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Carsten Trenkler
Carsten Trenkler
Verified email at uni-mannheim.de
Title
Cited by
Cited by
Year
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
H Lüutkepohl, P Saikkonen, C Trenkler
The Econometrics Journal 4 (2), 287-310, 2001
4102001
Testing for the cointegrating rank of a VAR process with level shift at unknown time
H Lütkepohl, P Saikkonen, C Trenkler
Econometrica 72 (2), 647-662, 2004
1812004
Inference in VARs with conditional heteroskedasticity of unknown form
R Brüggemann, C Jentsch, C Trenkler
Journal of econometrics 191 (1), 69-85, 2016
1572016
Comparison of tests for the cointegrating rank of a VAR process with a structural shift
H Lütkepohl, P Saikkonen, C Trenkler
Journal of Econometrics 113 (2), 201-229, 2003
742003
Testing for the cointegrating rank of a VAR process with level shift and trend break
C Trenkler, P Saikkonen, H Lütkepohl
Journal of Time Series Analysis 29 (2), 331-358, 2008
572008
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms
C Trenkler
Computational Statistics 23 (1), 19-39, 2008
562008
Economic integration across borders: The Polish interwar economy 1921–1937
C Trenkler, N Wolf
European Review of Economic History 9 (2), 199-231, 2005
412005
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
C Trenkler
European University Institute, 2003
352003
Break date estimation for VAR processes with level shift with an application to cointegration testing
P Saikkonen, H Lütkepohl, C Trenkler
Econometric Theory 22 (1), 15-68, 2006
312006
On the identification of multivariate correlated unobserved components models
C Trenkler, E Weber
Economics Letters 138, 15-18, 2016
242016
VAR modeling for dynamic loadings driving volatility strings
R Brüggemann, W Härdle, J Mungo, C Trenkler
Journal of Financial Econometrics 6 (3), 361-381, 2008
24*2008
Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
C Trenkler
Econometric Theory 25 (1), 243-269, 2009
232009
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland
R Brüggemann, C Trenkler
Applied Economics Letters 14 (4), 245-249, 2007
202007
The effects of ignoring level shifts on systems cointegration tests
C Trenkler*
Allgemeines Statistisches Archiv 89, 281-301, 2005
122005
Testing for the cointegrating rank in the presence of level shifts
C Trenkler
Shaker, 2002
122002
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order
C Kascha, C Trenkler
Computational statistics & data analysis 55 (2), 1008-1017, 2011
112011
Which factors were behind Germany's labour market upswing? A data‐driven approach
C Hutter, F Carbonero, S Klinger, C Trenkler, E Weber
Oxford Bulletin of Economics and Statistics 84 (5), 1052-1076, 2022
102022
Which factors are behind Germany's labour market upswing?
C Hutter, S Klinger, E Weber, C Trenkler
IAB-Discussion Paper, 2019
102019
The Polish exchange rate system: A unit root and cointegration analysis
C Trenkler
Empirical Economics 28, 839-860, 2003
102003
Simple identification and specification of cointegrated VARMA models
C Kascha, C Trenkler
Journal of Applied Econometrics 30 (4), 675-702, 2015
82015
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Articles 1–20