← All authors Jörg Breitung University of Cologne (from arXiv:2003.02682, 2020) · ORCID · OpenAlex
62 papers in scope · 62 published · 1 on the econ.EM arXiv · 5,936 citations · h-index 28 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Alessandro Casini Pierre Perrón Alexander Mayer Dominik Wied Taosong Deng Blaise Melly James M. Robins Leopoldo Catania Federico Belotti Davide Raggi Victor Chernozhukov Lorenzo Trapani Hidehiko Ichimura Juan Carlos Escanciano Iván Fernández-Val Victor Troster Michael Massmann Lajos Horváth Luca Mattia Rolla Whitney K. Newey Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 62)
Sequential Detector Statistics for Speculative Bubbles
published 2025 · Journal of Time Series Analysis · 1 citations
with Max Diegel
published 2024 · Econometrics Journal · 19 citations · first circulated 2022
Projection Estimators for Structural Impulse Responses*
published 2023 · Oxford Bulletin of Economics and Statistics · 9 citations
with Ralf Brüggemann
published 2022 · Econometric Theory · 13 citations · first circulated 2020
Bias-corrected method of moments estimators for dynamic panel data models
published 2021 · Econometrics and Statistics · 93 citations
How far can we forecast? Statistical tests of the predictive content
published 2021 · Journal of Applied Econometrics · 12 citations · first circulated 2018
Alternative estimation approaches for the factor augmented panel data model with small T
published 2020 · Empirical Economics · 12 citations
with Philipp Hansen
Estimation of heterogeneous panels with systematic slope variations
published 2020 · Journal of Econometrics · 30 citations
Double filter instrumental variable estimation of panel data models with weakly exogenous variables
published 2019 · Econometric Reviews · 26 citations · first circulated 2017
with Kazuhiko Hayakawa, Meng Qi
Alternative GMM estimators for spatial regression models
published 2017 · Spatial Economic Analysis · 17 citations
with Christoph Wigger
Assessing causality and delay within a frequency band
published 2017 · Econometrics and Statistics · 20 citations · first circulated 2016
with Sven Schreiber
A simple model for now-casting volatility series
published 2016 · International Journal of Forecasting · 17 citations
with Christian Hafner
Lagrange multiplier type tests for slope homogeneity in panel data models
published 2016 · Econometrics Journal · 21 citations
Innovations in multiple time series analysis
published 2016 · Journal of Econometrics
with Helmut Herwartz
Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach
published 2015 · Journal of Forecasting · 63 citations
with Christoph Roling
Instrumental variable and variable addition based inference in predictive regressions
published 2015 · Journal of Econometrics · 57 citations
with Matei Demetrescu
Analyzing business cycle asymmetries in a multi-level factor model
published 2015 · Economics Letters · 13 citations
with Sandra Eickmeier
Testing for Serial Correlation in Fixed-Effects Panel Data Models
published 2014 · Econometric Reviews · 285 citations
with Benjamin Born
When bubbles burst: econometric tests based on structural breaks
published 2013 · Statistical Papers · 28 citations
with Robinson Kruse
A Canonical Correlation Approach for Selecting the Number of Dynamic Factors
published 2012 · Oxford Bulletin of Economics and Statistics · 45 citations
with Uta Pigorsch
Quantifying survey expectations: What’s wrong with the probability approach?
