Access Statistics for Carsten Trenkler

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A New Set of Critical Values for Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms	0	0	4	83	0	1	16	193
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary, and Poland	2	3	12	108	3	5	29	219
Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms	0	2	12	82	1	7	37	233
Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order	3	20	20	20	9	22	22	22
Break Date Estimation and Cointegration Testing in VAR Processes with Level Shift	2	10	35	272	8	25	99	581
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift	0	0	0	40	0	1	4	752
Comparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift	0	4	15	168	0	5	25	424
Economic Integration in Interwar Poland - A Threshold Cointegration Analysis of the Law of One Price for Poland (1924-1937)	0	4	22	201	3	8	63	857
Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process	0	0	0	106	7	24	125	1,223
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break	2	2	25	90	4	6	44	234
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break	0	3	13	79	3	8	30	155
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time	0	0	0	89	2	7	20	542
The Polish Crawling Peg System: A Cointegration Analysis	0	0	0	56	1	3	21	1,215
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings	0	1	10	92	3	5	33	244
Total Working Papers	9	49	168	1,486	44	127	568	6,894

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms	1	1	4	27	1	4	9	117
Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland	0	1	10	23	0	1	15	58
BOOTSTRAPPING SYSTEMS COINTEGRATION TESTS WITH A PRIOR ADJUSTMENT FOR DETERMINISTIC TERMS	0	0	3	3	2	8	22	22
BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING	0	1	4	4	0	4	13	13
Comparison of tests for the cointegrating rank of a VAR process with a structural shift	0	0	3	37	1	2	10	116
Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms	1	2	9	14	3	7	33	57
Economic integration across borders: The Polish interwar economy 1921 1937	0	0	12	34	1	2	35	133
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process	0	0	0	20	18	64	267	1,283
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS	0	0	4	4	0	1	7	7
Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break	0	1	10	16	3	7	35	49
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time	5	6	23	238	8	22	76	786
The Effects of Ignoring Level Shifts on Systems Cointegration Tests	0	2	4	8	0	3	14	49
The Polish exchange rate system: A unit root and cointegration analysis	1	3	14	82	9	19	94	472
VAR Modeling for Dynamic Loadings Driving Volatility Strings	0	1	2	2	1	4	5	5
Total Journal Articles	8	18	102	512	47	148	635	3,167

1 registered items for which data could not be found

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage for services based on the RePEc data set.

LogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-11-04