Karsten Reichold | DeepAI

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Carsten Jentsch
8 publications

research

∙ 11/11/2022

A Residuals-Based Nonparametric Variance Ratio Test for Cointegration

This paper derives asymptotic theory for Breitung's (2002, Journal of Ec...

0 Karsten Reichold, et al. ∙

research

∙ 04/04/2022

A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions

Traditional inference in cointegrating regressions requires tuning param...

0 Karsten Reichold, et al. ∙