Jörg Breitung

Jörg Breitung

Universität zu Köln

H-index: 38

Europe-Germany

About Jörg Breitung

Jörg Breitung, With an exceptional h-index of 38 and a recent h-index of 25 (since 2020), a distinguished researcher at Universität zu Köln, specializes in the field of Time Series Econometrics, Panel Data Analysis.

His recent articles reflect a diverse array of research interests and contributions to the field:

Asymptotic properties of endogeneity corrections using nonlinear transformations

Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data

Dr. Strangelove or: How I Learned to Stop Worrying and Love the Correspondence Analysis

Projection estimators for structural impulse responses

Bias-corrected method of moments estimators for dynamic panel data models

Bias-corrected estimation of linear dynamic panel data models

How far can we forecast? Statistical tests of the predictive content

Estimation of heterogeneous panels with systematic slope variations

Jörg Breitung Information

University

Position

___

Citations(all)

13172

Citations(since 2020)

4960

Cited By

10234

hIndex(all)

38

hIndex(since 2020)

25

i10Index(all)

71

i10Index(since 2020)

45

Email

University Profile Page

Universität zu Köln

Google Scholar

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Jörg Breitung Skills & Research Interests

Time Series Econometrics

Panel Data Analysis

Top articles of Jörg Breitung

Title

Journal

Author(s)

Publication Date

Asymptotic properties of endogeneity corrections using nonlinear transformations

The Econometrics Journal

Jörg Breitung

Alexander Mayer

Dominik Wied

2024/1/16

Backward CUSUM for testing and monitoring structural change with an application to COVID-19 pandemic data

Econometric Theory

Sven Otto

Jörg Breitung

2023/8

Dr. Strangelove or: How I Learned to Stop Worrying and Love the Correspondence Analysis

Multivariate scaling methods and the reconstruction of social spaces: Papers in honor of Jörg Blasius

Jörg Breitung

2023/1/30

Projection estimators for structural impulse responses

Oxford Bulletin of Economics and Statistics

Jörg Breitung

Ralf Brüggemann

2023/12

Bias-corrected method of moments estimators for dynamic panel data models

Econometrics and Statistics

Jörg Breitung

Sebastian Kripfganz

Kazuhiko Hayakawa

2022/10/1

Bias-corrected estimation of linear dynamic panel data models

London Stata Conference 2022

Sebastian Kripfganz

Jörg Breitung

2022/9/10

How far can we forecast? Statistical tests of the predictive content

Journal of Applied Econometrics

Jörg Breitung

Malte Knüppel

2021/6

Estimation of heterogeneous panels with systematic slope variations

Journal of econometrics

Jörg Breitung

Nazarii Salish

2021/2/1

Alternative estimation approaches for the factor augmented panel data model with small T

Empirical Economics

Jörg Breitung

Philipp Hansen

2021/1

Correction to: Alternative estimation approaches for the factor augmented panel data model with small T

Empirical Economics

Jörg Breitung

Philipp Hansen

2021/12

See List of Professors in Jörg Breitung University(Universität zu Köln)