The following pages link to Jörg Breitung (Q291703):
Displaying 31 items.
- Testing for short- and long-run causality: a frequency-domain approach (Q291704) (← links)
- When bubbles burst: econometric tests based on structural breaks (Q379933) (← links)
- Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
- Analyzing business cycle asymmetries in a multi-level factor model (Q498822) (← links)
- Testing for structural breaks in dynamic factor models (Q737946) (← links)
- Dynamic factor models (Q862777) (← links)
- Rank tests for unit roots (Q1372920) (← links)
- Testing for unit roots in panel data using a GMM approach (Q1381198) (← links)
- Impulse response functions for periodic integration (Q1389739) (← links)
- (Q1805538) (redirect page) (← links)
- Modified stationarity tests with improved power in small samples (Q1805539) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
- Estimation of heterogeneous panels with systematic slope variations (Q2224984) (← links)
- Simple regression‐based tests for spatial dependence (Q3018509) (← links)
- GLS Estimation of Dynamic Factor Models (Q3111206) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
- Temporal aggregation and spurious instantaneous causality in multiple time series models (Q3440771) (← links)
- TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE (Q3632373) (← links)
- SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS (Q4319837) (← links)
- ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS (Q4807335) (← links)
- The Beveridge-Nelson Decomposition: A Different Perspective with New Results (Q4939814) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- Lagrange multiplier type tests for slope homogeneity in panel data models (Q5093938) (← links)
- Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach (Q5272546) (← links)
- Panel unit root tests under cross‐sectional dependence (Q5438541) (← links)
- A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
- Testing for Serial Correlation in Fixed-Effects Panel Data Models (Q5863656) (← links)
- 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 (Q5895098) (← links)
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA (Q6115048) (← links)
