Access Statistics for Jörg Breitung

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Measure of Persistence 0 0 0 0 0 0 1 107
A Residual LM test for fractional cointegration 0 0 0 0 1 1 2 4
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 1 1 2 10
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 3 4 8 187
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 0 1 2 5
A Simple Model for Now-Casting Volatility Series 0 0 0 50 1 1 2 65
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 1 1 2 220
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 0 1 2 306
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 0 1 4 463
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 1 1 180 0 2 3 510
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 43 2 3 5 220
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 1 1 5 1,004
A simple model for now-casting volatility series 0 0 0 0 1 1 2 5
A simple model for now-casting volatility series 0 0 0 0 1 1 2 9
A simple model for now-casting volatility series 0 0 0 3 2 2 3 16
A simple model for now-casting volatility series 0 0 1 50 0 0 39 142
A simple model for now-casting volatility series 0 0 0 0 0 0 0 18
A simple model for now-casting volatility series 0 0 0 5 1 1 2 25
Alternative GMM estimators for spatial regression models 0 0 0 51 0 3 6 125
Alternative GMM methods for nonlinear panel data models 0 0 0 15 0 0 3 329
Analyzing Business and Financial Cycles Using Multi-Level Factor Models 0 0 5 165 0 0 8 261
Analyzing business and financial cycles using multi-level factor models 0 1 2 103 2 3 11 272
Assessing Causality and Delay within a Frequency Band 0 0 0 75 0 0 2 133
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 0 1 21 0 0 2 27
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 1 2 5 30
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 0 1 3 50
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 1 1 2 171
Bias-corrected estimation of linear dynamic panel data models 6 16 56 247 11 30 96 417
Bidder Behavior in Repo Auctions without Minimum Bid Rate: Evidence from the Bundesbank 0 0 0 41 0 0 0 711
Bidder behaviour in repo auctions without minimum bid rate: evidence from the Bundesbank 0 0 0 32 1 1 1 288
Business cycle transmission from the euro area to CEECs 0 0 0 161 2 3 4 393
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 0 1 5 290
Common cycles: A frequency domain approach 0 0 0 83 0 0 0 393
Dynamic factor models 0 0 1 859 1 2 5 1,874
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 1 2 4 305
Factor models 0 0 0 353 0 0 7 588
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 0 2 6 508
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 0 1 2 105
How far can we forecast? Statistical tests of the predictive content 0 0 0 97 3 3 5 172
How synchronized are central and east European economies with the euro area? Evidence from a structural factor model 0 0 0 217 0 1 5 619
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 0 1 7 3,394
Impulse Response Functions for Periodic Integration 0 0 0 0 0 1 1 596
Inference on the Cointegration Rank in Fractionally Integrated Processes 0 0 0 0 1 2 2 424
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 0 1 2 204
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 0 1 3 10
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 1 2 5 186
Myths and Facts about Panel Unit Root Tests 0 0 1 186 0 1 5 252
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 0 31 1 2 3 181
Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares 0 0 0 139 0 0 0 669
On Phillips-Perron Type Tests for Seasonal Unit Roots 0 0 0 135 0 0 2 1,016
On model based seasonal adjustment procedures 0 0 1 6 0 0 3 66
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 8 9 14 606
Policy Analysis in VAR-Systems 0 0 0 0 1 1 1 168
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 1 137 0 0 2 651
Projection estimators for structural impulse responses 0 4 12 182 2 10 33 302
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 1 2 4 280
Rank tests for nonlinear cointegration 0 0 0 55 0 0 4 274
Rank tests for unit roots 0 0 0 31 0 0 1 144
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 1 3 419 3 7 13 960
Robust Testing for Unit Roots 0 0 0 0 1 1 4 188
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 3 3 4 301
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 1 1 2 213
Simple Regression Based Tests for Spatial Dependence 0 0 0 182 0 0 3 330
Simulation based methods of moments in empirical finance 0 0 0 4 3 3 4 35
Simulation based methods of moments in empirical finance 0 0 0 2 4 4 6 150
Some nonparametric tests for unit roots and cointegration 0 0 0 103 0 0 1 257
Temporal aggregation and causality in multiple time series models 0 0 0 7 0 0 1 142
Testing for Unit Roots in Panel Data Using a GMM Approach 0 0 0 0 0 0 1 158
Testing for Unit Roots in Panel Data: Are Wages on Different Bargaining Levels Cointegrated? 0 0 0 0 1 1 6 321
Testing for cointegration in high-dimensional systems 0 0 1 114 0 0 3 227
Testing for short and long-run causality: The case of the yield spread and economic growth 0 0 0 118 0 0 3 430
Testing for structural breaks in dynamic factor models 0 0 1 222 0 0 7 514
Tests Of Non-Causality In A Frequency Band 0 0 1 47 0 0 4 65
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 1 8 0 0 5 190
The local power of some unit root tests for panel data 0 0 0 270 0 1 6 1,248
Uncovered interest parity: What can we learn from panel data? 0 0 0 45 0 0 1 202
Unit Roots and Cointegration in Panels 0 1 1 1,340 0 2 10 2,912
Unit Roots and Cointegration in Panels 0 0 0 334 0 1 7 749
Unit Roots and Cointegration in Panels 0 0 2 1,124 1 3 13 2,145
Unit roots and cointegration in panels 0 0 0 233 0 0 4 681
Using a Latent Variables Representation to Estimate Structural VARs 0 0 0 51 1 1 1 228
Total Working Papers 6 24 92 9,859 71 139 469 33,446

