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~person:"Ng, Serena"
~subject:"Schätztheorie"
~subject:"VAR model"
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Ng, Serena
Bai, Jushan
49
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1
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
2
Rank regularized estimation of approximate factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
Saved in:
3
Principal components estimation and identication of the factors
Bai, Jushan
;
Ng, Serena
-
2011
Persistent link: https://www.econbiz.de/10009748948
Saved in:
4
Principal components estimation and identification of static factors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 18-29
Persistent link: https://www.econbiz.de/10009764410
Saved in:
5
Extremum estimation when the predictors are estimated from large panels
Bai, Jushan
;
Ng, Serena
- In:
Annals of economics and finance
9
(
2008
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10003796412
Saved in:
6
Large dimensional factor analysis
Bai, Jushan
;
Ng, Serena
-
2008
Persistent link: https://www.econbiz.de/10003754726
Saved in:
7
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
8
Determining the number of primitive shocks in factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 52-60
Persistent link: https://www.econbiz.de/10003410155
Saved in:
9
Evaluating latent and observed factors in macroeconomics and finance
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 507-537
Persistent link: https://www.econbiz.de/10003298610
Saved in:
10
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
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