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Jörg Breitung · Study
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Author
Jörg Breitung
34 works
· latest 2022
· 5 institutions
cluster: provisional
ORCID 0000-0001-7367-0863
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34
Citations
8,844
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Most cited in this library
The local power of some unit root tests for panel data
2004 · 2,382 citations
Testing for short- and long-run causality: A frequency-domain approach
2005 · 945 citations
Panel unit root tests under cross‐sectional dependence
2005 · 783 citations
Unit Roots and Cointegration in Panels
2008 · 758 citations
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
2005 · 547 citations
Works
34 shown
BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
Econometric Theory
·
2022
·
2 authors
·
Open access
17
citations
Bias-corrected method of moments estimators for dynamic panel data models
Econometrics and Statistics
·
2021
·
3 authors
·
Open access
103
citations
Assessing causality and delay within a frequency band
Econometrics and Statistics
·
2017
·
2 authors
20
citations
Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches
Advances in econometrics
·
2016
·
2 authors
·
chapter
51
citations
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach
Journal of Forecasting
·
2015
·
2 authors
63
citations
Instrumental variable and variable addition based inference in predictive regressions
Journal of Econometrics
·
2015
·
2 authors
57
citations
Testing for Serial Correlation in Fixed-Effects Panel Data Models
Econometric Reviews
·
2014
·
2 authors
·
Open access
297
citations
Lessons from a Decade of IPS and LLC
Econometric Reviews
·
2012
·
2 authors
99
citations
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods
Journal of Financial Econometrics
·
2011
·
2 authors
455
citations
Testing for structural breaks in dynamic factor models
Journal of Econometrics
·
2010
·
2 authors
208
citations
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
International Journal of Forecasting
·
2008
·
2 authors
213
citations
Unit Roots and Cointegration in Panels
Springer eBooks
·
2008
·
2 authors
·
chapter
·
Open access
758
citations
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Econometric Theory
·
2007
·
2 authors
86
citations
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
Econometric Theory
·
2006
·
2 authors
24
citations
How synchronized are new EU member states with the euro area? Evidence from a structural factor model
Journal of Comparative Economics
·
2006
·
2 authors
·
Open access
96
citations
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank
Journal of International Financial Markets Institutions and Money
·
2006
·
3 authors
18
citations
Panel unit root tests under cross‐sectional dependence
Statistica Neerlandica
·
2005
·
2 authors
783
citations
Testing for short- and long-run causality: A frequency-domain approach
Journal of Econometrics
·
2005
·
2 authors
945
citations
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
Econometric Reviews
·
2005
·
1 author
·
Open access
547
citations
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks
Review of World Economics
·
2005
·
2 authors
66
citations
Unit Roots and Cointegration in Panels
SSRN Electronic Journal
·
2005
·
2 authors
·
preprint
·
Open access
106
citations
Structural Vector Autoregressive Modeling and Impulse Responses
Cambridge University Press eBooks
·
2004
·
3 authors
·
chapter
178
citations
The local power of some unit root tests for panel data
Advances in econometrics
·
2004
·
1 author
·
chapter
·
Open access
2,382
citations
Corrigendum to “Nonparametric tests for unit roots and cointegration” [J. Econom. 108 (2002) 343–363]
Journal of Econometrics
·
2003
·
2 authors
·
other
21
citations
Temporal aggregation and spurious instantaneous causality in multiple time series models
Journal of Time Series Analysis
·
2002
·
2 authors
·
Open access
92
citations
Inference on the cointegration rank in fractionally integrated processes
Journal of Econometrics
·
2002
·
2 authors
·
Open access
113
citations
Nonparametric tests for unit roots and cointegration
Journal of Econometrics
·
2002
·
1 author
454
citations
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data
Journal of International Money and Finance
·
2001
·
2 authors
32
citations
Rank Tests for Nonlinear Cointegration
Journal of Business and Economic Statistics
·
2001
·
1 author
·
Open access
155
citations
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS
Econometric Theory
·
1998
·
2 authors
·
Open access
73
citations
Rank tests for unit roots
Journal of Econometrics
·
1997
·
2 authors
·
Open access
62
citations
Impulse response functions for periodic integration
Economics Letters
·
1997
·
2 authors
·
Open access
19
citations
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS
Journal of Time Series Analysis
·
1994
·
1 author
25
citations
Testing for unit roots in panel data: are wages on different bargaining levels cointegrated?
Applied Economics
·
1994
·
2 authors
226
citations