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Estimation of a multivariate cointegrated time series model with conditionally heteroskedastic disturbances
Carstensen, Kai - 1999 - (Rev. version)
Persistent link: https://www.econbiz.de/10001465498
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Nonstationary term premia and cointegration of the term structure
Carstensen, Kai - In: Economics letters 80 (2003) 3, pp. 409-413
Persistent link: https://www.econbiz.de/10001801258
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Interpreting cointegration in a model of the term structure with nonstationary term premia
Carstensen, Kai - 2001
Persistent link: https://www.econbiz.de/10001644193
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The finite-sample performance of robust unit root tests
Carstensen, Kai - 2001
Persistent link: https://www.econbiz.de/10001644195
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The finite-sample performance of robust unit root tests
Carstensen, Kai - In: Statistical papers 44 (2003) 4, pp. 469-482
Persistent link: https://www.econbiz.de/10001793172
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Cointegration and common trends on the West German labour market
Carstensen, Kai; Hansen, Gerd - In: Empirical economics : a journal of the Institute for … 25 (2000) 3, pp. 475-493
Persistent link: https://www.econbiz.de/10001502476
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Analysis of the German term structure with robust cointegration methods
Carstensen, Kai - 2001
Persistent link: https://www.econbiz.de/10001596537
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Cointegration and common trends on the German labour market
Carstensen, Kai; Hansen, Gerd - 1998
Persistent link: https://www.econbiz.de/10001410618
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Geldmenge und Inflation in Deutschland : eine Common Trends Analyse
Carstensen, Kai; Hansen, Gerd - 1998
Persistent link: https://www.econbiz.de/10001410630
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Forecasting inflation from the term structure
Carstensen, Kai; Borstel, Julia von - 2001
Persistent link: https://www.econbiz.de/10001644197