Joerg Breitung
Economics and Econometrics · 2005
A researcher in the Science corpus: 2 papers; trusts 25 researchers and is trusted by 37 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 72 citations into it; #1,937 of 23,481 by trust here, #2,831 by citations
- Finance — 23 citations into it; #1,792 of 10,518 by trust here, #1,744 by citations
- Statistics and Probability — 7 citations into it
Whom Joerg Breitung trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Yoosoon Chang
- H. R. Moon
- M. Pesaran
- Kristian Jönsson
- Rolf Larsson
- K. Im
- K. Hadri
- B. Perron
- Jushan Bai
- Andrew T. Levin
Who trusts Joerg Breitung overall
- Christoph Hanck
- M. Pesaran
- Bruna Škarica
- Jushan Bai
- Cheng Hsiao
- Badi H. Baltagi
- K. Hadri
- Jörg Breitung
- Jaroslava Hlouskova
- Matei Demetrescu
Papers from Joerg Breitung's perspective
Ordered by how strongly the researchers Joerg Breitung trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing For A Unit Root In Panels With Dynamic Factors
- Testing for unit roots in heterogeneous panels
- Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
- Likelihood-Based Cointegration Tests in Heterogeneous Panels
- Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Unit root tests in panel data: asymptotic and finite-sample properties
- Determining the Number of Factors in Approximate Factor Models
- Nonstationary panels, panel cointegration, and dynamic panels
- A PANIC Attack on Unit Roots and Cointegration
Their papers
- Unit Roots and Cointegration in Panels (2005) — 994 citations
- Panel unit root tests under cross‐sectional dependence (2005) — 804 citations