Items where Author is "Rahbek, A"
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Cavaliere, G and De Angelis, L and Rahbek, A and Taylor, AMR (2016) Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order. UNSPECIFIED. Essex Finance Centre Working Papers.
Cavaliere, G and Rahbek, A and Taylor, AMR (2012) Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models. Econometrica, 80 (4). pp. 1721-1740. DOI https://doi.org/10.3982/ecta9099