Jörg Breitung

发表

Testing for unit roots in panel data using a GMM approach

Jörg Breitung, J. Breitung, 1997 .

When bubbles burst: econometric tests based on structural breaks

Robinson Kruse, Jörg Breitung, J. Breitung, 2013 .

Myths and Facts about Panel Unit Root Tests

Joakim Westerlund, Jörg Breitung, J. Breitung, 2009 .

On model based seasonal adjustment procedures

Jörg Breitung, J. Breitung, 2006 .

Testing for multistep causality

Jörg Breitung, Bertrand Candelon, 2007 .

A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications

Jörg Breitung, 1992 .

Robust Testing of Functional Statistics: The Bootstrap Approach

Jörg Breitung, 1990 .

Microeconometrics and Panel Data

Axel Werwatz, Jörg Breitung, J. Breitung, 2000 .

Assessing the Forward Premium Puzzle: A Factor Augmented Panel Data Approach

Jörg Breitung, Katja Mann, 2017 .

Bias-corrected method of moments estimators for dynamic panel data models

Kazuhiko Hayakawa, Jörg Breitung, Sebastian Kripfganz, 2021, Econometrics and Statistics.

Correction to: Alternative estimation approaches for the factor augmented panel data model with small T

Jörg Breitung, Philipp Hansen, 2021, Empirical Economics.

Testing for Structural Breaks in Dynamic Factor Models

Jörg Breitung, Sandra Eickmeier, J. Breitung, 2011, SSRN Electronic Journal.

Uncovered Interest Parity

Jörg Breitung, Ralf Brüggemann, 2000 .

Unit Roots and Cointegration in Panels

Jörg Breitung, M. Pesaran, J. Breitung, 2005, SSRN Electronic Journal.

Analyzing business cycle asymmetries in a multi-level factor model

Jörg Breitung, Sandra Eickmeier, J. Breitung, 2015 .

Quantifying survey expectations: What's wrong with the probability approach?

Jörg Breitung, J. Breitung, Maik Schmeling, 2011 .

A Parametric approach to the Estimation of Cointegration Vectors in Panel Data

Jörg Breitung, J. Breitung, 2002 .

TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE

Jörg Breitung, Samarjit Das, Samarjit Das, 2007, Econometric Theory.

Real-Time Forecasting of GDP Based on a Large Factor Model with Monthly and Quarterly Data

Jörg Breitung, Christian Schumacher, C. Schumacher, 2007, SSRN Electronic Journal.

Dynamic factor models

Jörg Breitung, Sandra Eickmeier, J. Breitung, 2006, SSRN Electronic Journal.

A Canonical Correlation Approach for Selecting the Number of Dynamic Factors

Jörg Breitung, Uta Pigorsch, 2013 .

Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods

Jörg Breitung, J. Breitung, Ulrich Homm, 2012 .

Dynamic Factor Models

Jörg Breitung, Sandra Eickmeier, J. Breitung, 2006 .

Structural Vector Autoregressive Modeling and Impulse Responses

Helmut Lütkepohl, Jörg Breitung, Ralf Brüggemann, 2004 .

Testing for unit roots in panel data: are wages on different bargaining levels cointegrated?

Jörg Breitung, Wolfgang Meyer, J. Breitung, 1994 .

Analyzing Business and Financial Cycles Using Multi-Level Factor Models

Jörg Breitung, Sandra Eickmeier, J. Breitung, 2014, SSRN Electronic Journal.

The local power of some unit root tests for panel data

Jörg Breitung, J. Breitung, 1999 .

Nonparametric tests for unit roots and cointegration

Jörg Breitung, J. Breitung, 2002 .

Testing for short- and long-run causality: A frequency-domain approach

Jörg Breitung, Bertrand Candelon, J. Breitung, 2006 .