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 | 278 | 2001 |

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 | 155 | 2004 |

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 | 64 | 2003 |

Inference in VARs with conditional heteroskedasticity of unknown form R Brüggemann, C Jentsch, C Trenkler Journal of econometrics 191 (1), 69-85, 2016 | 56 | 2016 |

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 | 38 | 2008 |

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 | 38 | 2008 |

Economic integration across borders: The Polish interwar economy 1921–1937 C Trenkler, N Wolf European Review of Economic History 9 (2), 199-231, 2005 | 33 | 2005 |

A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms C Trenkler European University Institute, 2003 | 29 | 2003 |

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 | 28 | 2004 |

Determining *p*-values for systems cointegration tests with a prior adjustment for deterministic termsC Trenkler Computational Statistics 23 (1), 19-39, 2008 | 26 | 2008 |

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 | 25 | 2006 |

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 | 22 | 2009 |

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 | 16 | 2007 |

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 | 15 | 2008 |

On the identification of multivariate correlated unobserved components models C Trenkler, E Weber Economics Letters 138, 15-18, 2016 | 14 | 2016 |

The effects of ignoring level shifts on systems cointegration tests C Trenkler Allgemeines Statistisches Archiv 89 (3), 281-301, 2005 | 10 | 2005 |

VAR modeling for dynamic semiparametric factors of volatility strings R Brüggemann, WK Härdle, J Mungo, C Trenkler SFB 649 Discussion Paper 2006-011, 2006 | 9 | 2006 |

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 | 9 | 2001 |

Break date estimation and cointegration testing in VAR processes with level shift P Saikkonen, H Lütkepohl, C Trenkler European University Institute, 2004 | 8 | 2004 |