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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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Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: strukturelle Vektorautoregressionen
Breitung, Jörg - In: IFO-Studien : Zeitschrift für empirische … 44 (1998) 4, pp. 371-392
Persistent link: https://www.econbiz.de/10001392722
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How well do we understand business cycles and growth? : Examining the data with a real business cycle model
Uhlig, Harald - In: Empirische Wirtschaftsforschung : Methoden und …, (pp. 295-319). 2003
Persistent link: https://www.econbiz.de/10001777651
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10010435577
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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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The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992526
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Testing for unit roots in panel data : are wages on different bargaining levels cointegrated?
Breitung, Jörg; Meyer, Wolfgang - In: Applied economics 26 (1994) 4, pp. 353-361
Persistent link: https://www.econbiz.de/10001160544
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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