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 2 3 4 6
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 1 2 3 11
A Residual-Based LM Test for Fractional Cointegration 0 0 0 35 2 5 10 189
A Residual-Based LM Test for Fractional Cointegration 0 0 0 0 2 3 4 7
A Simple Model for Now-Casting Volatility Series 0 0 0 50 2 3 4 67
A Simultaneous Equations Approach to Cointegrated Systems 0 0 0 47 0 1 2 220
A Two-Step Test Procedure to Decide Between Random- and Fixed-Effects Specifications 0 0 0 1 0 0 2 306
A Vectorautoregressive Investment Model (VIM) and Monetary Policy Transmission: Panel Evidence from German Firms 0 0 0 88 1 1 4 464
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 4 7 222
A parametric approach to the estimation of cointegration vectors in panel data 0 0 0 500 0 1 5 1,004
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 1 50 0 0 39 142
A simple model for now-casting volatility series 0 0 0 5 2 3 4 27
A simple model for now-casting volatility series 0 0 0 0 2 3 4 7
A simple model for now-casting volatility series 0 0 0 3 1 3 4 17
A simple model for now-casting volatility series 0 0 0 0 0 1 2 9
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 1 1 3 330
Analyzing Business and Financial Cycles Using Multi-Level Factor Models 0 0 5 165 1 1 9 262
Analyzing business and financial cycles using multi-level factor models 0 0 2 103 0 2 11 272
Assessing Causality and Delay within a Frequency Band 0 0 0 75 2 2 4 135
Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations 0 0 1 21 2 2 4 29
Backward CUSUM for Testing and Monitoring Structural Change 0 0 0 7 2 4 7 32
Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data 0 0 0 33 1 1 3 51
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 1 2 3 172
Bias-corrected estimation of linear dynamic panel data models 10 21 61 257 14 35 103 431
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 2 2 289
Business cycle transmission from the euro area to CEECs 0 0 0 161 1 3 5 394
Canonical correlation statistics for testing the cointegration rank in a reversed order 0 0 0 7 2 2 7 292
Common cycles: A frequency domain approach 0 0 0 83 0 0 0 393
Dynamic factor models 0 0 1 859 6 7 11 1,880
Estimating Binary Probit Models under First Order Serial Correlation 0 0 0 0 0 1 4 305
Factor models 0 0 0 353 1 1 7 589
GMM-Estimation of Nonlinear Models on Panel Data 0 0 0 124 0 0 6 508
How Synchronized are Central and East European Economies with the Euro Area? Evidence from a Structural Factor model� 0 0 0 18 2 2 4 107
How far can we forecast? Statistical tests of the predictive content 0 0 0 97 0 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 2 3 7 621
Impulse Response Analysis of Vector Autoregressive Processes 0 0 0 522 1 1 7 3,395
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 0 1 2 424
Inference on the cointegration rank in fractionally integrated processes 0 0 0 0 1 1 4 11
Inference on the cointegration rank in fractionally integrated processes 0 0 0 34 0 1 2 204
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? 0 0 0 0 0 1 5 186
Myths and Facts about Panel Unit Root Tests 0 0 1 186 0 0 5 252
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle: Strukturelle Vektorautoregressionen 0 0 0 31 1 2 4 182
Nonlinear error correction and the efficient market hypothesis: The case of German dual-class shares 0 0 0 139 1 1 1 670
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 3 3 6 69
Panel Unit Root Tests under Cross- sectional Dependence 0 0 0 1 0 8 14 606
Policy Analysis in VAR-Systems 0 0 0 0 0 1 1 168
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland 0 0 1 137 1 1 3 652
Projection estimators for structural impulse responses 1 3 10 183 5 11 33 307
Quantifying survey expectations: What's wrong with the probability approach? 0 0 0 65 1 2 5 281
Rank tests for nonlinear cointegration 0 0 0 55 5 5 9 279
Rank tests for unit roots 0 0 0 31 2 2 3 146
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data 0 1 3 419 1 7 14 961
Robust Testing for Unit Roots 0 0 0 0 0 1 4 188
Robust Testing of Functional Statistics: The Bootstrap Approach 0 0 0 1 1 4 5 302
Short run comovement, persistent shocks, and the business cycle 0 0 0 0 0 1 2 213
Simple Regression Based Tests for Spatial Dependence 0 0 0 182 3 3 6 333
Simulation based methods of moments in empirical finance 0 0 0 2 1 5 7 151
Simulation based methods of moments in empirical finance 0 0 0 4 3 6 7 38
Some nonparametric tests for unit roots and cointegration 0 0 0 103 1 1 2 258
Temporal aggregation and causality in multiple time series models 0 0 0 7 1 1 2 143
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 2 7 322
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 1 1 1 119 1 1 4 431
Testing for structural breaks in dynamic factor models 1 1 2 223 4 4 10 518
Tests Of Non-Causality In A Frequency Band 0 0 1 47 1 1 5 66
The Beveridge-Nelson decomposition: A different perspective with new results 0 0 1 8 2 2 7 192
The local power of some unit root tests for panel data 0 0 0 270 2 2 7 1,250
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 3 5 11 2,915
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 0 3 12 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 2 2 229
Total Working Papers 13 29 97 9,872 103 206 550 33,549

