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Simple regression-based tests for spatial dependence
Born, Benjamin; Breitung, Jörg - In: The econometrics journal 14 (2011) 2, pp. 330-342
Persistent link: https://www.econbiz.de/10009382619
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Canonical correlation statistics for testing the cointegration rank in a reversed order
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000168633
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Dynamische Modelle für die Paneldatenanalyse
Breitung, Jörg - 1992
Persistent link: https://www.econbiz.de/10000852414
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A two-step test procedure to decide between random- and fixed-effects specifications
Breitung, Jörg - 1992
Persistent link: https://www.econbiz.de/10000840466
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Rank tests for nonlinear cointegration relationships
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000993117
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Neuere Entwicklung auf dem Gebiet ökonometrischer Strukturmodelle : strukturelle Vektorautoregression
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000996325
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A multivariate measure of persistence
Breitung, Jörg - 1990
Persistent link: https://www.econbiz.de/10000800204
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Testing for unit roots in panel data using a GMM approach
Breitung, Jörg - In: Statistical papers 38 (1997) 3, pp. 253-269
Persistent link: https://www.econbiz.de/10001229051
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On model based seasonal adjustment procedures
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992216
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The local power of some unit root tests for panel data
Breitung, Jörg - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 161-177). 2000
Persistent link: https://www.econbiz.de/10001583119