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Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten - In: Econometric theory 25 (2009) 1, pp. 243-269
Persistent link: https://www.econbiz.de/10003816228
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Break date estimation for VAR processes with level shift with an application to cointegration testing
Saikkonen, Pentti; Lütkepohl, Helmut; Trenkler, Carsten - In: Econometric theory 22 (2006) 1, pp. 15-68
Persistent link: https://www.econbiz.de/10003272608
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On the properties of some tests for common stochastic trends
Breitung, Jörg; Trenkler, Carsten - In: Econometric theory 18 (2002) 6, pp. 1336-1349
Persistent link: https://www.econbiz.de/10001716898
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BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS
Trenkler, Carsten - In: Econometric theory 25 (2009) 1, pp. 243-269
Persistent link: https://www.econbiz.de/10008163714
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ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
Breitung, Jörg; Trenkler, Carsten - In: Econometric theory 18 (2002) 6, pp. 1336-1349
Persistent link: https://www.econbiz.de/10006972304
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BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING
Saikkonen, Pentti; Lütkepohl, Helmut; Trenkler, Carsten - In: Econometric theory 22 (2006) 1, pp. 15-68
Persistent link: https://www.econbiz.de/10006955265