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Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion
Cavaliere, Giuseppe
;
Taylor, A. M. Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10010088588
Saved in:
2
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1741
Persistent link: https://www.econbiz.de/10009997697
Saved in:
3
Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10010097157
Saved in:
4
Wild Bootstrap of the Sample Mean in the Infinite Variance Case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Robert Taylor, A. M.
- In:
Econometric reviews
32
(
2013
)
2
,
pp. 204-219
Persistent link: https://www.econbiz.de/10010053018
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5
The Polish exchange rate system: A unit root and cointegration analysis
Trenkler, Carsten
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 839-860
Persistent link: https://www.econbiz.de/10006253141
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6
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
The econometrics journal
4
(
2001
)
2
,
pp. 287-310
Persistent link: https://www.econbiz.de/10007483852
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7
The Effects of Ignoring Level Shifts on Systems Cointegration Tests
Trenkler, Carsten
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
89
(
2005
)
3
,
pp. 279-300
Persistent link: https://www.econbiz.de/10006545788
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8
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 647-662
Persistent link: https://www.econbiz.de/10006758448
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9
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
Saved in:
10
Codependent VAR models and the pseudo-structural form
Trenkler, Carsten
;
Weber, Enzo
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
97
(
2013
)
3
,
pp. 287-295
Persistent link: https://www.econbiz.de/10010145101
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