1

Time Series Analysis.by James D. Hamilton

Review by: Jorg Breitung
Journal:
Contemporary Sociology: A Journal of Reviews
Year:
1995
Language:
english
File:
PDF, 370 KB
english, 1995
2

Simple regression-based tests for spatial dependence

Benjamin Born, Jörg Breitung
Journal:
The Econometrics Journal
Year:
2011
Language:
english
File:
PDF, 219 KB
english, 2011
3

On Phillips-Perron-Type Tests for Seasonal Unit Roots

Jörg Breitung and Philip Hans Franses
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 1.79 MB
english, 1998
5

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

Jörg Breitung, Bertrand Candelon
Journal:
Journal of Econometrics
Year:
2006
Language:
english
File:
PDF, 305 KB
english, 2006
6

Nonparametric tests for unit roots and cointegration

Jörg Breitung
Journal:
Journal of Econometrics
Year:
2002
Language:
english
File:
PDF, 174 KB
english, 2002
7

Testing for Serial Correlation in Fixed-Effects Panel Data Models

Born, Benjamin, Breitung, Jörg
Journal:
Econometric Reviews
Year:
2014
Language:
english
File:
PDF, 1.03 MB
english, 2014
8

Panel unit root tests under cross-sectional dependence

Jörg Breitung, Samarjit Das
Journal:
Statistica Neerlandica
Year:
2005
Language:
english
File:
PDF, 182 KB
english, 2005
10

Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach

Breitung, JÖrg, Roling, Christoph
Journal:
Journal of Forecasting
Year:
2015
Language:
english
File:
PDF, 512 KB
english, 2015
11

SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS

Jorg Breitung
Journal:
Journal of Time Series Analysis
Year:
1994
Language:
english
File:
PDF, 984 KB
english, 1994
12

Rank Tests for Nonlinear Cointegration

Breitung, Jörg
Journal:
Journal of Business and Economic Statistics
Year:
2001
Language:
english
File:
PDF, 296 KB
english, 2001
13

ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS

Breitung, Jörg, Franses, Philip Hans
Journal:
Econometric Theory
Year:
1998
Language:
english
File:
PDF, 149 KB
english, 1998
14

Rank Tests for Nonlinear Cointegration

Jörg Breitung
Journal:
Journal of Business and Economic Statistics
Year:
2001
Language:
english
File:
PDF, 397 KB
english, 2001
16

TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE

Breitung, Jörg, Das, Samarjit
Journal:
Econometric Theory
Year:
2008
Language:
english
File:
PDF, 158 KB
english, 2008
18

Rank tests for unit roots

Jörg Breitung, Christian Gouriéroux
Journal:
Journal of Econometrics
Year:
1997
Language:
english
File:
PDF, 1.12 MB
english, 1997
21

The Beveridge–Nelson Decomposition: A Different Perspective with New Results

Victor Gomez, Jorg Breitung
Journal:
Journal of Time Series Analysis
Year:
1999
Language:
english
File:
PDF, 163 KB
english, 1999
22

Innovations in multiple time series analysis

Breitung, Jörg, Herwartz, Helmut
Journal:
Journal of Econometrics
Year:
2016
Language:
english
File:
PDF, 234 KB
english, 2016
23

On the Properties of Some Tests for Common Stochastic Trends

Jörg Breitung and Carsten Trenkler
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 1.23 MB
english, 2002
25

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

Breitung, Jörg
Journal:
Econometric Reviews
Year:
2005
Language:
english
File:
PDF, 196 KB
english, 2005
26

GLS Estimation of Dynamic Factor Models

Breitung, Jörg, Tenhofen, Jörn
Journal:
Journal of the American Statistical Association
Year:
2011
Language:
english
File:
PDF, 347 KB
english, 2011
27

Introduction to the special issue

Badi H. Baltagi, Jörg Breitung
Journal:
Empirical Economics
Year:
2011
Language:
english
File:
PDF, 60 KB
english, 2011
28

A convenient representation for structural vector autoregressions

Jörg Breitung
Journal:
Empirical Economics
Year:
2001
Language:
english
File:
PDF, 109 KB
english, 2001
29

A Residual-Based LM-Type Test against Fractional Cointegration

Uwe Hassler and Jörg Breitung
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 1.35 MB
english, 2006
30

Testing for structural breaks in dynamic factor models

Jörg Breitung, Sandra Eickmeier
Journal:
Journal of Econometrics
Year:
2011
Language:
english
File:
PDF, 499 KB
english, 2011
31

Impulse response functions for periodic integration

Jörg Breitung, Philip Hans Franses
Journal:
Economics Letters
Year:
1997
Language:
english
File:
PDF, 340 KB
english, 1997
33

A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION

Hassler, Uwe, Breitung, Jörg
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 163 KB
english, 2006
34

Dynamic factor models

Jörg Breitung, Sandra Eickmeier
Journal:
AStA Advances in Statistical Analysis
Year:
2006
Language:
english
File:
PDF, 892 KB
english, 2006
40

ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS

Breitung, Jörg, Trenkler, Carsten
Journal:
Econometric Theory
Year:
2002
Language:
english
File:
PDF, 102 KB
english, 2002
42

Alternative GMM estimators for spatial regression models

Breitung, Jörg, Wigger, Christoph
Journal:
Spatial Economic Analysis
Year:
2017
Language:
english
File:
PDF, 552 KB
english, 2017
44

Lessons from a Decade of IPS and LLC

Westerlund, Joakim, Breitung, Jörg
Journal:
Econometric Reviews
Year:
2013
Language:
english
File:
PDF, 531 KB
english, 2013
45

Assessing Causality and Delay within a Frequency Band

Breitung, Jörg, Schreiber, Sven
Journal:
Econometrics and Statistics
Year:
2017
Language:
english
File:
PDF, 660 KB
english, 2017
47

When bubbles burst: econometric tests based on structural breaks

Jörg Breitung, Robinson Kruse
Journal:
Statistical Papers
Year:
2013
Language:
english
File:
PDF, 291 KB
english, 2013
49

Analyzing business cycle asymmetries in a multi-level factor model

Breitung, Jörg, Eickmeier, Sandra
Journal:
Economics Letters
Year:
2015
Language:
english
File:
PDF, 347 KB
english, 2015