Jörg Breitung

Available identifiers

zbMath Open breitung.jorgMaRDI QIDQ291703

List of research outcomes

Publication	Date of Publication	Type
BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA	2023-08-15	Paper
Lagrange multiplier type tests for slope homogeneity in panel data models	2022-08-02	Paper
Testing for Serial Correlation in Fixed-Effects Panel Data Models	2022-06-03	Paper
Lessons from a Decade of IPS and LLC	2022-05-31	Paper
Double filter instrumental variable estimation of panel data models with weakly exogenous variables	2022-03-04	Paper
Estimation of heterogeneous panels with systematic slope variations	2021-02-04	Paper
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach	2017-06-30	Paper
Testing for structural breaks in dynamic factor models	2016-08-12	Paper
Testing for short- and long-run causality: a frequency-domain approach	2016-06-10	Paper
Analyzing business cycle asymmetries in a multi-level factor model	2015-09-29	Paper
Instrumental variable and variable addition based inference in predictive regressions	2015-09-01	Paper
When bubbles burst: econometric tests based on structural breaks	2013-11-11	Paper
GLS Estimation of Dynamic Factor Models	2012-01-18	Paper
Simple regression‐based tests for spatial dependence	2011-07-27	Paper
COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor	2009-09-30	Paper
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE	2009-06-11	Paper
Panel unit root tests under cross‐sectional dependence	2008-01-24	Paper
Temporal aggregation and spurious instantaneous causality in multiple time series models	2007-05-29	Paper
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION	2007-04-23	Paper
Dynamic factor models	2007-01-24	Paper
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data	2005-08-25	Paper
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS	2003-05-18	Paper
Nonparametric tests for unit roots and cointegration.	2003-04-02	Paper
Inference on the cointegration rank in fractionally integrated processes.	2003-02-17	Paper
The Beveridge-Nelson Decomposition: A Different Perspective with New Results	2000-03-01	Paper
Testing for unit roots in panel data using a GMM approach	1999-05-03	Paper
Impulse response functions for periodic integration	1998-06-30	Paper
Rank tests for unit roots	1997-11-04	Paper
Modified stationarity tests with improved power in small samples	1995-05-18	Paper
SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS	1995-03-01	Paper

Research outcomes over time

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