Narrow search
Showing 1 - 10 of 27
Cover Image
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg; Hassler, Uwe - 2000
Persistent link: https://www.econbiz.de/10001509562
Cover Image
Uncovered interest parity - what can we learn from panel data?
Breitung, Jörg; Brüggemann, Ralf - 2000
Persistent link: https://www.econbiz.de/10001508113
Cover Image
Rank tests for unit roots
Breitung, Jörg; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000950453
Cover Image
Some nonparametric tests for unit roots and cointegration
Breitung, Jörg - 1999
Persistent link: https://www.econbiz.de/10001390729
Cover Image
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
Cover Image
The local power of some unit root tests for panel data
Breitung, Jörg - 1999
Persistent link: https://www.econbiz.de/10001413253
Cover Image
On Phillips-Perron type tests for seasonal unit roots
Breitung, Jörg; Franses, Philip H. - 1994
Persistent link: https://www.econbiz.de/10000151654
Cover Image
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg; Hassler, Uwe - In: Journal of econometrics 110 (2002) 2, pp. 167-185
Persistent link: https://www.econbiz.de/10001703506
Cover Image
Nonparametric tests for unit roots and cointegration
Breitung, Jörg - In: Journal of econometrics 108 (2002) 2, pp. 343-363
Persistent link: https://www.econbiz.de/10001657612
Cover Image
Purchasing power parity during currency crises : a panel unit root test under structural breaks
Breitung, Jörg; Candelon, Bertrand - 2003
Persistent link: https://www.econbiz.de/10001882754