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TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE

Breitung, Jörg; Das, Samarjit; Bai, J.; Ng, S.; Bai, J.; … - In: Econometric theory 24 (2008) 1, pp. 88-108

Persistent link: https://www.econbiz.de/10007896792

Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data

Schumacher, Christian; Breitung, Jörg - In: International Journal of Forecasting 24 (2008) 3, pp. 386-398

Persistent link: https://www.econbiz.de/10005429490

Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data

Schumacher, Christian; Breitung, Jörg - In: International journal of forecasting 24 (2008) 3, pp. 386-398

Persistent link: https://www.econbiz.de/10008093003

Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data

Schumacher, Christian; Breitung, Jörg - In: International journal of forecasting 24 (2008) 3, pp. 386-399

Persistent link: https://www.econbiz.de/10008899550

Dynamische Modelle für die Paneldatenanalyse

Breitung, Joerg - 1992

Persistent link: https://www.econbiz.de/10004140396

UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION

Lütkepohl, Helmut; Rodrigues, Paulo M.M.; Balke, N.S.; … - In: Econometric theory 24 (2008) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10007896797

The end of an era calls for new departures : with Lord Robens of Woldingham

Schumacher, Christian - 1978

Persistent link: https://www.econbiz.de/10002783253

Assigning cooperating UAVs to simultaneous tasks on consecutive targets using genetic algorithms

Shima, T.; Schumacher, C. - In: Journal of the Operational Research Society : OR 60 (2009) 7, pp. 973-982

Persistent link: https://www.econbiz.de/10008261987

Optimization of air vehicles operations using mixed-integer linear programming

Schumacher, C.; Chandler, P.R.; Pachter, M.; Pachter, L.S. - In: Journal of the Operational Research Society : OR 58 (2007) 4, pp. 516-527

Persistent link: https://www.econbiz.de/10007614021

Panel Unit Root Tests under Cross- sectional Dependence

Das, Samarjit; Breitung, Joerg - Econometric Society - 2004

In this paper alternative approaches for testing the unit root hypothesis in panel data are considered. First, a robust version of the Dickey-Fuller t-statistic under contemporaneous correlated errors is suggested. Second, the GLS t-statistic is considered, which is based on the t-statistic of...

Persistent link: https://www.econbiz.de/10005063717