Carsten Trenkler
Carsten Trenkler
Verified email at uni-mannheim.de
Title
Cited by
Cited by
Year
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
H Lüutkepohl, P Saikkonen, C Trenkler
The Econometrics Journal 4 (2), 287-310, 2001
2782001
Testing for the cointegrating rank of a VAR process with level shift at unknown time
H Lütkepohl, P Saikkonen, C Trenkler
Econometrica 72 (2), 647-662, 2004
1552004
Comparison of tests for the cointegrating rank of a VAR process with a structural shift
H Lütkepohl, P Saikkonen, C Trenkler
Journal of Econometrics 113 (2), 201-229, 2003
642003
Inference in VARs with conditional heteroskedasticity of unknown form
R Brüggemann, C Jentsch, C Trenkler
Journal of econometrics 191 (1), 69-85, 2016
562016
Testing for the cointegrating rank of a VAR process with level shift and trend break
C Trenkler, P Saikkonen, H Lütkepohl
Journal of Time Series Analysis 29 (2), 331-358, 2008
382008
Testing for the cointegrating rank of a VAR process with level shift and trend break
C Trenkler, P Saikkonen, H Lütkepohl
Journal of Time Series Analysis 29 (2), 331-358, 2008
382008
Economic integration across borders: The Polish interwar economy 1921–1937
C Trenkler, N Wolf
European Review of Economic History 9 (2), 199-231, 2005
332005
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
C Trenkler
European University Institute, 2003
292003
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms
C Trenkler
Papers/Humboldt-Universität Berlin, Center for Applied Statistics and …, 2004
282004
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms
C Trenkler
Computational Statistics 23 (1), 19-39, 2008
262008
Break date estimation for VAR processes with level shift with an application to cointegration testing
P Saikkonen, H Lütkepohl, C Trenkler
Econometric Theory 22 (1), 15-68, 2006
252006
VAR modeling for dynamic loadings driving volatility strings
R Brüggemann, W Härdle, J Mungo, C Trenkler
Journal of Financial Econometrics 6 (3), 361-381, 2008
24*2008
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
C Trenkler
Econometric Theory, 243-269, 2009
222009
Are eastern European countries catching up? Time series evidence for Czech Republic, Hungary and Poland
R Brüggemann, C Trenkler
Applied Economics Letters 14 (4), 245-249, 2007
162007
VAR modeling for dynamic loadings driving volatility strings
R Brüggemann, W Härdle, J Mungo, C Trenkler
Journal of Financial Econometrics 6 (3), 361-381, 2008
152008
On the identification of multivariate correlated unobserved components models
C Trenkler, E Weber
Economics Letters 138, 15-18, 2016
142016
The effects of ignoring level shifts on systems cointegration tests
C Trenkler
Allgemeines Statistisches Archiv 89 (3), 281-301, 2005
102005
VAR modeling for dynamic semiparametric factors of volatility strings
R Brüggemann, WK Härdle, J Mungo, C Trenkler
SFB 649 Discussion Paper 2006-011, 2006
92006
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
H Liitkepohl, P Saikkonen, C Trenkler
The Econometrics Journal 4 (2), 287-310, 2001
92001
Break date estimation and cointegration testing in VAR processes with level shift
P Saikkonen, H Lütkepohl, C Trenkler
European University Institute, 2004
82004
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