Breitung Jörg
Economics and Econometrics · 2016
A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 13 citations into it
- Finance — 9 citations into it
Whom Breitung Jörg trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- Guenter W. Beck
- Sandra Eickmeier
- Serena Ng
- Jean Boivin
- J. Breitung
- James H. Stock
- Seung C. Ahn
- Ben S. Bernanke
- K. Hubrich
Papers from Breitung Jörg's perspective
Ordered by how strongly the researchers Breitung Jörg trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- Macroeconomic Forecasting Using Diffusion Indexes
- Determining the Number of Factors in Approximate Factor Models
- Forecasting Using Principal Components From a Large Number of Predictors
- Are more data always better for factor analysis
- Eigenvalue Ratio Test for the Number of Factors
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- GLS Estimation of Dynamic Factor Models
- Monetary Policy in a Data-Rich Environment
- Unit root tests in panel data: asymptotic and finite-sample properties