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Information about:
Carsten Trenkler

Personal Details | Affiliation | Works
This is information that was supplied by Carsten Trenkler in registering through RePEc. If you are Carsten Trenkler , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Carsten
Middle Name:
Last Name: Trenkler
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RePEc Short-ID: ptr69

Email:
Homepage: http://trenkler.vwl.uni-mannheim.de/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Christian Kascha & Carsten Trenkler, 2009. "Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order," Working Paper 2009/12, Norges Bank. [Downloadable!]

  2. Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2006. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," SFB 649 Discussion Papers SFB649DP2006-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Other versions:
    Published as:

  3. Carsten Trenkler, 2006. "Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms," SFB 649 Discussion Papers SFB649DP2006-012, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Published as:

  4. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2006. "VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings," SFB 649 Discussion Papers SFB649DP2006-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  5. Ralf Brüggemann & Carsten Trenkler, 2005. "Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland," SFB 649 Discussion Papers SFB649DP2005-014, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    Published as:

  6. Pentti SAIKKONEN & Helmut LUETKEPOHL & Carsten TRENKLER, 2004. "Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift," Economics Working Papers ECO2004/21, European University Institute. [Downloadable!]

  7. Carsten TRENKLER & Nikolaus WOLF, 2003. "Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937)," Economics Working Papers ECO2003/05, European University Institute. [Downloadable!]

  8. Casten TRENKLER, 2003. "A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms," Economics Working Papers ECO2003/07, European University Institute. [Downloadable!]
    Published as:

  9. Helmut Luetkepohl & Pentti Saikkonen & Carsten Trenkler, 2000. "Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift," Econometric Society World Congress 2000 Contributed Papers 0364, Econometric Society. [Downloadable!]
    Other versions:
    Published as:

  10. H. Lütkepohl & P. Saikkonen & C. Trenkler, . "Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time," Sonderforschungsbereich 373 2001-63, Humboldt Universitaet Berlin.
    Published as:

  11. H. Lütkepohl & P. Saikkonen & C. Trenkler, . "Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process," Sonderforschungsbereich 373 2000-83, Humboldt Universitaet Berlin.
    Published as:

  12. C. Trenkler, . "The Polish Crawling Peg System: A Cointegration Analysis," Sonderforschungsbereich 373 2000-71, Humboldt Universitaet Berlin.

Articles

  1. Trenkler, Carsten, 2009. "Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms," Econometric Theory, Cambridge University Press, vol. 25(01), pages 243-269, February. [Downloadable!]
    Other versions:

  2. Carsten Trenkler, 2008. "Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms," Computational Statistics, Springer, vol. 23(1), pages 19-39, January. [Downloadable!] (restricted)

  3. Carsten Trenkler & Pentti Saikkonen & Helmut Lütkepohl, 2008. "Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(2), pages 331-358, 03. [Downloadable!] (restricted)
    Other versions:

  4. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008. "VAR Modeling for Dynamic Loadings Driving Volatility Strings," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 361-381, Summer. [Downloadable!] (restricted)

  5. Ralf Brüggemann & Carsten Trenkler, 2007. "Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland," Applied Economics Letters, Taylor and Francis Journals, vol. 14(4-6), pages 245-249. [Downloadable!] (restricted)
    Other versions:

  6. Saikkonen, Pentti & L tkepohl, Helmut & Trenkler, Carsten, 2006. "Break Date Estimation For Var Processes With Level Shift With An Application To Cointegration Testing," Econometric Theory, Cambridge University Press, vol. 22(01), pages 15-68, February. [Downloadable!]

  7. Carsten Trenkler*, 2005. "The Effects of Ignoring Level Shifts on Systems Cointegration Tests," AStA Advances in Statistical Analysis, Springer, vol. 89(3), pages 281-301, August. [Downloadable!] (restricted)

  8. Trenkler, Carsten & Wolf, Nikolaus, 2005. "Economic integration across borders: The Polish interwar economy 1921 1937," European Review of Economic History, Cambridge University Press, vol. 9(02), pages 199-231, August. [Downloadable!]

  9. Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2004. "Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time," Econometrica, Econometric Society, vol. 72(2), pages 647-662, 03. [Downloadable!] (restricted)
    Other versions:

  10. Lutkepohl, Helmut & Saikkonen, Pentti & Trenkler, Carsten, 2003. "Comparison of tests for the cointegrating rank of a VAR process with a structural shift," Journal of Econometrics, Elsevier, vol. 113(2), pages 201-229, April. [Downloadable!] (restricted)
    Other versions:

  11. Carsten Trenkler, 2003. "A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms," Economics Bulletin, Economics Bulletin, vol. 3(11), pages 1-9. [Downloadable!]
    Other versions:

  12. Carsten Trenkler, 2003. "The Polish exchange rate system: A unit root and cointegration analysis," Empirical Economics, Springer, vol. 28(4), pages 839-860, November. [Downloadable!] (restricted)

  13. Breitung, J rg & Trenkler, Carsten, 2002. "On The Properties Of Some Tests For Common Stochastic Trends," Econometric Theory, Cambridge University Press, vol. 18(06), pages 1336-1349, December. [Downloadable!]

  14. Helmut Lütkepohl & Pentti Saikkonen & Carsten Trenkler, 2001. "Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process," Econometrics Journal, Royal Economic Society, vol. 4(2), pages 8.
    Other versions:

  15. RePEc:cup:etheor:v:22:y:2005:i:01:p:15-68_06 is not listed on IDEAS

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (7) 2001-10-09 2003-07-16 2004-06-27 2006-02-12 2006-02-19 2006-09-23 2009-08-16 Author is listed
  2. NEP-EEC: European Economics (1) 2005-10-29
  3. NEP-ETS: Econometric Time Series (8) 2001-10-09 2003-07-13 2004-06-27 2006-02-12 2006-02-19 2006-09-23 2006-11-18 2009-08-16 Author is listed
  4. NEP-MAC: Macroeconomics (3) 2003-07-13 2005-10-29 2006-02-12 Author is listed
  5. NEP-MST: Market Microstructure (1) 2009-08-16
  6. NEP-TRA: Transition Economics (2) 2003-07-13 2005-10-29 Author is listed
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This page was last updated on 2009-11-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.