published 2012 · International Journal of Forecasting · 7 citations
with Maik Schmeling
Lessons from a Decade of IPS and LLC
published 2012 · Econometric Reviews · 100 citations
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods
published 2011 · Journal of Financial Econometrics · 459 citations
with Ulrich-Michael Homm
GLS Estimation of Dynamic Factor Models
published 2011 · Journal of the American Statistical Association · 74 citations
with Jörn Tenhofen
Simple regression‐based tests for spatial dependence
published 2011 · Econometrics Journal · 47 citations · first circulated 2009
with Benjamin Born
Testing for structural breaks in dynamic factor models
published 2010 · Journal of Econometrics · 220 citations · first circulated 2009
with Sandra Eickmeier
Introduction to the special issue
published 2010 · Empirical Economics · 2 citations
with Badi H. Baltagi
Discussion of “Generalized Estimating Equations: Notes on the Choice of the Working Correlation Matrix”
published 2010 · Methods of Information in Medicine · 9 citations
COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
published 2009 · Econometric Theory · 2 citations
Assessing the Rationality of Survey Expectations: The Probability Approach
published 2008 · Jahrbücher für Nationalökonomie und Statistik · 3 citations
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
published 2008 · International Journal of Forecasting · 217 citations · first circulated 2006
with Christian Schumacher
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
published 2007 · Econometric Theory · 86 citations
with Samarjit Das
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
published 2006 · Econometric Theory · 24 citations
How synchronized are new EU member states with the euro area? Evidence from a structural factor model
published 2006 · Journal of Comparative Economics · 83 citations · first circulated 2005
with Sandra Eickmeier
Bidder behavior in central bank repo auctions: Evidence from the Bundesbank
published 2006 · Journal of International Financial Markets Institutions and Money · 19 citations
with Tobias Linzert, Dieter Nautz
Panel unit root tests under cross‐sectional dependence
published 2005 · Statistica Neerlandica · 775 citations
with Samarjit Das
ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
published 2005 · Econometric Theory · 662 citations · first circulated 2000
Testing for short-and long-run causality: A frequency-domain approach
published 2005 · Journal of Econometrics · 926 citations
with Bertrand Candelon
A Parametric approach to the Estimation of Cointegration Vectors in Panel Data
published 2005 · Econometric Reviews · 38 citations
Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks
published 2005 · Review of World Economics · 66 citations
with Bertrand Candelon
Nonparametric tests for unit roots and cointegration” [J. Econom. 108 (2002) 343–363
published 2003 · Journal of Econometrics · 21 citations
Temporal aggregation and spurious instantaneous causality in multiple time series models
published 2002 · Journal of Time Series Analysis · 14 citations
with Norman R. Swanson
Inference on the cointegration rank in fractionally integrated processes
published 2002 · Journal of Econometrics · 118 citations · first circulated 2000
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
published 2002 · Econometric Theory
with Carsten Trenkler
Nonparametric tests for unit roots and cointegration
published 2002 · Journal of Econometrics · 463 citations
Non-linear Error Correction and the Efficient Market Hypothesis: The Case of German Dual-Class Shares
published 2001 · German Economic Review · 5 citations · first circulated 1999
with Christian Wulff
The empirical performance of the ECB's repo auctions: evidence from aggregated and individual bidding data
published 2001 · Journal of International Money and Finance · 33 citations
with Dieter Nautz
Rank Tests for Nonlinear Cointegration
published 2001 · Journal of Business and Economic Statistics · 156 citations
Is There a Common European Business Cycle?
published 2001 · Vierteljahrshefte zur Wirtschaftsforschung · 13 citations
with Bertrand Candelon
The Beveridge–Nelson Decomposition: A Different Perspective with New Results
published 1999 · Journal of Time Series Analysis · 5 citations · first circulated 1998
with Víctor Gómez
Short Run Comovement, Persistent Shocks and the Business Cycle / Eine empirische Analyse der Wirkung kurz-und langfristiger Schocks im Konjunkturzyklus
published 1998 · Jahrbücher für Nationalökonomie und Statistik · 1 citations · first circulated 1993
with Maik Heinemann
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS
published 1998 · Econometric Theory · 76 citations · first circulated 1996
with Philip Hans Franses
Impulse response analysis in infinite order cointegrated vector autoregressive processes
published 1997 · Journal of Econometrics · 79 citations · first circulated 1995
Rank tests for unit roots
published 1997 · Journal of Econometrics · 64 citations
Testing for unit roots in panel data using a GMM approach
published 1997 · Statistical Papers · 1 citations
Impulse response functions for periodic integration
published 1997 · Economics Letters · 18 citations · first circulated 1995
with Philip Hans Franses
Estimation de modèles non linéaires sur données de panel par la méthode des moments généralisés
published 1996 · Économie & prévision · 6 citations
Modified stationarity tests with improved power in small samples
published 1995 · Statistical Papers · 2 citations
SOME SIMPLE TESTS OF THE MOVING‐AVERAGE UNIT ROOT HYPOTHESIS
published 1994 · Journal of Time Series Analysis · 26 citations
Testing for unit roots in panel data: are wages on different bargaining levels cointegrated?
published 1994 · Applied Economics · 221 citations · first circulated 1991
with Wolfgang Meyer
Ist die empirische Makroökonomik eine wissenschaftliche Illusion
published 1992 · Hannover Economic Papers (HEP)
with Franz Haslinger, Maik Heinemann
no link
Bias correction and bootstrapping of error component models for panel data: Theory and applications
published 1989 · Empirical Economics · 14 citations · first circulated 1988
with Lutz Bellmann, Joachim Wagner
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