| Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process H Lüutkepohl, P Saikkonen, C Trenkler The Econometrics Journal 4 (2), 287-310, 2001 | 358 | 2001 |
| Testing for the cointegrating rank of a VAR process with level shift at unknown time H Lütkepohl, P Saikkonen, C Trenkler Econometrica 72 (2), 647-662, 2004 | 177 | 2004 |
| Inference in VARs with conditional heteroskedasticity of unknown form R Brüggemann, C Jentsch, C Trenkler Journal of econometrics 191 (1), 69-85, 2016 | 123 | 2016 |
| Comparison of tests for the cointegrating rank of a VAR process with a structural shift H Lütkepohl, P Saikkonen, C Trenkler Journal of Econometrics 113 (2), 201-229, 2003 | 73 | 2003 |
| Testing for the cointegrating rank of a VAR process with level shift and trend break C Trenkler, P Saikkonen, H Lütkepohl Journal of Time Series Analysis 29 (2), 331-358, 2008 | 54 | 2008 |
| Testing for the cointegrating rank of a VAR process with level shift and trend break C Trenkler, P Saikkonen, H Lütkepohl Journal of Time Series Analysis 29 (2), 331-358, 2008 | 54 | 2008 |
| Economic integration across borders: The Polish interwar economy 1921–1937 C Trenkler, N Wolf European Review of Economic History 9 (2), 199-231, 2005 | 38 | 2005 |
| A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms C Trenkler European University Institute, 2003 | 34 | 2003 |
| Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms C Trenkler Papers, 2004 | 32 | 2004 |
| Determining p-values for systems cointegration tests with a prior adjustment for deterministic terms C Trenkler Computational Statistics 23 (1), 19-39, 2008 | 30 | 2008 |
| Break date estimation for VAR processes with level shift with an application to cointegration testing P Saikkonen, H Lütkepohl, C Trenkler Econometric Theory 22 (1), 15-68, 2006 | 30 | 2006 |
| VAR modeling for dynamic loadings driving volatility strings R Brüggemann, W Härdle, J Mungo, C Trenkler Journal of Financial Econometrics 6 (3), 361-381, 2008 | 24* | 2008 |
| On the identification of multivariate correlated unobserved components models C Trenkler, E Weber Economics Letters 138, 15-18, 2016 | 23 | 2016 |
| Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms C Trenkler Econometric Theory 25 (1), 243-269, 2009 | 23 | 2009 |
| Are Eastern European Countries Catching Up? Time Series Evidence for Czech Republic, Hungary and Poland R Brüggemann, C Trenkler Applied Economics Letters 14 (4), 245-249, 2007 | 18 | 2007 |
| VAR modeling for dynamic loadings driving volatility strings R Brüggemann, W Härdle, J Mungo, C Trenkler Journal of Financial Econometrics 6 (3), 361-381, 2008 | 15 | 2008 |
| The effects of ignoring level shifts on systems cointegration tests C Trenkler* Allgemeines Statistisches Archiv 89, 281-301, 2005 | 14 | 2005 |
| Testing for the cointegrating rank in the presence of level shifts C Trenkler Shaker, 2002 | 11 | 2002 |
| Which factors are behind Germany's labour market upswing? C Hutter, S Klinger, E Weber, C Trenkler IAB-Discussion Paper, 2019 | 10 | 2019 |
| VAR modeling for dynamic semiparametric factors of volatility strings R Brüggemann, WK Härdle, J Mungo, C Trenkler SFB 649 Discussion Paper 2006-011, 2006 | 9 | 2006 |
