Breitung, Jörg
Breitung, J.
Jörg Breitung
VIAF ID: 29646353 ( Personal )
Permalink: http://viaf.org/viaf/29646353
Preferred Forms
- 200 _ | ‡a Breitung ‡b J.
- 100 1 _ ‡a Breitung, J.
- 100 1 0 ‡a Breitung, Jörg
-
- 100 1 _ ‡a Breitung, Jörg
- 100 1 _ ‡a Breitung, Jörg
-
- 100 0 _ ‡a Jörg Breitung
4xx's: Alternate Name Forms (5)
5xx's: Related Names (6)
- 510 2 _ ‡a Deutsche Bundesbank
- 510 2 _ ‡a Deutsche Bundesbank ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Erfurt, Med. Akad
- 510 2 _ ‡a Rheinische Friedrich-Wilhelms-Universität Bonn / Institut für Ökonometrie und OR
- 510 2 _ ‡a Universität zu Köln ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Universität Köln
Works
Title | Sources |
---|---|
Alternative GMM Methods for Nonlinear Panel Data Models | |
Analyzing business and financial cycles using multi-level factor models | |
Beveridge-Nelson decomposition a different perspective with new results | |
Bias correction and bootstrapping of error component models for panel data theory and application | |
Bidder behavior in repo auctions without minimum bid rate : evidence from the Bundesbank | |
Canonical Correlation Statistics for Testing the Cointegration Rank in a Reversed Order | |
Common Cycles | |
Dynamische Modelle für die Paneldatenanalyse | |
Estimating binary probit models under first order serial correlation | |
Estimating dynamic panel data models : a comparison of different approaches | |
How far can we forecast? statistical tests of the predictive content | |
How synchronized are central and east European economies with the Euro area? evidence from a structural factor model | |
Inference on the Cointegration Rank in Fractionally Integrated Processes | |
Is there a common European business cycle? : new insights from a frequency domain analysis | |
Ist die empirische Makroökonomik eine wissenschaftliche Illusion? Tagungsbeitrag für die Frühjahrstagung des Arbeitskreises Politische Ökonomie vom 24. - 26. April 1992 in Regenstauf | |
Macroeconomic Forecasting and Evaluation with Supervised and Neural Network Reinforced Factor Models | |
Modeling and Forecasting of Realized Covariance Matrices of Asset Returns using State-Space Models | |
A multivariate measure of persistence | |
Multivariate scaling methods and the reconstruction of social spaces Papers in honor of Jörg Blasius | |
Neuere Entwicklungen auf dem Gebiet ökonometrischer Strukturmodelle | |
Nonlinear error correction and the efficient market hypothesis the case of German dual-class shares | |
Nonparametric dynamic modelling | |
On model based seasonal adjustment procedures | |
parametric approach to the estimation of cointegration vectors in panel data | |
Policy analysis in VAR systems | |
Prognoseeigenschaften alternativer Indikatoren für die Konjunkturentwicklung in Deutschland | |
Projection Estimators for Structural Impulse Responses | |
Purchasing power parity during currency crises: a panel unit root test under structural breaks | |
Rank tests for unit roots | |
Real-time forecasting of GDP based on a large factor model with monthly and quarterly data | |
residual based LM test for fractional cointegration | |
Robust testing of functional statistics: the bootstrap approach | |
Short run comovement, persistent shocks, and the business cycle | |
Simulation based methods of moments in empirical finance | |
Temporal aggregation and causality in multiple time series models | |
Testing for short and long run causality the case of the yield spread and economic growth | |
Testing for structural breaks in dynamic factor models | |
two step test procedure to decide between random and fixed effects specifications | |
Uncovered interest parity - what can we learn from panel data? | |
Unit roots and cointegration in panels | |
A vectorautoregressive investment model (VIM) and monetary policy transmission : panel evidence from German firms |