Jörg Breitung
Jörg Breitung
Verified email at statistik.uni-koeln.de - Homepage
Title
Cited by
Cited by
Year
The local power of some unit root tests for panel data
J Breitung
Nonstationary panels, panel cointegration, and dynamic panels, 2001
28882001
Unit roots and cointegration in panels
J Breitung, MH Pesaran
The econometrics of panel data, 279-322, 2008
6832008
Panel unit root tests under cross‐sectional dependence
J Breitung, S Das
Statistica Neerlandica 59 (4), 414-433, 2005
5802005
Testing for short-and long-run causality: A frequency-domain approach
J Breitung, B Candelon
Journal of econometrics 132 (2), 363-378, 2006
5762006
Nonparametric tests for unit roots and cointegration
J Breitung
Journal of econometrics 108 (2), 343-363, 2002
5272002
A parametric approach to the estimation of cointegration vectors in panel data
J Breitung
Econometric Reviews 24 (2), 151-173, 2005
5182005
Testing for speculative bubbles in stock markets: a comparison of alternative methods
U Homm, J Breitung
Journal of Financial Econometrics 10 (1), 198-231, 2012
4372012
Testing for unit roots in panel data: are wages on different bargaining levels cointegrated?
J Breitung, W Meyer
Applied economics 26 (4), 353-361, 1994
3321994
Unit roots and cointegration in panels
J Breitung, MH Pesaran
Cesifo working paper series, 2005
2972005
Structural vector autoregressive modeling and impulse responses
J Breitung, R Brüggemann, H Lütkepohl
Applied time series econometrics, 2004
2682004
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
C Schumacher, J Breitung
International Journal of Forecasting 24 (3), 386-398, 2008
2622008
Dynamic factor models
J Breitung, S Eickmeier
Allgemeines Statistisches Archiv 90 (1), 27-42, 2006
2152006
Rank tests for nonlinear cointegration
J Breitung
Journal of Business & Economic Statistics 19 (3), 331-340, 2001
1962001
Testing for structural breaks in dynamic factor models
J Breitung, S Eickmeier
Journal of Econometrics 163 (1), 71-84, 2011
1872011
How synchronized are new EU member states with the euro area? Evidence from a structural factor model
S Eickmeier, J Breitung
Journal of Comparative Economics 34 (3), 538-563, 2006
147*2006
Inference on the cointegration rank in fractionally integrated processes
J Breitung, U Hassler
Journal of Econometrics 110 (2), 167-185, 2002
1442002
Nonstationary panels, panel cointegration, and dynamic panels
BH Baltagi
Elsevier, 2000
1412000
Testing for serial correlation in fixed-effects panel data models
B Born, J Breitung
Econometric Reviews 35 (7), 1290-1316, 2016
1162016
Testing for unit roots in panels with a factor structure
J Breitung, S Das
Econometric Theory, 88-108, 2008
1002008
Long memory testing in the time domain
M Demetrescu, V Kuzin, U Hassler
Econometric Theory, 176-215, 2008
932008
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Articles 1–20