The following pages link to Anders Rahbek (Q250879):
Displaying 42 items.
- (Q701966) (redirect page) (← links)
- Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions (Q701967) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← links)
- Nonstationary GARCH with \(t\)-distributed innovations (Q1667982) (← links)
- Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
- Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Oscillating systems with cointegrated phase processes (Q2408050) (← links)
- Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions (Q2771550) (← links)
- Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models (Q2859513) (← links)
- THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL (Q2886961) (← links)
- ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS (Q2886965) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- An I(2) cointegration model with piecewise linear trends (Q3018500) (← links)
- Vector equilibrium correction models with non‐linear discontinuous adjustments (Q3023043) (← links)
- Poisson Autoregression (Q3069878) (← links)
- Estimation and Asymptotic Inference in the AR-ARCH Model (Q3086362) (← links)
- ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Q3375346) (← links)
- An Introduction to Regime Switching Time Series Models (Q3646985) (← links)
- Approximate Conditional Unit Root Inference (Q4544835) (← links)
- The Fixed Volatility Bootstrap for a Class of Arch(<i>q</i>) Models (Q4556518) (← links)
- Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models (Q4614277) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- Cointegration rank inference with stationary regressors in VAR models (Q4705829) (← links)
- Asymptotics of the QMLE for Non-Linear ARCH Models (Q4928509) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (Q5080462) (← links)
- Multivariate variance targeting in the BEKK-GARCH model (Q5093221) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components (Q5251500) (← links)
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)
- ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH (Q5314886) (← links)
- Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case (Q5473024) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)
- Dynamic conditional eigenvalue GARCH (Q6090564) (← links)
- High-Dimensional Cointegration and Kuramoto Inspired Systems (Q6144491) (← links)
- Bootstrap inference for Hawkes and general point processes (Q6163273) (← links)
- The validity of bootstrap testing for threshold autoregression (Q6190947) (← links)
- Tail behavior of ACD models and consequences for likelihood-based estimation (Q6193064) (← links)
