| Inference in VARs with conditional heteroskedasticity of unknown form R Brüggemann, C Jentsch, C Trenkler Journal of econometrics 191 (1), 69-85, 2016 | 147 | 2016 |
| The dynamic effects of personal and corporate income tax changes in the United States: Comment C Jentsch, KG Lunsford American Economic Review 109 (7), 2655-2678, 2019 | 89 | 2019 |
| A test for second order stationarity of a multivariate time series C Jentsch, SS Rao Journal of Econometrics 185 (1), 124-161, 2015 | 58 | 2015 |
| Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension C Jentsch, DN Politis The Annals of Statistics 43 (3), 1117-1140, 2015 | 54 | 2015 |
| Proxy SVARs: asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States C Jentsch, KG Lunsford FRB of Cleveland Working Paper, 2016 | 44 | 2016 |
| The multiple hybrid bootstrap—resampling multivariate linear processes C Jentsch, JP Kreiss Journal of Multivariate Analysis 101 (10), 2320-2345, 2010 | 38 | 2010 |
| Testing equality of spectral densities using randomization techniques C Jentsch, M Pauly Bernoulli 21 (2), 697-739, 2015 | 37 | 2015 |
| Asymptotically valid bootstrap inference for proxy svars C Jentsch, KG Lunsford Journal of Business & Economic Statistics 40 (4), 1876-1891, 2022 | 36 | 2022 |
| Bootstrapping INAR models C Jentsch, CH Weiß Bernoulli 25 (3), 2359-2408, 2019 | 29 | 2019 |
| RollingLDA: An Update Algorithm of Latent Dirichlet Allocation to Construct Consistent Time Series from Textual Data J Rieger, C Jentsch, J Rahnenführer Findings of the Association for Computational Linguistics: EMNLP 2021, 2337-2347, 2021 | 28 | 2021 |
| Improving latent Dirichlet allocation: On reliability of the novel method LDAPrototype J Rieger, J Rahnenführer, C Jentsch International Conference on Applications of Natural Language to Information …, 2020 | 28 | 2020 |
| Bootstrapping sample quantiles of discrete data C Jentsch, A Leucht Annals of the Institute of Statistical Mathematics 68 (3), 491-539, 2016 | 22 | 2016 |
| A note on using periodogram-based distances for comparing spectral densities C Jentsch, M Pauly Statistics & probability letters 82 (1), 158-164, 2012 | 22 | 2012 |
| Baxter’s inequality and sieve bootstrap for random fields M Meyer, C Jentsch, JP Kreiss Bernoulli 23 (4B), 2988-3020, 2017 | 20 | 2017 |
| Improving Reliability of Latent Dirichlet Allocation by Assessing Its Stability Using Clustering Techniques on Replicated Runs J Rieger, L Koppers, C Jentsch, J Rahnenführer arXiv preprint arXiv:2003.04980, 2020 | 19 | 2020 |
| A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes C Jentsch Journal of Time Series Analysis 33 (2), 177-192, 2012 | 16 | 2012 |
| A Spectral Domain Test for Stationarity of Spatio‐Temporal Data S Bandyopadhyay, C Jentsch, S Subba Rao Journal of Time Series Analysis 38 (2), 326-351, 2017 | 14 | 2017 |
| Block bootstrap theory for multivariate integrated and cointegrated processes C Jentsch, DN Politis, E Paparoditis Journal of Time Series Analysis 36 (3), 416-441, 2015 | 14 | 2015 |
| Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes C Jentsch, A Leucht, M Meyer, C Beering Journal of Time Series Analysis 41 (1), 110-133, 2020 | 13 | 2020 |
| Generalized Binary Time Series Models C Jentsch, L Reichmann Econometrics 7 (4), 47, 2019 | 13 | 2019 |
