Browsing All of EconStor by Author Breitung, Jörg

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