Showing 1 - 5 results of 5 for search 'Rahbek, A', query time: 0.02s Refine Results
  1. 1
    Similarity Issues in Cointegration Analysis.

    Similarity Issues in Cointegration Analysis. by Nielsen, B, Rahbek, A

    Published 2000
    Journal article
  2. 2
    Autoregressive conditional root model.

    Autoregressive conditional root model. by Rahbek, A, Shephard, N

    Published 2001
    Working paper
  3. 3
    The ACR Model: A Multivariate Dynamic Mixture Autoregression.

    The ACR Model: A Multivariate Dynamic Mixture Autoregression. by Bec, F, Rahbek, A, Shephard, N

    Published 2008
    Journal article
  4. 4
    The ACR Model: A Multivariate Dynamic Mixture Autoregression.

    The ACR Model: A Multivariate Dynamic Mixture Autoregression. by Bec, F, Rahbek, A, Shephard, N

    Published 2007
    Working paper
  5. 5
    Asymptotic inference on cointegrating rank in partial systems.

    Asymptotic inference on cointegrating rank in partial systems. by Harbo, I, Johansen, S, Nielsen, B, Rahbek, A

    Published 1998
    Journal article

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