Concepedia

Anders Rahbek

AR

47

Publications

2.8K

Citations

27

H-Index

1998

Active since

Affiliations

University of Copenhagen(Current)

University of Bologna

Aarhus University

University of Essex

University of Nottingham

Anders Rahbek is an author at University of Copenhagen specializing in statistics, business, and econometrics.

Top concepts

StatisticsEconometricsBusinessFinanceEconomicsTime Series EconometricsEngineeringStatistical InferenceFinancial EconomicsMacroeconomics

Publications per year

1998–2023

47

Publications

47

Poisson Autoregression

Konstantinos Fokianos, Anders Rahbek, Dag Tjøstheim · Journal of the American Statistical Association · 2009 · 409 citations

Parameter Estimation, Engineering, Nonlinear Poisson Autoregression +9

Asymptotic Inference on Cointegrating Rank in Partial Systems

Ingrid Harbo, Søren Johansen, Bent Nielsen et al. · Journal of Business and Economic Statistics · 1998 · 227 citations

Dynamic Economic Model, Economics, Econometric Model +13

Asymptotic Inference on Cointegrating Rank in Partial Systems

Ingrid Harbo, Søren Johansen, Bent Nielsen et al. · Journal of Business and Economic Statistics · 1998 · 216 citations

Dynamic Economic Model, Economics, Econometric Model +13

ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH

Søren Jensen, Anders Rahbek · Econometric Theory · 2004 · 211 citations

Empirical Finance, Volatility Modeling, Engineering +16

Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

Søren Jensen, Anders Rahbek · Econometrica · 2004 · 152 citations

Nonstationary Case, Parameter Estimation, Qmle Estimator +10

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