Prof. Dr. Carsten Trenkler

Project: B6

Chair of Empirical Economics



University of Mannheim
Department of Economics
L7, 3–5 - Room 121
D-68131 Mannheim

 

Tel.: +49 (0) 621-181-1852

Fax: +49 (0) 621-181-1931
Email: trenkler<at>uni-mannheim.de

 
Homepage


Selected Publications:

Cavaliere, G., Taylor, A.M.R., and Trenkler, C. (2013), Bootstrap co-integration rank testing: the role of
deterministic variables and initial values in the bootstrap recursion Econometric Reviews, forthcoming.

Trenkler, C. (2009). Bootstrapping systems cointegration tests with a prior adjustment for deterministic
terms, Econometric Theory, 25, 243-269.

Trenkler, C. and Wolf, N. (2005). Economic integration across border: The Polish interwar economy 1921-
1937, European Review of Economic History, 9: 199-23.

Lütkepohl, H., Saikkonen, P. and Trenkler, C. (2004). Testing for the cointegrating rank of a VAR process
with a level shift at unknown time, Econometrica, 72: 647-662.

Lütkepohl, H., Saikkonen, P. and Trenkler, C. (2003). Comparison of tests for the cointegrating rank of a
VAR process with a structural shift, Journal of Econometrics, 113: 201-229.