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Spectral methods for small sample time series : A complete periodogram approach
Das, Sourav; Subba Rao, Suhasini; Yang, Junho - In: Journal of Time Series Analysis 42 (2021) 5-6, pp. 597-621
Persistent link: https://www.econbiz.de/10012538240
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Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes
Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, … - In: Journal of Time Series Analysis (2019)
Persistent link: https://www.econbiz.de/10012095008
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Generalized binary vector autoregressive processes
Jentsch, Carsten; Reichmann, Lena - In: Journal of Time Series Analysis 43 (2021) 2, pp. 285-311
Persistent link: https://www.econbiz.de/10012636174
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On the validity of Akaike's identity for random fields
Jentsch, Carsten; Meyer, Marco - In: Journal of econometrics 222 (2021) 1,3, pp. 676-687
Persistent link: https://www.econbiz.de/10012619774
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Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten - In: Journal of econometrics 191 (2016) 1, pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
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The dynamic effects of personal and corporate income tax changes in the United States : comment
Jentsch, Carsten; Lunsford, Kurt G. - In: The American economic review 109 (2019) 7, pp. 2655-2678
Persistent link: https://www.econbiz.de/10012102474
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The dynamic effects of personal and corporate income tax changes in the United States : reply
Mertens, Karel; Ravn, Morten O. - In: The American economic review 109 (2019) 7, pp. 2679-2691
Persistent link: https://www.econbiz.de/10012102475
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A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
Jentsch, Carsten - In: Journal of Time Series Analysis 33 (2012) 2, pp. 177-192
Persistent link: https://www.econbiz.de/10010543922
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Asymptotically valid bootstrap inference for proxy SVARs
Jentsch, Carsten; Lunsford, Kurt G. - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1876-1891
Persistent link: https://www.econbiz.de/10013540527
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Asymptotic theory for Mack's model
Steinmetz, Julia; Jentsch, Carsten - In: Insurance / Mathematics & economics 107 (2022), pp. 223-268
Persistent link: https://www.econbiz.de/10013471244