Browsing All of EconStor by Author Trenkler, Carsten

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