18
H index
28
i10 index
1208
Citations
Anders Rahbek : Citation Profile
Københavns Universitet (90% share) | RESEARCH PRODUCTION: 41 Articles 52 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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25 years (1996 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Anders Rahbek. | Is cited by:
| Cites to:
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Main data
Where Anders Rahbek has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 8 |
| Journal of Econometrics | 6 |
| Journal of Time Series Analysis | 5 |
| Oxford Bulletin of Economics and Statistics | 3 |
| Econometrics Journal | 3 |
| Journal of Empirical Finance | 2 |
| Econometric Reviews | 2 |
| Econometrica | 2 |
Recent works citing Anders Rahbek (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454. Full description at Econpapers || Download paper |
| 2024 | Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402. Full description at Econpapers || Download paper |
| 2024 | Common Trends and Long-Run Multipliers in Nonlinear Structural VARs. (2024). Mavroeidis, Sophocles ; Duffy, James A. In: Papers. RePEc:arx:papers:2404.05349. Full description at Econpapers || Download paper |
| 2024 | Sequential monitoring for explosive volatility regimes. (2024). Wang, Shixuan ; Trapani, Lorenzo ; Horvath, Lajos. In: Papers. RePEc:arx:papers:2404.17885. Full description at Econpapers || Download paper |
| 2024 | Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087. Full description at Econpapers || Download paper |
| 2024 | Canonical correlation analysis of stochastic trends via functional approximation. (2024). Paruolo, Paolo ; Franchi, Massimo ; Georgiev, Iliyan. In: Papers. RePEc:arx:papers:2411.19572. Full description at Econpapers || Download paper |
| 2024 | VAR models with an index structure: A survey with new results. (2024). Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2412.11278. Full description at Econpapers || Download paper |
| 2025 | Sequential Monte Carlo for Noncausal Processes. (2025). Grassi, Stefano ; Giancaterini, Francesco ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2501.03945. Full description at Econpapers || Download paper |
| 2024 | Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review. (2024). Ditlevsen, Susanne ; Levakova, Marie. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:160-193. Full description at Econpapers || Download paper |
| 2024 | Count network autoregression. (2024). Armillotta, Mirko ; Fokianos, Konstantinos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:584-612. Full description at Econpapers || Download paper |
| 2024 | Interest rate, price level, and the inflation rate: Evidence from the UK during the gold standard regimes. (2024). Choudhry, Taufiq. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:1:p:20-39. Full description at Econpapers || Download paper |
| 2024 | Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lütkepohl, Helmut ; Ltkepohl, Helmut ; Bruns, Martin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2103. Full description at Econpapers || Download paper |
| 2024 | Conditional-mean multiplicative operator models for count time series. (2024). Zhu, Fukang ; Weiss, Christian H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:191:y:2024:i:c:s0167947323001962. Full description at Econpapers || Download paper |
| 2024 | A residual bootstrap for conditional Value-at-Risk. (2024). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623002701. Full description at Econpapers || Download paper |
| 2024 | Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Rahbek, Anders ; Mikosch, Thomas ; Vilandt, Frederik. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299. Full description at Econpapers || Download paper |
| 2024 | The validity of bootstrap testing for threshold autoregression. (2024). Giannerini, Simone ; Rahbek, Anders ; Goracci, Greta. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623000040. Full description at Econpapers || Download paper |
| 2024 | Modelling circular time series. (2024). Palumbo, Dario ; Hurn, Stan ; Harvey, Andrew ; Thiele, Stephen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001446. Full description at Econpapers || Download paper |
| 2024 | Empirical risk minimization for time series: Nonparametric performance bounds for prediction. (2024). Llorens-Terrazas, Jordi ; Brownlees, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001945. Full description at Econpapers || Download paper |
| 2024 | A maximum entropy bootstrap approach to financial development and economic growth in China. (2024). McFarlane, Adian ; Feng, Hui ; Xu, Jingjing ; Tian, Renfang. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000414. Full description at Econpapers || Download paper |
| 2024 | Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673. Full description at Econpapers || Download paper |
| 2024 | Properties of the reconciled distributions for Gaussian and count forecasts. (2024). Giudici, Paolo ; Zambon, Lorenzo ; Corani, Giorgio ; Agosto, Arianna. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1438-1448. Full description at Econpapers || Download paper |
| 2024 | Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452. Full description at Econpapers || Download paper |
| 2024 | Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?. (2024). Iglesias, Emma M ; Rivera-Alonso, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001454. Full description at Econpapers || Download paper |
| 2024 | On higher-order moments of INGARCH processes. (2024). Weiss, Christian H. In: Statistics & Probability Letters. RePEc:eee:stapro:v:214:y:2024:i:c:s0167715224001676. Full description at Econpapers || Download paper |
