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Likelihood ratio tests for multiple structural changes
Bai, Jushan - In: Journal of econometrics 91 (1999) 2, pp. 299-323
Persistent link: https://www.econbiz.de/10001382092
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Estimating cross-section common stochastic trends in nonstationary panel data
Bai, Jushan - In: Journal of econometrics 122 (2004) 1, pp. 137-183
Persistent link: https://www.econbiz.de/10002136515
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Common breaks in means and variances for panel data
Bai, Jushan - In: Journal of econometrics 157 (2010) 1, pp. 78-92
Persistent link: https://www.econbiz.de/10008661845
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Likelihood approach to dynamic panel models with interactive effects
Bai, Jushan - In: Journal of econometrics 240 (2024) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10015074609
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A consistent test for conditional symmetry in time series models
Bai, Jushan; Ng, Serena - In: Journal of econometrics 103 (2001) 1/2, pp. 225-258
Persistent link: https://www.econbiz.de/10001585362
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Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument; Bai, Jushan; Ng, Serena - In: Journal of econometrics 233 (2023) 1, pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
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Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Duan, Jiangtao; Bai, Jushan; Han, Xu - In: Journal of econometrics 233 (2023) 1, pp. 209-236
Persistent link: https://www.econbiz.de/10014340997
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Identification theory for high dimensional static and dynamic factor models
Bai, Jushan; Wang, Peng - In: Journal of econometrics 178 (2014) 2, pp. 794-804
Persistent link: https://www.econbiz.de/10010257659
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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
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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/10003722589