Browsing All of EconStor by Author Breitung, Jörg

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Year of PublicationTitleAuthor(s)
1996Rank tests for unit rootsBreitung, Jörg; Gouriéroux, Christian
1998Simulation based methods of moments in empirical financeLiesenfeld, Roman; Breitung, Jörg
1998Alternative GMM methods for nonlinear panel data modelsBreitung, Jörg; Lechner, Michael
1998The Beveridge-Nelson decomposition: A different perspective with new resultsGómez, Víctor; Breitung, Jörg
1998Simulation based methods of moments in empirical financeLiesenfeld, Roman; Breitung, Jörg
1998Temporal aggregation and causality in multiple time series modelsBreitung, Jörg; Swanson, Norman Rasmus
1998On model based seasonal adjustment proceduresBreitung, Jörg
1998Canonical correlation statistics for testing the cointegration rank in a reversed orderBreitung, Jörg
1998Rank tests for nonlinear cointegrationBreitung, Jörg
1998Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle VektorautoregressionenBreitung, Jörg
1999The local power of some unit root tests for panel dataBreitung, Jörg
1999Some nonparametric tests for unit roots and cointegrationBreitung, Jörg
1999Nonlinear error correction and the efficient market hypothesis: The case of German dual-class sharesBreitung, Jörg; Wulff, Christian
2000Inference on the cointegration rank in fractionally integrated processesBreitung, Jörg; Hassler, Uwe
2000Uncovered interest parity: What can we learn from panel data?Breitung, Jörg; Brüggemann, Ralf
2000Common cycles: A frequency domain approachBreitung, Jörg; Candelon, Bertrand
2001Is There a Common European Business Cycle? New Insights from a Frequency Domain AnalysisBreitung, Jörg; Candelon, Bertrand
2001Testing for short and long-run causality: The case of the yield spread and economic growthBreitung, Jörg; Candelon, Bertrand
2002A Residual-Based LM Test for Fractional CointegrationHassler, Uwe; Breitung, Jörg
2002Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in DeutschlandBreitung, Jörg; Jagodzinski, Doris