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Codependence and cointegration
Trenkler, Carsten; Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908288
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Testing for codependence of non-stationary variables
Trenkler, Carsten; Weber, Enzo - 2010
Persistent link: https://www.econbiz.de/10008697059
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On the identification of codependent VAR and VEC Models
Trenkler, Carsten; Weber, Enzo - 2010
Persistent link: https://www.econbiz.de/10008697061
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Codependent VAR models and the pseudo-structural form
Trenkler, Carsten; Weber, Enzo - 2012
Persistent link: https://www.econbiz.de/10009672338