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Zitation
Fakultäten und Einrichtungen
(37047)
Fakultät für Rechtswissenschaft und Volkswirtschaftslehre
(8928)
Zeitreihenökonometrie (Trenkler 2007-)
(29)
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T
B
Brüggemann, Ralf
;
Härdle, Wolfgang
;
Mungo, Julius
;
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2008)
VAR modeling for dynamic loadings driving volatility strings.
Journal of Financial Econometrics Oxford 6 3 361-381 [Zeitschriftenartikel]
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2014)
Inference in VARs with Conditional Heteroskedasticity of Unknown Form.
Working Paper Series Mannheim 14-21 [Arbeitspapier]
Vorschau
C
Cavaliere, Giuseppe
;
Taylor, A. M. Robert
;
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2013)
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates.
Working Paper Series Mannheim 13-06 [Arbeitspapier]
Vorschau
Cavaliere, Giuseppe
;
Taylor, A. M. Robert
;
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2013)
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion.
Econometric Reviews Philadelphia, Pa. [u.a.] 32 7 814-847 [Zeitschriftenartikel]
G
Gorenflo, Marcel
(2013)
Topics in applied time series analysis and panel econometrics.
Mannheim [Dissertation]
H
Hipp, Ruben
(2019)
Essays in financial econometrics and spillover estimation.
Mannheim [Dissertation]
Vorschau
Hutter, Christian
;
Carbonero, Francesco
;
Klinger, Sabine
;
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Weber, Enzo
(2022)
Which factors were behind Germany's labour market upswing? A data-driven approach.
Oxford Bulletin of Economics and Statistics Oxford [u.a.] 84 5 1052-1076 [Zeitschriftenartikel]
K
Kascha, Christian
;
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2011)
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order.
Computational Statistics & Data Analysis New York, NY [u.a.] 55 2 1008-1017 [Zeitschriftenartikel]
Kascha, Christian
;
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2015)
Forecasting VARs, model selection, and shrinkage.
Working Paper Series Mannheim 15-07 [Arbeitspapier]
Vorschau
Krampe, Jonas
;
Paparoditis, Efstathios
(2021)
Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models.
Journal of Time Series Analysis Oxford 42 5/6 554-579 [Zeitschriftenartikel]
T
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 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Brüggemann, Ralf
(2007)
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland.
Applied Economics Letters Abingdon 14 4 245-249 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Wolf, Nikolaus
(2005)
Economic Integration Across Borders: The Polish Interwar Economy 1921-1937.
European Review of Economic History Cambridge 9 2 199-231 [Zeitschriftenartikel]
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 [Zeitschriftenartikel]
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 [Zeitschriftenartikel]
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 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2008)
Determining p-values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms.
Computational Statistics Heidelberg 23 1 19-39 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2005)
The Effects of Ignoring Level Shifts on Systems Cointegration Tests.
Allgemeines Statistisches Archiv : AStA Heidelberg 89 3 279-300 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2003)
The Polish Exchange Rate System: A Unit Root and Cointegration Analysis.
Empirical Economics Berlin ; Heidelberg 28 4 839-860 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2003)
A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms.
Economics Bulletin : EB Champaign-Urbana, Ill. 3 11 1-9 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Breitung, Jörg
(2002)
On the Properties of Some Tests for Common Stochastic Trends.
Econometric Theory Cambridge 18 6 1336-1349 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2002)
Testing for the Cointegrating Rank in the Presence of Level Shifts.
Aachen [Buch]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
(2009)
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms.
Econometric Theory Cambridge 25 1 243-269 [Zeitschriftenartikel]
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 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Weber, Enzo
(2012)
Codependent VAR Models and the Pseudo-Structural Form.
Working Paper Series Mannheim 12-10 [Arbeitspapier]
Vorschau
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Weber, Enzo
(2012)
Identifying the Shocks behind Business Cycle Asynchrony in Euroland.
Working Paper Series Mannheim 12-11 [Arbeitspapier]
Vorschau
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Weber, Enzo
(2013)
Testing for codependence of cointegrated variables.
Applied Economics Abingdon [u.a.] 45 15 1953-1964 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Weber, Enzo
(2013)
Codependent VAR models and the pseudo structural form.
Advances in Statistical Analysis : AStA Berlin [u.a.] 97 3 287-295 [Zeitschriftenartikel]
Trenkler, Carsten
ORCID: 0000-0003-1846-1764
;
Weber, Enzo
(2015)
On the identification of multivariate correlated unobserved components models.
Working Paper Series Mannheim 15-12 [Arbeitspapier]
Vorschau
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