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Estimating binary probit models under first order serial correlation
Breitung, Jörg - 1988
Persistent link: https://www.econbiz.de/10013452070
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Policy analysis in VAR-systems
Breitung, Jörg - 1990
Persistent link: https://www.econbiz.de/10013416135
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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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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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Robust testing of functional statistics : the bootstrap approach
Breitung, Jörg - 1990
Persistent link: https://www.econbiz.de/10000781771
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On model based seasonal adjustment procedures
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992216
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Rank tests for nonlinear cointegration relationships
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000993117
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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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A convenient representation for structural vector autoregressions
Breitung, Jörg - In: Empirical economics : a journal of the Institute for … 26 (2001) 2, pp. 447-459
Persistent link: https://www.econbiz.de/10001579920
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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