Anders Rahbek – University of Copenhagen

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Anders Rahbek


Econometrics and Statistics; Time Series modeling; Financial Econometrics; Bootstrap.


Anders Rahbek is Professor of Economics with specialisation in Econometrics at The University of Copenhagen. His research publications in international journals focus on development of econometric methods and analyses of models applied to macroeconomic and financial time series. This includes research on time varying volatility models, models with time-varying parameters, nonlinear time series models, cointegration, and (non-)linear count models. Anders Rahbek was awarded a "Sapere Aude" Grant (DFF Advanced Grant, PI, 2012-2016) to conduct research on developing and implementing so-called bootstrap methods for econometric modeling. He received the "Nykredit" research price in 2014, and has worked at University of Copenhagen since 1996, with repeated periods as professor during Hilary Terms at University of Oxford.

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