Taligent MVP in interactive statistical graphics
- 作者Derek Law
- 卷第23卷
- 期第3期
- 印刷ISSN0943-4062
- 电子ISSN1613-9658
- 文件大小201.65KB
- 发表时间2008-07
- DOI10.1007/s00180-007-0093-5
- 页码487-495
Inference in VARs with conditional heteroskedasticity of unknown formBrüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten · Journal of Econometrics · 2015
Testing for codependence of cointegrated variablesTrenkler, Carsten; Weber, Enzo · Applied Economics · 2013
Simple Identification and Specification of Cointegrated Varma ModelsKascha, Christian; Trenkler, Carsten · Journal of Applied Econometrics · 2015
Identifying shocks to business cycles with asynchronous propagationTrenkler, Carsten; Weber, Enzo · Empirical Economics · 2018
Codependent VAR models and the pseudo-structural formCarsten Trenkler, Enzo Weber · 2013
On the identification of multivariate correlated unobserved components modelsTrenkler, Carsten; Weber, Enzo · Economics Letters · 2016
The Effects of Ignoring Level Shifts on Systems Cointegration TestsCarsten Trenkler* · Allgemeines Statistisches Archiv · 2005
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDSBreitung, Jörg; Trenkler, Carsten · Econometric Theory · 2002