Jörg Breitung - Concepedia

Author

Jörg Breitung

Also Known As

Breitung Jörg, Breitung, J., Breitung, Jörg, Jörg Breitung, J. Breitung, JJrg Breitung, Jorg Breitung, JÖRG BREITUNG, JÖrg Breitung, Järg Breitung

150

Publications

20.1K

Citations

H-Index

Concepts

All Affiliations

University of Bonn University of Cologne Deutsche Bundesbank Humboldt-Universität zu Berlin Leibniz University Hannover

About

Jörg Breitung is an author at University of Bonn specializing in business, econometrics, and statistics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	21	28	13.6K
2	Engineering	9	9	11.5K
3	Education	1	1	64
4	Management	1	1	13
5	Medicine	1	1	21

Jörg Breitung

Publications

16.3K

Citations

H-Index

Page 1

	Year	Citations
Time Series Analysis. Jörg Breitung, James D. Hamilton Contemporary Sociology A Journal of Reviews EngineeringData ScienceFinancial Time Series AnalysisBusinessEconometrics	1995	11.2K
Testing for short- and long-run causality: A frequency-domain approach Jörg Breitung, Bertrand Candelon Journal of Econometrics EconomicsBusinessEconometricsCausalityLong-run Causality	2005	894
Panel unit root tests under cross‐sectional dependence Jörg Breitung, Samarjit Das Statistica Neerlandica	2005	753
Nonparametric tests for unit roots and cointegration Jörg Breitung Journal of Econometrics Econometric ModelEconometricsEconometric MethodStatisticsNonparametric Tests	2002	456
Testing for Speculative Bubbles in Stock Markets: A Comparison of Alternative Methods Ulrich-Michael Homm, Jörg Breitung Journal of Financial Econometrics	2011	452
Testing for Serial Correlation in Fixed-Effects Panel Data Models Benjamin Born, Jörg Breitung Econometric Reviews	2014	266
Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data Christian Schumacher, Jörg Breitung International Journal of Forecasting Forecasting MethodologyReal-time AnalyticsEconomic ForecastingMacroeconomicsLarge Factor Model	2008	216
Testing for structural breaks in dynamic factor models Jörg Breitung, Sandra Eickmeier Journal of Econometrics EconomicsParallel AnalysisFactor ModelsBusinessEconometrics	2010	214
Rank Tests for Nonlinear Cointegration Jörg Breitung Journal of Business and Economic Statistics Empirical FinanceEconomicsInternational FinanceAsset PricingFinancial Time Series Analysis	2001	156
Inference on the cointegration rank in fractionally integrated processes Jörg Breitung, Uwe Hassler Journal of Econometrics EconomicsBusinessEconometricsCointegration RankFractional Stochastics	2002	117

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