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Bai, Jushan
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Annals of economics and finance
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1
Estimating high dimensional covariance matrices and its applications
Bai, Jushan
;
Shi, Shuzhong
- In:
Annals of economics and finance
12
(
2011
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10009425025
Saved in:
2
Structural changes, common stochastic trends, and unit roots in panel data
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The review of economic studies
76
(
2009
)
2
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003828176
Saved in:
3
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:
4
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
Bai, Jushan
;
Carrion-I-Silvestre, JoseplluÍS
- In:
The review of economic studies
76
(
2009
)
2
,
pp. 471-502
Persistent link: https://www.econbiz.de/10008235695
Saved in:
5
Vector autoregressive models with structural changes in regression coefficients and in variance-covariance matrices
Bai, Jushan
- In:
Annals of economics and finance
1
(
2000
)
2
,
pp. 301-336
Persistent link: https://www.econbiz.de/10001731852
Saved in:
6
Testing for and dating common breaks in multivariate time series
Bai, Jushan
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 395-432
Persistent link: https://www.econbiz.de/10001244375
Saved in:
7
Testing for and dating common breaks in multivariate time series
Bai, Jushan
;
Lumsdaine, Robin L.
;
Stock, James H.
- In:
The review of economic studies
65
(
1998
)
224
,
pp. 395-432
Persistent link: https://www.econbiz.de/10007693479
Saved in:
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