| 2024 | To Be or Not to Be: The Entrepreneur in Neo-Schumpeterian Growth Theory. (2024). Henrekson, Magnus ; Karlsson, Johan ; Johansson, Dan. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:48:y:2024:i:1:p:104-140. Full description at Econpapers || Download paper |
| 2024 | Specifications tests for count time series models with covariates. (2024). Hukov, Marie ; Hudecov, Rka ; Meintanis, Simos G. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00933-x. Full description at Econpapers || Download paper |
| 2024 | Marginal analysis of count time series in the presence of missing observations. (2024). Nik, Simon. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:4:d:10.1007_s11749-024-00938-6. Full description at Econpapers || Download paper |
| 2024 | Integrated Variance Estimation for Assets Traded in Multiple Venues. (2024). Schweiker, Karsten ; Dias, Gustavo Fruet. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-04. Full description at Econpapers || Download paper |
| 2024 | Heteroskedastic Structural Vector Autoregressions Identified via Long-run Restrictions. (2024). Lutkepohl, Helmut ; Bruns, Martin. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2024-06. Full description at Econpapers || Download paper |
Works by Anders Rahbek:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Likelihood-Based Inference in Nonlinear Error-Correction Models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 67 |
| 2010 | Testing for co-integration in vector autoregressions with non-stationary volatility.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | article | |
| 2008 | Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
| 2007 | Testing for co-integration in vector autoregressions with non-stationary volatility.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 67 | paper | |
| 2009 | Poisson Autoregression In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 122 |
| 2009 | Poisson Autoregression.(2009) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | article | |
| 2008 | Poisson Autoregression.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 122 | paper | |
| 2009 | Co-integration Rank Testing under Conditional Heteroskedasticity In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 46 |
| 2010 | COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY.(2010) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2009 | An I(2) Cointegration Model with Piecewise Linear Trends: Likelihood Analysis and Application In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | An I(2) Cointegration Model With Piecewise Linear Trends: Likelihood Analysis And Application.(2009) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Bootstrap Sequential Determination of the Co-integration Rank in VAR Models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Bootstrap Sequential Determination of the Co-integration Rank in VAR Models.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2010 | Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 10 |
| 2013 | TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS.(2013) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2010 | Testing and Inference in Nonlinear Cointegrating Vector Error Correction Models.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2012 | Unit Root Vector Autoregression with volatility Induced Stationarity In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 16 |
| 2014 | Unit root vector autoregression with volatility induced stationarity.(2014) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2012 | Unit root vector autoregression with volatility induced stationarity.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2012 | Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 30 |
| 2012 | Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2014 | Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models.(2014) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2012 | Multivariate Variance Targeting in the BEKK-GARCH Model In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 42 |
| 2012 | Multivariate Variance Targeting in the BEKK-GARCH Model.(2012) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2014 | Multivariate variance targeting in the BEKK–GARCH model.(2014) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
| 2015 | Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 31 |
| 2016 | Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX).(2016) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
| 2015 | Nonstationary ARCH and GARCH with t-distributed Innovations In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Nonstationary ARCH and GARCH with t-Distributed Innovations.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment.(2017) In: Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Bootstrapping Non-Stationary Stochastic Volatility In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2021 | Bootstrapping non-stationary stochastic volatility.(2021) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2019 | Bootstrapping Non-Stationary Stochastic Volatility.(2019) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2021 | Bootstrap Inference for Hawkes and General Point Processes In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Bootstrap inference for Hawkes and general point processes.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | BOOTSTRAP INFERENCE FOR HAWKES AND GENERAL POINT PROCESSES.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2021 | Specification tests for GARCH processes In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Specification tests for GARCH processes.(2021) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | MinP Score Tests with an Inequality Constrained Parameter Space In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Approximate Conditional Unit Root Inference In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | Recent developments in bootstrap methods for dependent data In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | Recent developments in bootstrap methods for dependent data.(2015) In: Journal of Time Series Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2017 | On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