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 0 2 5 118
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data 0 0 4 95 1 4 21 301
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION 0 0 0 29 2 2 5 94
A convenient representation for structural vector autoregressions 0 0 0 146 0 2 4 418
A simple model for now-casting volatility series 0 0 2 15 3 3 7 55
Alternative GMM estimators for spatial regression models 0 0 1 14 1 6 11 58
Alternative estimation approaches for the factor augmented panel data model with small T 0 1 1 10 3 4 5 39
Analyzing business cycle asymmetries in a multi-level factor model 0 0 2 39 0 1 8 130
Assessing causality and delay within a frequency band 0 0 0 20 2 4 5 60
Assessing the Rationality of Survey Expectations: The Probability Approach 0 0 0 37 1 2 3 97
Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications 0 0 0 0 0 1 3 227
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank 0 0 0 37 1 1 2 258
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 0 3 4 7
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 2 2 2 224
Double filter instrumental variable estimation of panel data models with weakly exogenous variables 0 1 6 22 1 5 15 59
Dynamic factor models 0 0 1 198 2 6 13 490
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés 0 0 2 33 1 2 13 142
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 2 3 8 258
How far can we forecast? Statistical tests of the predictive content 0 0 0 7 4 6 9 55
How synchronized are new EU member states with the euro area? Evidence from a structural factor model 0 0 0 113 3 5 7 283
Impulse response functions for periodic integration 0 0 0 15 0 2 4 127
Inference on the cointegration rank in fractionally integrated processes 0 0 1 130 2 2 3 301
Instrumental variable and variable addition based inference in predictive regressions 0 0 0 53 2 4 6 145
Introduction to the special issue 0 0 0 9 2 2 2 42
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 1 1 3 50
Lessons from a Decade of IPS and LLC 0 0 0 57 2 2 6 206
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares 0 0 0 0 2 4 5 8
Nonparametric tests for unit roots and cointegration 0 0 4 336 3 4 14 797
Non‐linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual‐Class Shares 0 0 1 31 1 1 4 155
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS 0 0 0 19 4 4 8 76
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 1 5 26 413
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks 0 0 0 131 0 1 4 382
Quantifying survey expectations: What’s wrong with the probability approach? 0 0 0 26 0 3 4 126
Rank Tests for Nonlinear Cointegration 0 0 0 0 1 1 5 961
Rank tests for unit roots 0 0 0 62 1 1 5 173
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data 0 0 5 191 1 1 10 410
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS 0 0 0 5 0 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 1 1 3 8
Simple regression‐based tests for spatial dependence 0 0 0 0 2 2 3 180
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE 0 0 0 61 6 8 9 144
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 4 11 82 6 12 38 285
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods 2 3 19 243 2 9 37 479
Testing for short- and long-run causality: A frequency-domain approach 0 2 17 832 6 14 51 1,818
Testing for structural breaks in dynamic factor models 0 0 3 126 3 8 20 390
The Beveridge–Nelson Decomposition: A Different Perspective with New Results 0 0 0 0 1 1 3 15
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data 0 0 0 76 2 2 3 362
When bubbles burst: econometric tests based on structural breaks 0 2 4 55 2 4 9 151
Total Journal Articles 4 15 94 3,875 83 166 455 12,135

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 1 12 69 1 2 28 172
Dynamic Factor Models 0 0 0 0 2 4 7 13
Factor models 0 0 3 110 1 2 11 288
Total Chapters 0 1 15 179 4 8 46 473

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 2 5 14 75 12 21 45 321
Total Software Items 2 5 14 75 12 21 45 321

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Statistics updated 2025-12-06