Items where Author is "Trenkler, Carsten"
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Cavaliere, Giuseppe and Taylor, AM Robert and Trenkler, Carsten (2015) Bootstrap Co‐integration Rank Testing: The Effect of Bias‐Correcting Parameter Estimates. Oxford Bulletin of Economics and Statistics, 77 (5). pp. 740-759. DOI https://doi.org/10.1111/obes.12090
Cavaliere, Giuseppe and Taylor, AM Robert and Trenkler, Carsten (2013) Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion. Econometric Reviews, 32 (7). pp. 814-847. DOI https://doi.org/10.1080/07474938.2012.690677