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Codependent VAR models and the pseudo-structural form
Trenkler, Carsten
;
Weber, Enzo
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
97
(
2013
)
3
,
pp. 287-295
Persistent link: https://www.econbiz.de/10010145101
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2
Testing for codependence of cointegrated variables
Trenkler, Carsten
;
Weber, Enzo
- In:
Applied economics
45
(
2013
)
15
,
pp. 1953-1964
Persistent link: https://www.econbiz.de/10010053471
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3
The Effects of Ignoring Level Shifts on Systems Cointegration Tests
Trenkler, Carsten
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
89
(
2005
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10006545788
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4
The Polish exchange rate system: A unit root and cointegration analysis
Trenkler, Carsten
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 839-860
Persistent link: https://www.econbiz.de/10006253141
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5
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
)
2
,
pp. 287-310
Persistent link: https://www.econbiz.de/10007483852
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6
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS
Trenkler, Carsten
- In:
Econometric theory
25
(
2009
)
1
,
pp. 243-269
Persistent link: https://www.econbiz.de/10008163714
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7
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
Breitung, Jörg
;
Trenkler, Carsten
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1336-1349
Persistent link: https://www.econbiz.de/10006972304
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8
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion
Cavaliere, Giuseppe
;
Taylor, A. M. Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10010088588
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9
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/10006758448
Saved in:
10
Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 201-230
Persistent link: https://www.econbiz.de/10006763324
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