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Bai, Jushan
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ECONIS (ZBW)
47
RePEc
2
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1
Approximate factor models with weaker loadings
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
Saved in:
2
Estimation and inference of change points in high-dimensional factor models
Bai, Jushan
;
Han, Xu
;
Shi, Yutang
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
Saved in:
3
Identification and estimation of dynamic factor models
Bai, Jushan
;
Wang, Peng
-
2012
Persistent link: https://www.econbiz.de/10009752864
Saved in:
4
Principal components estimation and identication of the factors
Bai, Jushan
;
Ng, Serena
-
2011
Persistent link: https://www.econbiz.de/10009748948
Saved in:
5
Structural changes in high dimensional factor models
Bai, Jushan
;
Han, Xu
- In:
Frontiers of economics in China : selected publications …
11
(
2016
)
1
,
pp. 9-39
Persistent link: https://www.econbiz.de/10011473561
Saved in:
6
Maximum likelihood estimation and inference for approximate factor models of high dimension
Bai, Jushan
;
Li, Kunpeng
- In:
The review of economics and statistics
98
(
2016
)
2
,
pp. 298-309
Persistent link: https://www.econbiz.de/10011477242
Saved in:
7
Cross-sectional dependence in panel data models : a special issue
Bai, Jushan
;
Baltagi, Badi H.
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011642077
Saved in:
8
Estimation and inference of FAVAR models
Bai, Jushan
;
Li, Kunpeng
;
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
Saved in:
9
Econometric analysis of large factor models
Bai, Jushan
;
Wang, Peng
- In:
Annual review of economics
8
(
2016
),
pp. 53-80
Persistent link: https://www.econbiz.de/10011743160
Saved in:
10
Identification and Bayesian estimation of dynamic factor models
Bai, Jushan
;
Wang, Peng
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
2
,
pp. 221-240
Persistent link: https://www.econbiz.de/10011390018
Saved in:
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5
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