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Number of items: 17.

Born, Benjamin and Breitung, Jörg ORCID: 0000-0001-7367-0863 (2016). Testing for Serial Correlation in Fixed-Effects Panel Data Models. Econometric Reviews, 35 (7). 1290 - 1317. PHILADELPHIA: TAYLOR & FRANCIS INC. ISSN 1532-4168

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Demetrescu, Matei ORCID: 0000-0003-0815-5384 (2015). Instrumental variable and variable addition based inference in predictive regressions. Journal of Econometrics, 187 (1). 358 - 376. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1872-6895

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Eickmeier, Sandra (2015). Analyzing business cycle asymmetries in a multi-level factor model. Economics Letters, 127. 31 - 35. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1873-7374

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Hafner, Christian M. (2016). A simple model for now-casting volatility series. International Journal of Forecasting, 32 (4). 1247 - 1256. AMSTERDAM: ELSEVIER SCIENCE BV. ISSN 0169-2070

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Hansen, Philipp (2021). Alternative estimation approaches for the factor augmented panel data model with smallT. Empirical Economics, 60. pp. 327-351. HEIDELBERG: PHYSICA-VERLAG GMBH & CO. ISSN 1435-8921

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Hansen, Philipp (2021). Correction to: Alternative estimation approaches for the factor augmented panel data model with small T (vol 60, p. 327, 2021). Empirical Economics, 61 (6). 3557 - 3559. HEIDELBERG: PHYSICA. ISSN 1435-8921

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Herwartz, Helmut (2016). Innovations in multiple time series analysis. Journal of Econometrics, 192 (2). 329 - 332. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1872-6895

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Knueppel, Malte (2021). How far can we forecast? Statistical tests of the predictive content. Journal of Applied Econometrics, 36 (4). 369 - 393. HOBOKEN: Wiley. ISSN 0883-7252

Breitung, Jörg ORCID: 0000-0001-7367-0863, Kripfganz, Sebastian ORCID: 0000-0002-7670-0834 and Hayakawa, Kazuhiko ORCID: 0000-0002-8321-8448 (2022). Bias-corrected method of moments estimators for dynamic panel data models. Econometrics and Statistics, 24. 116 - 133. AMSTERDAM: ELSEVIER. ISSN 2452-3062

Breitung, Jörg ORCID: 0000-0001-7367-0863, Mayer, Alexander and Wied, Dominik ORCID: 0000-0003-4252-2918 (2023). Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations (version, v3). Cornell University NY USA. Working Paper.

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Roling, Christoph (2015). Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach. Journal of Forecasting, 34 (7). 588 - 604. HOBOKEN: WILEY. ISSN 1099-131X

Breitung, Jörg ORCID: 0000-0001-7367-0863, Roling, Christoph and Salish, Nazarii ORCID: 0000-0002-0682-1753 (2016). Lagrange multiplier type tests for slope homogeneity in panel data models. The Econometrics Journal, 19 (2). 166 - 203. HOBOKEN: WILEY-BLACKWELL. ISSN 1368-423X

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Salish, Nazarii ORCID: 0000-0002-0682-1753 (2021). Estimation of heterogeneous panels with systematic slope variations. Journal of Econometrics, 220 (2). 399 - 416. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 0304-4076

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Schreiber, Sven (2018). Assessing causality and delay within a frequency band. Econometrics and Statistics, 6. 57 - 74. AMSTERDAM: ELSEVIER SCIENCE BV. ISSN 2452-3062

Breitung, Jörg ORCID: 0000-0001-7367-0863 and Wigger, Christoph (2018). Alternative GMM estimators for spatial regression models. Spatial Economic Analysis, 13 (2). 148 - 171. ABINGDON: ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD. ISSN 1742-1780

Hayakawa, Kazuhiko ORCID: 0000-0002-8321-8448, Qi, Meng and Breitung, Jörg ORCID: 0000-0001-7367-0863 (2019). Double filter instrumental variable estimation of panel data models with weakly exogenous variables. Econometric Reviews, 38 (9). 1055 - 1089. PHILADELPHIA: TAYLOR & FRANCIS INC. ISSN 1532-4168

Otto, Sven and Breitung, Jörg ORCID: 0000-0001-7367-0863 (2023). BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA. Econometric Theory, 39 (4). pp. 659-692. NEW YORK: CAMBRIDGE UNIV PRESS. ISSN 1469-4360

This list was generated on Fri Nov 22 19:43:23 2024 CET.