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Bai, Jushan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
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