Carsten Trenkler und Helmut Lütkepohl - Info zur Person

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Testing for the cointegrating rank of a VAR process with level ...

www.econbiz.de

Carsten Trenkler; Pentti Saikkonen; Helmut Lütkepohl. A test for the cointegrating rank of a vector autoregressive (VAR) process with a possible shift and ... › Record

Maximum eigenvalue versus trace tests for the cointegrating rank of a...

www.econbiz.de

Author statement: Helmut Lütkepohl; Pentti Saikkonen; Carsten Trenkler. Humboldt-Universität zu Berlin, Quantifikation und Simulation Ökonomischer Prozesse; ...

Recursive Adjustment for General Deterministic Components ...

www.degruyter.com

von B Born · · Zitiert von: 4 — ... to thank Christoph Hanck, Helmut Lütkepohl, Michalis Stamatogiannis, and Carsten Trenkler for very helpful comments and suggestions. › doi › jtse › html

Trenkler, Carsten [WorldCat Identities]

worldcat.org

Most widely held works by Carsten Trenkler. Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process by Helmut Lütkepohl( Book ) › viaf

Testing for the Cointegrating Rank of a VAR Process with Level Shift...

edoc.hu-berlin.de

%0 kein reference type %A Helmut Lütkepohl %A Pentti Saikkonen %A Carsten Trenkler %T Testing for the Cointegrating Rank of a VAR Process with Level Shift at ...

Testing for the Cointegrating Rank of a VAR Process with Level Shift...

edoc.hu-berlin.de

11. Sept Autor(en): Carsten Trenkler; Pentti Saikkonen; Helmut Lütkepohl. Titel: Testing for the Cointegrating Rank of a VAR Process with Level Shift ...

Should VAR proceed when Johansen test rejected ...

www.researchgate.net

Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process. Book. Oct Helmut Luetkepohl · Pentti Saikkonen · Carsten Trenkler. › post

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