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Panel unit root tests with cross-section dependence : a further investigation
Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 4, pp. 1088-1114
Persistent link: https://www.econbiz.de/10003993826
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Instrumental variable estimation in a data rich environment
Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 6, pp. 1577-1606
Persistent link: https://www.econbiz.de/10008738353
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A note on spurious break
Bai, Jushan - In: Econometric theory 14 (1998) 5, pp. 663-669
Persistent link: https://www.econbiz.de/10001381135
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Least absolute deviation estimation of a shift
Bai, Jushan - In: Econometric theory 11 (1995) 3, pp. 403-436
Persistent link: https://www.econbiz.de/10001186559
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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
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An autoregressive spectral density estimator at frequency zero for nonstationarity tests
Perron, Pierre; Ng, Serena - In: Econometric theory 14 (1998) 5, pp. 560-603
Persistent link: https://www.econbiz.de/10001381121
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Estimators for persistent and possibly nonstationary data with classical properties
Gorodnichenko, Yuriy; Mikusheva, Anna; Ng, Serena - In: Econometric theory 28 (2012) 5, pp. 1003-1036
Persistent link: https://www.econbiz.de/10009714726
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Measurement errors in dynamic models
Komunjer, Ivana; Ng, Serena - In: Econometric theory 30 (2014) 1, pp. 150-175
Persistent link: https://www.econbiz.de/10010399783
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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
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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