Carsten Trenkler

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Structural inference in sparse high-dimensional vector autoregressions Journal of Econometrics	2023-04-14	Paper
Bootstrap cointegration rank testing: the role of deterministic variables and initial values in the bootstrap recursion Econometric Reviews	2022-05-31	Paper
Codependent VAR models and the pseudo-structural form AStA. Advances in Statistical Analysis	2018-11-08	Paper
On the identification of multivariate correlated unobserved components models Economics Letters	2018-08-31	Paper
Inference in VARs with conditional heteroskedasticity of unknown form Journal of Econometrics	2015-12-18	Paper
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order Computational Statistics and Data Analysis	2014-04-14	Paper
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms Econometric Theory	2010-04-08	Paper
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break Journal of Time Series Analysis	2009-02-28	Paper
The effects of ignoring level shifts on systems cointegration tests AStA. Allgemeines Statistisches Archiv	2008-03-06	Paper
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time Econometrica	2006-06-19	Paper
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING Econometric Theory	2006-03-22	Paper
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS Econometric Theory	2003-05-18	Paper
Comparison of tests for the cointegrating rank of a VAR process with a structural shift Journal of Econometrics	2003-04-28	Paper
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process Econometrics Journal	2002-10-23	Paper

Research outcomes over time

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