Carsten Trenkler

Available identifiers

Publication	Date of Publication	Type
Structural inference in sparse high-dimensional vector autoregressions	2023-04-14	Paper
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion	2022-05-31	Paper
Codependent VAR models and the pseudo-structural form	2018-11-08	Paper
On the identification of multivariate correlated unobserved components models	2018-08-31	Paper
Inference in VARs with conditional heteroskedasticity of unknown form	2015-12-18	Paper
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order	2014-04-14	Paper
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS	2010-04-08	Paper
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break	2009-02-28	Paper
The effects of ignoring level shifts on systems cointegration tests	2008-03-06	Paper
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time	2006-06-19	Paper
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING	2006-03-22	Paper
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS	2003-05-18	Paper
Comparison of tests for the cointegrating rank of a VAR process with a structural shift	2003-04-28	Paper
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process	2002-10-23	Paper

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