The local power of some unit root tests for panel data J Breitung Nonstationary panels, panel cointegration, and dynamic panels, 161-177, 2001 | 3898 | 2001 |
Testing for short-and long-run causality: A frequency-domain approach J Breitung, B Candelon Journal of econometrics 132 (2), 363-378, 2006 | 1072 | 2006 |
Panel unit root tests under cross‐sectional dependence J Breitung, S Das Statistica Neerlandica 59 (4), 414-433, 2005 | 911 | 2005 |
Unit roots and cointegration in panels J Breitung The econometrics of panel data: Fundamentals and recent developments in …, 2008 | 864 | 2008 |
A parametric approach to the estimation of cointegration vectors in panel data J Breitung Econometric Reviews 24 (2), 151-173, 2005 | 738 | 2005 |
Nonparametric tests for unit roots and cointegration J Breitung Journal of econometrics 108 (2), 343-363, 2002 | 646 | 2002 |
Testing for speculative bubbles in stock markets: a comparison of alternative methods U Homm, J Breitung Journal of Financial Econometrics 10 (1), 198-231, 2012 | 614 | 2012 |
Testing for unit roots in panel data: are wages on different bargaining levels cointegrated? J Breitung, W Meyer Applied economics 26 (4), 353-361, 1994 | 401 | 1994 |
Unit roots and cointegration in panels J Breitung, MH Pesaran Bundesbank Series 1 Discussion Paper, 2005 | 367 | 2005 |
Testing for serial correlation in fixed-effects panel data models B Born, J Breitung Econometric Reviews 35 (7), 1290-1316, 2016 | 345 | 2016 |
Structural vector autoregressive modeling and impulse responses J Breitung, R Brüggemann, H Lütkepohl Cambridge University Press, 2004 | 318 | 2004 |
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data C Schumacher, J Breitung International Journal of Forecasting 24 (3), 386-398, 2008 | 317 | 2008 |
Testing for structural breaks in dynamic factor models J Breitung, S Eickmeier Journal of Econometrics 163 (1), 71-84, 2011 | 259 | 2011 |
Dynamic factor models J Breitung, S Eickmeier Allgemeines Statistisches Archiv 90, 27-42, 2006 | 231 | 2006 |
Rank tests for nonlinear cointegration J Breitung Journal of Business & Economic Statistics 19 (3), 331-340, 2001 | 230 | 2001 |
How synchronized are new EU member states with the euro area? Evidence from a structural factor model S Eickmeier, J Breitung Journal of Comparative Economics 34 (3), 538-563, 2006 | 158* | 2006 |
Inference on the cointegration rank in fractionally integrated processes J Breitung, U Hassler Journal of Econometrics 110 (2), 167-185, 2002 | 152 | 2002 |
Testing for unit roots in panels with a factor structure J Breitung, S Das Econometric Theory 24 (1), 88-108, 2008 | 122 | 2008 |
Temporal aggregation and spurious instantaneous causality in multiple time series models J Breitung, NR Swanson Journal of Time Series Analysis 23 (6), 651-665, 2002 | 108 | 2002 |
Lessons from a decade of IPS and LLC J Westerlund, J Breitung Econometric Reviews 32 (5-6), 547-591, 2013 | 103 | 2013 |