| 2016 | On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space.(2016) In: Quaderni di Dipartimento. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2018 | The Fixed Volatility Bootstrap for a Class of Arch(q) Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
| 2000 | Similarity Issues in Cointegration Analysis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 46 |
| 2008 | The ACR Model: A Multivariate Dynamic Mixture Autoregression* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 32 |
| 2008 | The ACR model: a multivariate dynamic mixture autoregression.(2008) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2015 | A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 2013 | A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2013) In: Quaderni di Dipartimento. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2001 | Asymptotic Likelihood Based Inference for Co‐integrated Homogenous Gaussian Diffusions In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 8 |
| 2011 | Bootstrap determination of the co-integration rank in VAR models In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Asymptotics of the QMLE for Non-Linear ARCH Models In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2005 | The Autoregressive Conditional Root (ACR) Model In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | ASYMPTOTIC INFERENCE FOR NONSTATIONARY GARCH In: Econometric Theory. [Full Text][Citation analysis] | article | 100 |
| 2005 | ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 26 |
| 2007 | THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL In: Econometric Theory. [Full Text][Citation analysis] | article | 20 |
| 2007 | ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
| 2018 | DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
| 2016 | Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order.(2016) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2019 | TESTING GARCH-X TYPE MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
| 2017 | TESTING GARCH-X TYPE MODELS.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2008 | Purchasing power parity: A nonlinear multivariate perspective In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2004 | Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case In: Econometrica. [Full Text][Citation analysis] | article | 54 |
| 2012 | Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models In: Econometrica. [Full Text][Citation analysis] | article | 67 |
| 2011 | An I(2) cointegration model with piecewise linear trends In: Econometrics Journal. [Citation analysis] | article | 8 |
| 1999 | Cointegration rank inference with stationary regressors in VAR models In: Econometrics Journal. [Citation analysis] | article | 77 |
| 2004 | Vector equilibrium correction models with non-linear discontinuous adjustments In: Econometrics Journal. [Full Text][Citation analysis] | article | 36 |
| 2016 | Nonstationary GARCH with t-distributed innovations In: Economics Letters. [Full Text][Citation analysis] | article | 14 |
| 2010 | Likelihood-based inference for cointegration with nonlinear error-correction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 2016 | Inference on co-integration parameters in heteroskedastic vector autoregressions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
| 2013 | Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2013 | Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 1999 | Trend stationarity in the I(2) cointegration model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 92 |
| 1996 | Trend-Stationarity in the I(2) Cointegration Model..(1996) In: Discussion Papers. [Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
| 1999 | Weak exogeneity in I(2) VAR systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 37 |
| 2003 | Likelihood Ratio Testing for Cointegration Ranks in I(2) Models. In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | BOOTSTRAP INFERENCE ON THE BOUNDARY OF THE PARAMETER SPACE WITH APPLICATION TO CONDITIONAL VOLATILITY MODELS In: Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2019 | The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes In: Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | The Wealth of Parents: Trends over Time in Assortative Mating Based on Parental Wealth In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Dynamic Conditional Eigenvalue GARCH In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | What Is Real and What Is Not in the Global FDI Network? In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional In: Estudios de Economia Aplicada. [Full Text][Citation analysis] | article | 0 |
| 2009 | Co-integration rank tests under conditional heteroskedasticity In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Autoregressive conditional root model In: Economics Papers. [Full Text][Citation analysis] | paper | 12 |
| 2004 | Identification and Inference for Multivariate Cointegrated and Ergodic Gaussian Diffusions In: Statistical Inference for Stochastic Processes. [Full Text][Citation analysis] | article | 12 |
| 2011 | Estimation and Asymptotic Inference in the AR-ARCH Model In: Econometric Reviews. [Full Text][Citation analysis] | article | 14 |
| 2020 | Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 14 |
| 2019 | The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes In: Working Papers Series. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Bootstrap Testing of Hypotheses on Co‐Integration Relations in Vector Autoregressive Models In: Econometrica. [Full Text][Citation analysis] | article | 14 |
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