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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/10001781042
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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/10009783333
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Generic consistency of the break-point estimators under specification errors in a multiple-break model
Bai, Jushan; Chen, Haiqiang; Chong, Terence Tai-Leung; … - In: The econometrics journal 11 (2008) 2, pp. 287-307
Persistent link: https://www.econbiz.de/10003750801
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Forecasting autoregressive time series in the presence of deterministic components
Ng, Serena; Vogelsang, Timothy J. - In: The econometrics journal 5 (2002) 1, pp. 196-224
Persistent link: https://www.econbiz.de/10001683704
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A hierachical factor analysis of US housing market dynamics
Mönch, Emanuel; Ng, Serena - In: The econometrics journal 14 (2011) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009007632
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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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Forecasting autoregressive time series in the presence of deterministic components
Ng, Serena; Vogelsang, Timothy J. - In: The econometrics journal 5 (2002) 1, pp. 196-224
Persistent link: https://www.econbiz.de/10007477014