Anders Rahbek

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-2549-1913

Department of Economics, University of Copenhagen , Copenhagen , Denmark

Publications

• Beyond the mean: limit theory and tests for infinite-mean autoregressive conditional durations — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2026 (name-matched, not ORCID-linked)
• A Comment on:“Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data” — Econometrica 2025
• Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models — Econometrica 2015
• Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models — Econometrica 2012
• Poisson Autoregression — Journal of the American Statistical Association 2009
• Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case — Econometrica 2004