Universitätsbibliographie

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  - Zeitreihenökonometrie (Trenkler 2007-) (29)

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Zeitschriftenartikel

Trenkler, Carsten

; 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

; 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

; 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

; 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

; 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

; 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

(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

(2005) The Effects of Ignoring Level Shifts on Systems Cointegration Tests. Allgemeines Statistisches Archiv : AStA Heidelberg 89 3 279-300 [Zeitschriftenartikel]

Trenkler, Carsten

(2003) The Polish Exchange Rate System: A Unit Root and Cointegration Analysis. Empirical Economics Berlin ; Heidelberg 28 4 839-860 [Zeitschriftenartikel]

Trenkler, Carsten

(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

; Breitung, Jörg (2002) On the Properties of Some Tests for Common Stochastic Trends. Econometric Theory Cambridge 18 6 1336-1349 [Zeitschriftenartikel]

Trenkler, Carsten

(2009) Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms. Econometric Theory Cambridge 25 1 243-269 [Zeitschriftenartikel]

Brüggemann, Ralf ; Härdle, Wolfgang ; Mungo, Julius ; Trenkler, Carsten

(2008) VAR modeling for dynamic loadings driving volatility strings. Journal of Financial Econometrics Oxford 6 3 361-381 [Zeitschriftenartikel]

Trenkler, Carsten

; 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]

Kascha, Christian ; Trenkler, Carsten

(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]

Trenkler, Carsten

; Weber, Enzo (2013) Testing for codependence of cointegrated variables. Applied Economics Abingdon [u.a.] 45 15 1953-1964 [Zeitschriftenartikel]

Trenkler, Carsten

; Weber, Enzo (2013) Codependent VAR models and the pseudo structural form. Advances in Statistical Analysis : AStA Berlin [u.a.] 97 3 287-295 [Zeitschriftenartikel]

Cavaliere, Giuseppe ; Taylor, A. M. Robert ; Trenkler, Carsten

(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]

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]