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~institution:"European University Institute / Department of Economics"
~person:"Trenkler, Carsten"
~subject:"Cointegration"
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Cointegration
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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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European University Institute / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Department of Economics, European University Institute
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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EUI working paper / ECO
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ECONIS (ZBW)
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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:
2
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
Saved in:
3
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:
4
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
Saved in:
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