Browsing Working Papers by Author "TRENKLER, Carsten"

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Title: Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break Author(s): TRENKLER, Carsten; SAIKKONEN, Pentti; LUETKEPOHL, Helmut Date: 2006 Type of Publication: Working Paper Series/Report no.: EUI ECO Abstract: A test for the cointegrating rank of a vector autoregressive (VAR) process with a possible shift and broken linear trend is proposed. The break point is assumed to be known. The setup is a VAR process for cointegrated ...
Title: Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift Author(s): SAIKKONEN, Pentti; LUETKEPOHL, Helmut; TRENKLER, Carsten Date: 2004 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937) Author(s): TRENKLER, Carsten; WOLF, Nikolaus Date: 2003 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms Author(s): TRENKLER, Carsten Date: 2003 Type of Publication: Working Paper Series/Report no.: EUI ECO

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