Concepedia

Carsten Jentsch

CJ

Statistics

Publications

20

Citations

630

H-Index

15

Active since

2010

Affiliations

TU Dortmund University(Current)

University of Mannheim

Helmut Schmidt University

Technische Universität Braunschweig

Federal Reserve Bank of Cleveland

Carsten Jentsch is an author at TU Dortmund University specializing in statistics, engineering, and statistical inference.

ORCID

Top concepts

Publications per year

2010–2023

20

Publications

20

Inference in VARs with conditional heteroskedasticity of unknown form

Ralf Brüggemann, Carsten Jentsch, Carsten Trenkler · Journal of Econometrics · 2015 · 133 citations

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The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States: Comment

Carsten Jentsch, Kurt G. Lunsford · American Economic Review · 2019 · 98 citations · Full text

, , +22

A test for second order stationarity of a multivariate time series

Carsten Jentsch, Suhasini Subba Rao · Journal of Econometrics · 2014 · 55 citations

, , +4

Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension

Carsten Jentsch, Dimitris N. Politis · The Annals of Statistics · 2015 · 48 citations · Full text

Testing equality of spectral densities using randomization techniques

Carsten Jentsch, Markus Pauly · Bernoulli · 2015 · 34 citations · Full text

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