Carsten Trenkler

Carsten Trenkler

Universität Mannheim - Mannheim / Germany
Economics & Econometrics / Economics
AD Scientific Index ID: 1785777
University of Mannheim
person_outline Carsten Trenkler's MOST POPULAR ARTICLES
1-) Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR processH Lüutkepohl, P Saikkonen, C TrenklerThe Econometrics Journal 4 (2), 287-310, 20013482001
2-) Testing for the cointegrating rank of a VAR process with level shift at unknown timeH Lütkepohl, P Saikkonen, C TrenklerEconometrica 72 (2), 647-662, 20041702004
3-) Inference in VARs with conditional heteroskedasticity of unknown formR Brüggemann, C Jentsch, C TrenklerJournal of econometrics 191 (1), 69-85, 20161092016
4-) Comparison of tests for the cointegrating rank of a VAR process with a structural shiftH Lütkepohl, P Saikkonen, C TrenklerJournal of Econometrics 113 (2), 201-229, 2003752003
5-) Testing for the cointegrating rank of a VAR process with level shift and trend breakC Trenkler, P Saikkonen, H LütkepohlJournal of Time Series Analysis 29 (2), 331-358, 2008562008