0 62 0 0 6 171
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 2 123 1 1 7 204
Likelihood Ratio Testing for Cointegration Ranks in I(2) Models 0 0 0 118 0 0 4 446
Likelihood-Based Inference in Nonlinear Error-Correction Models 0 0 1 151 1 1 5 325
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 2 38 0 1 7 202
Multivariate Variance Targeting in the BEKK-GARCH Model 0 0 1 152 2 3 20 518
Poisson Autoregression 0 0 3 105 2 5 17 288
Poisson Autoregression 0 0 1 354 0 2 10 954
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models 0 0 0 124 1 2 4 439
Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models 0 1 1 66 0 1 3 82
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 115 0 1 9 367
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 1 233 0 0 9 553
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 30 0 0 8 153
The ACR model: a multivariate dynamic mixture autoregression 0 0 1 194 7 26 55 683
The Autoregressive Conditional Root (ACR) Model 0 0 1 33 0 0 7 109
Trend-Stationarity in the I(2) Cointegration Model 0 0 0 1 0 0 10 620
Unit Root Vector Autoregression with volatility Induced Stationarity 0 1 1 48 0 1 8 106
Unit root vector autoregression with volatility induced stationarity 0 0 0 19 1 3 10 97
Total Working Papers 0 2 18 2,779 17 51 245 8,609


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH 0 1 3 81 2 5 15 200
ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS 0 1 4 74 1 4 13 216
An I(2) cointegration model with piecewise linear trends 0 0 0 0 0 0 1 108
Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case 0 0 1 108 0 2 13 392
Asymptotics of the QMLE for Non-Linear ARCH Models 0 1 2 142 2 3 9 337
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models 0 1 7 125 2 11 37 339
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY 0 0 2 56 0 2 6 132
Cointegration rank inference with stationary regressors in VAR models 0 0 0 1 0 1 10 928
Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional 0 0 0 21 0 0 4 172
Estimation and Asymptotic Inference in the AR-ARCH Model 0 1 1 22 0 2 5 76
Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions 0 1 4 40 0 1 6 96
Likelihood-based inference for cointegration with nonlinear error-correction 0 0 1 69 2 3 6 199
Multivariate variance targeting in the BEKK–GARCH model 0 0 1 13 1 5 13 74
ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS 0 0 0 52 0 2 4 142
Poisson Autoregression 2 2 4 23 2 4 9 78
Purchasing power parity: A nonlinear multivariate perspective 0 1 2 16 0 2 4 41
Similarity Issues in Cointegration Analysis 0 0 0 113 0 1 3 289
TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS 0 2 2 44 1 7 10 138
THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL 0 0 0 25 0 1 1 88
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 5 61 1 1 14 189
The ACR Model: A Multivariate Dynamic Mixture Autoregression* 0 0 0 88 3 8 16 271
Trend stationarity in the I(2) cointegration model 0 0 0 81 0 1 4 212
Vector equilibrium correction models with non-linear discontinuous adjustments 0 1 2 150 1 3 9 420
Weak exogeneity in I(2) VAR systems 0 0 0 52 1 2 5 156
Total Journal Articles 2 12 41 1,457 19 71 217 5,293


Statistics updated 2021-01-03