Browsing All of EconStor by Author Trenkler, Carsten
Showing results 1 to 20 of 20
| Year of Publication | Title | Author(s) |
| 2000 | Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process | Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten |
| 2000 | Comparison of tests for the cointegrating rank of a VAR process with a structural shift | Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten |
| 2000 | The Polish crawling peg system: A cointegration analysis | Trenkler, Carsten |
| 2001 | Testing for the cointegrating rank of a VAR process with level shift at unknown time | Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten |
| 2002 | The effects of ignoring level shifts on systems cointegration tests | Trenkler, Carsten |
| 2004 | Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms | Trenkler, Carsten |
| 2004 | Economic integration across borders : the Polish interwar economy 1921-1937 | Trenkler, Carsten; Wolf, Nikolaus |
| 2005 | Are Eastern European countries catching up? Time series evidence for Czech Republic, Hungary, and Poland | Brüggemann, Ralf; Trenkler, Carsten |
| 2006 | Testing for the cointegrating rank of a VAR process with level shift and trend break | Trenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut |
| 2006 | VAR modeling for dynamic semiparametric factors of volatility strings | Brüggemann, Ralf; Härdle, Wolfgang Karl; Mungo, Julius; Trenkler, Carsten |
| 2006 | Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms | Trenkler, Carsten |
| 2009 | Bootstrapping the Likelihood Ratio Cointegration Test in Error Correction Models with Unknown Lag Order | Kascha, Christian; Trenkler, Carsten |
| 2011 | Cointegrated VARMA models and forecasting US interest rates | Kascha, Christian; Trenkler, Carsten |
| 2012 | Identifying the Shocks behind Business Cycle Asynchrony in Euroland | Trenkler, Carsten; Weber, Enzo |
| 2012 | Codependent VAR Models and the Pseudo-Structural Form | Trenkler, Carsten; Weber, Enzo |
| 2013 | Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates | Cavaliere, Giuseppe; Taylor, A. M. Robert; Trenkler, Carsten |
| 2014 | Inference in VARs with Conditional Heteroskedasticity of Unknown Form | Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten |
| 2015 | Forecasting VARs, model selection, and shrinkage | Kascha, Christian; Trenkler, Carsten |
| 2015 | On the identification of multivariate correlated unobserved components models | Trenkler, Carsten; Weber, Enzo |
| 2019 | Which factors are behind Germany's labour market upswing? | Hutter, Christian; Klinger, Sabine; Weber, Enzo; Trenkler, Carsten |
