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2015

Kascha, Christian ; Trenkler, Carsten (2015) Forecasting VARs, model selection, and shrinkage. Open Access Mannheim [Arbeitspapier]
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Vorschau

Trenkler, Carsten ; Weber, Enzo (2015) On the identification of multivariate correlated unobserved components models. Open Access Mannheim [Arbeitspapier]
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Vorschau

Költringer, Andreas (2015) Analysis of the dynamic effects of fiscal policy using a factor augmented VAR approach. Open Access Mannheim [Abschlussarbeit]
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Vorschau

2014

Brüggemann, Ralf ; Jentsch, Carsten ; Trenkler, Carsten (2014) Inference in VARs with Conditional Heteroskedasticity of Unknown Form. Open Access Mannheim [Arbeitspapier]
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Vorschau

Bonev, Petyo (2014) Essays in nonparametric instrumental variable regression. Open Access Mannheim [Dissertation]
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Vorschau

2013

Cavaliere, Giuseppe ; Taylor, A. M. Robert ; Trenkler, Carsten (2013) Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates. Open Access Mannheim [Arbeitspapier]
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Vorschau

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

Trenkler, Carsten ; Weber, Enzo (2013) Codependent VAR models and the pseudo structural form. Advances in Statistical Analysis 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 32 7 814-847 [Zeitschriftenartikel]

2012

Trenkler, Carsten ; Weber, Enzo (2012) Identifying the Shocks behind Business Cycle Asynchrony in Euroland. Open Access Mannheim [Arbeitspapier]
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Vorschau

Trenkler, Carsten ; Weber, Enzo (2012) Codependent VAR Models and the Pseudo-Structural Form. Open Access Mannheim [Arbeitspapier]
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Vorschau

2011

Kascha, Christian ; Trenkler, Carsten (2011) Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order. Computational Statistics & Data Analysis 55 2 1008-1017 [Zeitschriftenartikel]

2009

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

2008

Trenkler, Carsten (2008) Determining p-values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms. Computational Statistics 23 1 19-39 [Zeitschriftenartikel]

Brüggemann, Ralf ; Härdle, Wolfgang ; Mungo, Julius ; Trenkler, Carsten (2008) VAR modeling for dynamic loadings driving volatility strings. Journal of Financial Econometrics 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 29 2 331-358 [Zeitschriftenartikel]

2007

Trenkler, Carsten ; Brüggemann, Ralf (2007) Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland. Applied Economics Letters 14 4 245-249 [Zeitschriftenartikel]

2006

Trenkler, Carsten ; Lütkepohl, Helmut ; Saikkonen, Pentti (2006) Break Date Estimation for VAR Processes with Level Shift with an Application to Cointegration Testing. Econometric Theory 22 1 15-68 [Zeitschriftenartikel]

2005

Trenkler, Carsten ; Wolf, Nikolaus (2005) Economic Integration Across Borders: The Polish Interwar Economy 1921-1937. European Review of Economic History 9 2 199-231 [Zeitschriftenartikel]

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

2004

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 72 2 647-662 [Zeitschriftenartikel]

2003

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 113 2 201-229 [Zeitschriftenartikel]

Trenkler, Carsten (2003) The Polish Exchange Rate System: A Unit Root and Cointegration Analysis. Empirical Economics 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 3 11 1-9 [Zeitschriftenartikel]

2002

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

Trenkler, Carsten (2002) Testing for the Cointegrating Rank in the Presence of Level Shifts. Aachen [Buch]

2001

Trenkler, Carsten ; Lütkepohl, Helmut ; Saikkonen, Pentti (2001) Maximum Eigenvalue versus Trace Tests for the Cointegrating Rank of a VAR Process. The Econometrics Journal 4 2 287-310 [Zeitschriftenartikel]

Diese Liste wurde am Tue Feb 19 21:44:37 2019 CET automatisch erstellt.