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Innovations in multiple time series analysis

Breitung, Jörg; Herwartz, Helmut - In: Journal of econometrics 192 (2016) 2, pp. 329-331

Persistent link: https://www.econbiz.de/10011704644

Dependence in macroeconomic variables: Assessing instantaneous and persistent relations between and within time series

Maxand, Simone - 2017

The present thesis comprises two rather independent chapters. In general, the diagnosis and quantiﬁcation of dependence is a major aim of econometric studies. Along these lines, the concept of dependence serves as an encompassing framework to analyze time series with two very diﬀerent...

Persistent link: https://www.econbiz.de/10012799255

Estimating binary probit models under first order serial correlation

Breitung, Jörg - 1988

Persistent link: https://www.econbiz.de/10013452070

Policy analysis in VAR-systems

Breitung, Jörg - 1990

Persistent link: https://www.econbiz.de/10013416135

Canonical correlation statistics for testing the cointegration rank in a reversed order

Breitung, Jörg - 1998

Persistent link: https://www.econbiz.de/10000168633

A two-step test procedure to decide between random- and fixed-effects specifications

Breitung, Jörg - 1992

Persistent link: https://www.econbiz.de/10000840466

Robust testing of functional statistics : the bootstrap approach

Breitung, Jörg - 1990

Persistent link: https://www.econbiz.de/10000781771

On model based seasonal adjustment procedures

Breitung, Jörg - 1998

Persistent link: https://www.econbiz.de/10000992216

Rank tests for nonlinear cointegration relationships

Breitung, Jörg - 1998

Persistent link: https://www.econbiz.de/10000993117

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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