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Journal Article
Born, Benjamin and Breitung, Joerg (2016). Testing for Serial Correlation in Fixed-Effects Panel Data Models. Econom. Rev., 35 (7). S. 1290 - 1317. PHILADELPHIA: TAYLOR & FRANCIS INC. ISSN 1532-4168
Breitung, Joerg and Hafner, Christian M. (2016). A simple model for now-casting volatility series. Int. J. Forecast., 32 (4). S. 1247 - 1256. AMSTERDAM: ELSEVIER SCIENCE BV. ISSN 1872-8200
Breitung, Joerg and Hansen, Philipp . Alternative estimation approaches for the factor augmented panel data model with smallT. Empir. Econ.. HEIDELBERG: PHYSICA-VERLAG GMBH & CO. ISSN 1435-8921
Breitung, Joerg and Herwartz, Helmut (2016). Innovations in multiple time series analysis. J. Econom., 192 (2). S. 329 - 332. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1872-6895
Breitung, Joerg, Roling, Christoph and Salish, Nazarii 
ORCID: 0000-0002-0682-1753
(2016).
Lagrange multiplier type tests for slope homogeneity in panel data models.
Econom. J., 19 (2).
S. 166 - 203.
HOBOKEN:
WILEY-BLACKWELL.
ISSN 1368-423X
Breitung, Joerg and Schreiber, Sven (2018). Assessing causality and delay within a frequency band. Econom. Stat., 6. S. 57 - 74. AMSTERDAM: ELSEVIER SCIENCE BV. ISSN 2452-3062
Breitung, Joerg and Wigger, Christoph (2018). Alternative GMM estimators for spatial regression models. Spat. Econ. Anal., 13 (2). S. 148 - 171. ABINGDON: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD. ISSN 1742-1780
Hayakawa, Kazuhiko ORCID: 0000-0002-8321-8448, Qi, Meng and Breitung, Joerg
(2019).
Double filter instrumental variable estimation of panel data models with weakly exogenous variables.
Econom. Rev., 38 (9).
S. 1055 - 1089.
PHILADELPHIA:
TAYLOR & FRANCIS INC.
ISSN 1532-4168