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Journal Article
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 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
Preprints, Working Papers or Reports
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.