Carsten Trenkler
Economics and Econometrics · 2001–2016
A researcher in the Science corpus: 4 papers; trusts 18 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 28 citations into it
- Finance — 25 citations into it
- Statistics and Probability — 12 citations into it
Whom Carsten Trenkler trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Pentti Saikkonen
- Christian M. Hafner
- Helmut Lütkepohl
- Hans R. Künsch
- Bradley Efron
- Soumendra Nath Lahiri
- A. Lindner
- Xiaofeng Shao
- Lutz Kilian
- H. Luetkepohl
Papers from Carsten Trenkler's perspective
Ordered by how strongly the researchers Carsten Trenkler trusts endorse each paper. Same corpus, a different order for every researcher.
- The Jackknife and the Bootstrap for General Stationary Observations
- TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME (Econometric Theory)
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
- Monetary policy shocks:: Testing identification conditions under time-varying conditional volatility
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- Stationarity and the existence of moments of a family of GARCH processes
- Bootstrap Methods: Another Look at the Jackknife
- Resampling Methods for Dependent Data
- Residual‐Based Block Bootstrap for Unit Root Testing
- Stochastic Limit Theory: An Introduction for Econometricians
Their papers
- Maximum Eigenvalue versus Trace Tests for the Cointegrating Rank of a VAR Process (2001) — 274 citations
- Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time (2004) — 139 citations
- Comparison of tests for the cointegrating rank of a VAR process with a structural shift (2003) — 59 citations
- Inference in VARs with Conditional Heteroskedasticity of Unknown Form (2016) — 127 citations