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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

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

Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process

Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - 2000

Persistent link: https://www.econbiz.de/10001543855

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

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

Testing for codependence of non-stationary variables

Trenkler, Carsten; Weber, Enzo - 2010

Persistent link: https://www.econbiz.de/10008697059

On the identification of codependent VAR and VEC Models

Trenkler, Carsten; Weber, Enzo - 2010

Persistent link: https://www.econbiz.de/10008697061

Testing for the cointegrating rank of a VAR process with level shift at unknown time

Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - 2001

Persistent link: https://www.econbiz.de/10001618757

Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms

Trenkler, Carsten (contributor) - 2006

In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic … considers the standard asymptotic test versions and the Johansen cointegration test for comparison. -- Bootstrap ; Systems … cointegration tests ; VEC models …

Persistent link: https://www.econbiz.de/10003324256

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