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Citation

Order by: Document Type | Year of publication | No order
Skip to: 2008 | 2006 | 2004 | 2003 | 2001
Number of items: 5.

2008

Trenkler, Carsten ORCID: 0000-0003-1846-1764 ; Saikkonen, Pentti ; Lütkepohl, Helmut (2008) Testing for the cointegrating rank of a VAR process with level shift and trend break. Journal of Time Series Analysis Oxford 29 2 331-358 [Article]

2006

Trenkler, Carsten ORCID: 0000-0003-1846-1764 ; Lütkepohl, Helmut ; Saikkonen, Pentti (2006) Break Date Estimation for VAR Processes with Level Shift with an Application to Cointegration Testing. Econometric Theory Cambridge 22 1 15-68 [Article]

2004

Trenkler, Carsten ORCID: 0000-0003-1846-1764 ; Lütkepohl, Helmut ; Saikkonen, Pentti (2004) Testing for the Cointegrating Rank of a VAR Process with a Level Shift at Unknown Time. Econometrica : Journal of the Econometric Society Princeton, NJ 72 2 647-662 [Article]

2003

Trenkler, Carsten ORCID: 0000-0003-1846-1764 ; Lütkepohl, Helmut ; Saikkonen, Pentti (2003) Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift. Journal of Econometrics Amsterdam [u.a.] 113 2 201-229 [Article]

2001

Trenkler, Carsten ORCID: 0000-0003-1846-1764 ; Lütkepohl, Helmut ; Saikkonen, Pentti (2001) Maximum Eigenvalue versus Trace Tests for the Cointegrating Rank of a VAR Process. The Econometrics Journal Oxford 4 2 287-310 [Article]

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