| Poisson autoregression K Fokianos, A Rahbek, D Tjøstheim Journal of the American Statistical Association 104 (488), 1430-1439, 2009 | 521 | 2009 |
| Asymptotic inference on cointegrating rank in partial systems I Harbo, S Johansen, B Nielsen, A Rahbek Journal of business & economic statistics 16 (4), 388-399, 1998 | 453 | 1998 |
| Asymptotic inference for nonstationary GARCH ST Jensen, A Rahbek Econometric Theory 20 (6), 1203-1226, 2004 | 241 | 2004 |
| Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case ST Jensen, A Rahbek Econometrica 72 (2), 641-646, 2004 | 190 | 2004 |
| Trend stationarity in the I (2) cointegration model A Rahbek, HC Kongsted, C Jørgensen Journal of econometrics 90 (2), 265-289, 1999 | 170 | 1999 |
| Bootstrap determination of the co‐integration rank in vector autoregressive models G Cavaliere, A Rahbek, AMR Taylor Econometrica 80 (4), 1721-1740, 2012 | 142 | 2012 |
| ARCH innovations and their impact on cointegration rank testing A Rahbek, E Hansen, JG Dennis Centre for Analytical Finance working paper 22, 15, 2002 | 140 | 2002 |
| Testing for co-integration in vector autoregressions with non-stationary volatility G Cavaliere, A Rahbek, AMR Taylor Journal of Econometrics 158 (1), 7-24, 2010 | 136 | 2010 |
| Cointegration rank inference with stationary regressors in VAR models A Rahbek, R Mosconi The Econometrics Journal 2 (1), 76-91, 1999 | 128 | 1999 |
| Similarity issues in cointegration analysis B Nielsen, A Rahbek Department of Theoretical Statistics, Copenhagen University, 1998 | 111 | 1998 |
| Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX) A Agosto, G Cavaliere, D Kristensen, A Rahbek Journal of Empirical Finance 38, 640-663, 2016 | 109 | 2016 |
| Cointegration rank testing under conditional heteroskedasticity G Cavaliere, A Rahbek, AMR Taylor Econometric Theory 26 (6), 1719-1760, 2010 | 109 | 2010 |
| Weak exogeneity in I (2) VAR systems P Paruolo, A Rahbek Journal of Econometrics 93 (2), 281-308, 1999 | 92 | 1999 |
| Vector equilibrium correction models with non‐linear discontinuous adjustments F Bec, A Rahbek The Econometrics Journal 7 (2), 628-651, 2004 | 86 | 2004 |
| Multivariate variance targeting in the BEKK–GARCH model RS Pedersen, A Rahbek The Econometrics Journal 17 (1), 24-55, 2014 | 84 | 2014 |
| Asymptotics of the QMLE for a class of ARCH (q) models D Kristensen, A Rahbek Econometric Theory 21 (5), 946-961, 2005 | 73 | 2005 |
| Asymptotic Likelihood Based Inference for Co‐integrated Homogenous Gaussian Diffusions M Kessler, A Rahbek Scandinavian Journal of Statistics 28 (3), 455-470, 2001 | 64 | 2001 |
| Identification and inference for multivariate cointegrated and ergodic Gaussian diffusions M Kessler, A Rahbek Statistical inference for stochastic processes 7, 137-151, 2004 | 60 | 2004 |
| An introduction to regime switching time series models T Lange, A Rahbek Handbook of Financial Time Series, 871-887, 2009 | 48 | 2009 |
| The likelihood ratio test for cointegration ranks in the I (2) model HB Nielsen, A Rahbek Econometric Theory 23 (4), 615-637, 2007 | 45 | 2007 |
Giuseppe CavaliereUniversity of Bologna and University of ExeterPatvirtintas el. paštas unibo.it
