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person:"Trenkler, Carsten"
~person:"Rahbek, Anders"
~subject:"Statistischer Test"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Engle-Granger test"
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Statistischer Test
Cointegration
30
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30
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16
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16
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Trenkler, Carsten
Rahbek, Anders
Chang, Tsangyao
7
Saikkonen, Pentti
7
Wagner, Martin
6
Westerlund, Joakim
6
Carrion i Silvestre, Josep Lluís
4
Fachin, Stefano
4
Kurozumi, Eiji
4
Lütkepohl, Helmut
4
Chan, Ngai Hang
3
Di Iorio, Francesca
3
Lee, Chia-hao
3
Phillips, Peter C. B.
3
Arai, Yoichi
2
Boswijk, Herman Peter
2
Choi, In
2
Demetrescu, Matei
2
Gabriel, Vasco J.
2
Haug, Alfred Albert
2
Hong, Seung Hyun
2
Lu, Yang-cheng
2
Martins, Luís Filipe
2
Neto, David
2
Pan, Guochen
2
Paruolo, Paolo
2
Perron, Pierre
2
Ramírez, Miguel D.
2
Schweikert, Karsten
2
Seong, Byeongchan
2
Smeekes, Stephan
2
Su, Chi-Wei
2
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2
Swensen, Anders Rygh
2
Urbain, Jean-Pierre
2
Wang, Man
2
Abedullah
1
Abu, Nurudeen
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Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics bulletin : EB
1
Journal of econometrics
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The econometrics journal
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ECONIS (ZBW)
5
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1
Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726
Saved in:
2
Testing for the cointegrating rank of a var process with level shift at unknown time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 647-662
Persistent link: https://www.econbiz.de/10001978069
Saved in:
3
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten
(
contributor
)
- In:
Economics bulletin : EB
(
2003
)
Persistent link: https://www.econbiz.de/10002489687
Saved in:
4
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 287-310
Persistent link: https://www.econbiz.de/10001651359
Saved in:
5
Weak exogeneity in I(2) VAR systems
Paruolo, Paolo
;
Rahbek, Anders
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 281-308
Persistent link: https://www.econbiz.de/10001406658
Saved in:
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