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subject:"Cointegration"
~institution:"European University Institute / Department of Economics"
~person:"Trenkler, Carsten"
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Cointegration
Kointegration
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Theorie
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Theory
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1924-1937
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Trenkler, Carsten
Lütkepohl, Helmut
12
Banerjee, Anindya
6
Saikkonen, Pentti
4
Brüggemann, Ralf
3
Russell, Bill
3
Mizen, Paul
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Vostroknutova, Ekaterina
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Bauer, Dietmar
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Brüggermann, Ralf
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Carrion i Silvestre, Josep Lluís
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Chang, Dongkoo
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Chang, Tong-gu
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Demetrescu, Matei
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Ermini, Luigi
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Lanne, Markku
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Marcellino, Massimiliano
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Paesani, Paolo
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Pedersen, Michael
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Proietti, Tommaso
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European University Institute / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Department of Economics, European University Institute
1
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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EUI working paper / ECO
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ECONIS (ZBW)
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Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
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2
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
3
Economic integration in interwar Poland : a threshold cointegration analysis of the law of one price for Poland (1924 - 1937)
Trenkler, Carsten
(
contributor
);
Wolf, Nikolaus
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749474
Saved in:
4
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
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