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2022
Breitung, Joerg, 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. Econom. Stat., 24. S. 116 - 133. AMSTERDAM: ELSEVIER. ISSN 2452-3062
2021
Breitung, Joerg and Knueppel, Malte (2021). How far can we forecast? Statistical tests of the predictive content. J. Appl. Econom., 36 (4). S. 369 - 393. HOBOKEN: WILEY. ISSN 1099-1255
2019
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
2018
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
2016
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 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
2015
Breitung, Joerg and Demetrescu, Matei ORCID: 0000-0003-0815-5384 (2015). Instrumental variable and variable addition based inference in predictive regressions. J. Econom., 187 (1). S. 358 - 376. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1872-6895
Breitung, Joerg and Eickmeier, Sandra (2015). Analyzing business cycle asymmetries in a multi-level factor model. Econ. Lett., 127. S. 31 - 35. LAUSANNE: ELSEVIER SCIENCE SA. ISSN 1873-7374
Breitung, Joerg and Roling, Christoph (2015). Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach. J. Forecast., 34 (7). S. 588 - 604. HOBOKEN: WILEY. ISSN 1099-131X