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Prof. Dr. Jörg Breitung

Prof. Dr. Jörg Breitung - Institut für Ökonometrie und Statistik

Research focuses:

Panel Data Analysis, Time Series Analysis, Forecasting, Financial Econometrics

Curriculum Vitae

  • Since 2014 full professor (W3) of econometrics, University of Cologne
  • 2011 Scientific Consultant for the German Institute of Economic Research (DIW)
  • 2002  Full Professor (C4) of Econometrics, University of Bonn
  • 2002  Research Professor of the German Bundesbank, Frankfurt
  • 2002  Full Professur (C3) of Econometrics, University of Göttingen
  • 2001  Visiting Professor (Lehrstuhlvertretung) ML University of Munich
  • 2000  Habilitation, Humboldt University Berlin
  • 1994 - 2002  Lecturer (Hochschulassistent), Humboldt-University of Berlin
  • 1993  Postdoc at the Tinbergen Institute, University of Amsterdam
  • 1992  Lecturer (Hochschulassistent), University of Hannover
  • 1992  Dr. rer. pol., (PhD) University of Hannover
  • 1987 -  1992  Research Assistant (Wissenschaftlicher Mitarbeiter), University of Hannover
  • 1987  Dipl.-Ökonom (Master) University of Hannover

Selected Publications

  • Testing for Serial Correlation in Fixed Effects Panel Data Models, (with Benjamin Born), Econometric Reviews, 35 (2016), 1290-1316
  • A simple model for now-casting volatility series (with Christian Hafner), International Journal of Forecasting, 32 (2016) 1247–1255
  • Instrumental Variable and Variable Addition Based Inference in Predictive Regressions" (with Matei Demetrescu), Journal of Econometrics, 187 (2015), 358–375
  • Lessons from a Decade of IPS and LLC (with Joakim Westerlund), Econometric Reviews, 32 (2013), 547-591
  • GLS estimation of dynamic factor models, (with Jörn Tenhofen), Journal of the American Statistical Association, 106 (2011), 1150–1166.
  • Testing for structural breaks in dynamic factor models, (with Sandra Eickmeier), Journal of Econometrics(2011),163, 71–84, 2011
  • Simple Regression Based Tests for Spatial Dependence, (with Benjamin Born), Econometrics Journal, 14 (2011), 330-342.
  • Testing for Unit Roots in Panels with a Factor Structure, (with Samarjit Das), Econometric Theory, 24 (2008), 88-108
  • Testing for short- and long-run causality: A frequency domain approach, (with Bertrand Candelon), Journal of Econometrics, 12 (2006), 363-378
  • A Residual-Based LM Type Test Against Fractional Cointegration, (with Uwe Hassler), Econometric Theory, 22 (2006), 1091-1111
  • Nonparametric Tests for Unit Roots and Cointegration, Journal of Econometrics, 108 (2002), 343-363
  • On the Properties of Some Tests for Common Stochastic Trends, (with Carsten Trenkler), Econometric Theory, 18 (2002), 1336-1349
  • Inference on the Cointegration Rank in Fractionally Integrated Processes, (with Uwe Hassler), Journal of Econometrics, 110 (2002), 167-185