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Bai, Jushan
38
Ng, Serena
15
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4
Chen, Haiqiang
2
Chen, Zhihong
2
Kao, Chihwa
2
Carrion-I-Silvestre, JoseplluÍS
1
Carrion‐i‐Silvestre, Josep Lluís
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Chong, Terence Tai-Leung
1
Hu, Gang
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Lumsdaine, Robin L.
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Journal of econometrics
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Econometric theory
4
The econometrics journal
4
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The review of economic studies
2
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2
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1
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OLC EcoSci
ECONIS (ZBW)
98
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1
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/10010131791
Saved in:
2
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion‐i‐Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10010136619
Saved in:
3
Theory and Applications of TAR Model with Two Threshold Variables
Chen, Haiqiang
;
Chong, Terence Tai-Leung
;
Bai, Jushan
- In:
Econometric reviews
31
(
2012
)
2
,
pp. 142-171
Persistent link: https://www.econbiz.de/10009986248
Saved in:
4
OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR
Meng, J. Ginger
;
Hu, Gang
;
Bai, Jushan
- In:
The journal of financial research : a publ. of the …
34
(
2011
)
1
,
pp. 27-61
Persistent link: https://www.econbiz.de/10008887842
Saved in:
5
Common breaks in means and variances for panel data
Bai, Jushan
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 78-93
Persistent link: https://www.econbiz.de/10008418106
Saved in:
6
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
Bai, Jushan
;
Ng, Serena
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1577-1607
Persistent link: https://www.econbiz.de/10008719754
Saved in:
7
Panel Data Models With Interactive Fixed Effects
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
4
,
pp. 1229-1280
Persistent link: https://www.econbiz.de/10008279077
Saved in:
8
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:
9
Panel cointegration with global stochastic trends
Bai, Jushan
;
Kao, Chihwa
;
Ng, Serena
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 82
Persistent link: https://www.econbiz.de/10008237913
Saved in:
10
Boosting diffusion indices
Bai, Jushan
;
Ng, Serena
- In:
Journal of applied econometrics
24
(
2009
)
4
,
pp. 607-629
Persistent link: https://www.econbiz.de/10008248043
Saved in:
11
Boosting diffusion indices
Bai, Jushan
;
Ng, Serena
- In:
Journal of applied econometrics
24
(
2009
)
4
,
pp. 607-630
Persistent link: https://www.econbiz.de/10008847120
Saved in:
12
Panel cointegration with global stochastic trends
Bai, Jushan
;
Kao, Chihwa
;
Ng, Serena
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 82-100
Persistent link: https://www.econbiz.de/10008899330
Saved in:
13
Generic consistency of the break-point estimators under specification errors in a multiple-break model
Bai, Jushan
;
Chen, Haiqiang
;
Tai-Leungchong, Terence
; …
- In:
The econometrics journal
11
(
2008
)
2
,
pp. 287-307
Persistent link: https://www.econbiz.de/10008077661
Saved in:
14
Testing multivariate distributions in GARCH models
Bai, Jushan
;
Chen, Zhihong
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10007899833
Saved in:
15
Testing multivariate distributions in GARCH models
Bai, Jushan
;
Chen, Zhihong
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 19-37
Persistent link: https://www.econbiz.de/10008881152
Saved in:
16
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-318
Persistent link: https://www.econbiz.de/10008898217
Saved in:
17
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/10008135097
Saved in:
18
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/10008222098
Saved in:
19
Evaluating latent and observed factors in macroeconomics and finance
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 507-538
Persistent link: https://www.econbiz.de/10006747784
Saved in:
20
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/10007266964
Saved in:
21
Tests for Skewness, Kurtosis, and Normality for Time Series Data
Bai, Jushan
;
Ng, Serena
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10008222920
Saved in:
22
Estimating cross-section common stochastic trends in nonstationary panel data
Bai, Jushan
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 137-184
Persistent link: https://www.econbiz.de/10006756215
Saved in:
23
A PANIC Attack on Unit Roots and Cointegration
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
4
,
pp. 1127-1178
Persistent link: https://www.econbiz.de/10006756793
Saved in:
24
Computation and analysis of multiple structural change models
Bai, Jushan
;
Perron, Pierre
- In:
Journal of applied econometrics
18
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10006968778
Saved in:
25
Testing Parametric Conditional Distributions of Dynamic Models
Bai, Jushan
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 531-549
Persistent link: https://www.econbiz.de/10006369271
Saved in:
26
Inferential Theory for Factor Models of Large Dimensions
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 135-172
Persistent link: https://www.econbiz.de/10006764278
Saved in:
27
Critical values for multiple structural change tests
Bai, Jushan
;
Perron, Pierre
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10007463716
Saved in:
28
Critical values for multiple structural change tests
Bai, Jushan
;
Perron, Pierre
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 72
Persistent link: https://www.econbiz.de/10007463717
Saved in:
29
Determining the Number of Factors in Approximate Factor Models
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
1
,
pp. 191-222
Persistent link: https://www.econbiz.de/10006769830
Saved in:
30
A consistent test for conditional symmetry in time series models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
103
(
2001
)
1
,
pp. 225-258
Persistent link: https://www.econbiz.de/10006774209
Saved in:
31
Likelihood ratio tests for multiple structural changes
Bai, Jushan
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 299-324
Persistent link: https://www.econbiz.de/10006785376
Saved in:
32
Estimating and Testing Linear Models with Multiple Structural Changes
Bai, Jushan
;
Perron, Pierre
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10006790052
Saved in:
33
MISCELLANEA - A Note on Spurious Break
Bai, Jushan
- In:
Econometric theory
14
(
1998
)
5
,
pp. 663-670
Persistent link: https://www.econbiz.de/10006991443
Saved in:
34
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:
35
Estimating Multiple Breaks One at a Time
Bai, Jushan
- In:
Econometric theory
13
(
1997
)
3
,
pp. 315-352
Persistent link: https://www.econbiz.de/10006998063
Saved in:
36
Estimation of a Change Point in Multiple Regression Models
Bai, Jushan
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 551-563
Persistent link: https://www.econbiz.de/10007364288
Saved in:
37
Testing for Parameter ConstanCy in Linear Regressions: An Empirical Distribution Function Approach
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 597-622
Persistent link: https://www.econbiz.de/10006794195
Saved in:
38
Least Absolute Deviation Estimation of a Shift
Bai, Jushan
- In:
Econometric theory
11
(
1995
)
3
,
pp. 403-436
Persistent link: https://www.econbiz.de/10007007247
Saved in:
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