The following pages link to Carsten Trenkler (Q898586):
Displayed 14 items.
- Inference in VARs with conditional heteroskedasticity of unknown form (Q898587) (← links)
- Codependent VAR models and the pseudo-structural form (Q1621247) (← links)
- On the identification of multivariate correlated unobserved components models (Q1667981) (← links)
- Comparison of tests for the cointegrating rank of a VAR process with a structural shift (Q1869855) (← links)
- Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
- The effects of ignoring level shifts on systems cointegration tests (Q2474710) (← links)
- Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
- BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING (Q3377435) (← links)
- BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS (Q3551022) (← links)
- Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break (Q3608200) (← links)
- Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process (Q4549740) (← links)
- ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS (Q4807335) (← links)
- Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (Q5080578) (← links)
- Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time (Q5473025) (← links)