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Canonical Correlation Approach for Selecting the Number of Dynamic Factors 0 0 1 35 2 2 5 118
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 0 0 5 95 2 4 22 300
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 29 0 0 3 92
A convenient representation for structural vector autoregressions 0 0 0 146 2 2 4 418
A simple model for now-casting volatility series 0 0 2 15 0 0 4 52
Alternative GMM estimators for spatial regression models 0 0 1 14 3 6 10 57
Alternative estimation approaches for the factor augmented panel data model with small T 1 1 1 10 1 1 2 36
Analyzing business cycle asymmetries in a multi-level factor model 0 0 2 39 1 1 9 130
Assessing causality and delay within a frequency band 0 0 0 20 2 2 3 58
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 0 37 1 1 2 96
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 1 1 3 227
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 0 0 1 257
COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor 0 0 0 12 0 0 0 34
Correction to: Alternative estimation approaches for the factor augmented panel data model with small T 0 0 0 0 3 3 4 7
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 0 0 0 222
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 1 6 22 1 5 14 58
Dynamic factor models 0 0 1 198 4 4 11 488
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 0 3 33 0 2 13 141
Estimation of heterogeneous panels with systematic slope variations 0 1 2 17 0 1 8 45
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach 0 0 0 70 0 0 2 147
GLS Estimation of Dynamic Factor Models 0 0 2 94 0 1 6 256
How far can we forecast? Statistical tests of the predictive content 0 0 0 7 2 2 5 51
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 0 113 1 2 4 280
Impulse response functions for periodic integration 0 0 0 15 1 3 4 127
Inference on the cointegration rank in fractionally integrated processes 0 0 2 130 0 0 2 299
Instrumental variable and variable addition based inference in predictive regressions 0 0 0 53 1 2 4 143
Introduction to the special issue 0 0 0 9 0 0 0 40
Is There a Common European Business Cycle?: New Insights from a Frequency Domain Analysis 0 0 0 64 0 0 4 257
Lagrange multiplier type tests for slope homogeneity in panel data models 0 0 0 14 0 0 2 49
Lessons from a Decade of IPS and LLC 0 0 0 57 0 0 5 204
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 2 2 3 6
Nonparametric tests for unit roots and cointegration 0 0 4 336 0 1 13 794
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 1 31 0 0 3 154
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 0 0 4 72
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS 0 0 0 6 0 0 1 46
Panel unit root tests under cross‐sectional dependence 0 1 5 123 2 6 27 412
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 1 1 4 382
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 2 3 4 126
Rank Tests for Nonlinear Cointegration 0 0 0 0 0 1 4 960
Rank tests for unit roots 0 0 0 62 0 2 4 172
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 0 5 191 0 0 9 409
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 5 1 1 2 8
Short Run Comovement, Persistent Shocks and the Business Cycle / Eine empirische Analyse der Wirkung kurz- und langfristiger Schocks im Konjunkturzyklus 0 0 0 1 0 0 2 7
Simple regression‐based tests for spatial dependence 0 0 0 0 0 0 2 178
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 0 61 2 2 3 138
Temporal aggregation and spurious instantaneous causality in multiple time series models 0 0 0 3 0 1 3 21
Testing for Serial Correlation in Fixed-Effects Panel Data Models 2 3 12 80 4 10 37 279
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 0 4 17 241 5 10 37 477
Testing for short- and long-run causality: A frequency-domain approach 0 3 22 832 6 10 53 1,812
Testing for structural breaks in dynamic factor models 0 1 3 126 5 7 18 387
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 0 0 2 14
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 0 0 1 360
When bubbles burst: econometric tests based on structural breaks 1 2 4 55 1 2 7 149
Total Journal Articles 4 17 101 3,871 59 104 399 12,052

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches 0 2 12 69 0 5 28 171
Dynamic Factor Models 0 0 0 0 2 2 5 11
Factor models 0 1 5 110 1 2 17 287
Total Chapters 0 3 17 179 3 9 50 469

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
XTDPDBC: Stata module to perform bias-corrected estimation of linear dynamic panel data models 1 3 13 73 7 13 38 309
Total Software Items 1 3 13 73 7 13 38 309

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Statistics updated 2025-11-08