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Breitung, Jörg ; Pigorsch, Uta (2013) A Canonical Correlation Approach for Selecting the Number of Dynamic Factors. Oxford Bulletin of Economics and Statistics Oxford [u.a.] 75 1 23-36 [Article]

Trenkler, Carsten ORCID: 0000-0003-1846-1764 ; Breitung, Jörg (2002) On the Properties of Some Tests for Common Stochastic Trends. Econometric Theory Cambridge 18 6 1336-1349 [Article]

Lechner, Michael ; Breitung, Jörg (1996) Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés. Économie et Prévision : EP Paris 126 5 191-203 [Article]

Book chapter

Lechner, Michael ; Breitung, Jörg (1998) Alternative GMM Methods for Nonlinear Panel Data Models : Asymptotic Efficiency versus Small Sample Performance. Generalized Methods of Moments Estimation Dordrecht [Book chapter]

Lechner, Michael ; Breitung, Jörg (1996) Some GMM Estimation Methods and Specification Tests for Nonlinear Models. Mátyás, László The Econometrics of Panel Data : a handbook of the theory with applications Dordrecht 583-612 [Book chapter]

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