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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/10001229894
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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/10001791740
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Maximum likelihood estimation and inference for approximate factor models of high dimension
Bai, Jushan; Li, Kunpeng - In: The review of economics and statistics 98 (2016) 2, pp. 298-309
Persistent link: https://www.econbiz.de/10011477242
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A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric - In: The review of economics and statistics 80 (1998) 4, pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
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The risky spread, investment, and monetary policy transmission : evidence on the role of asymmetric information
Ng, Serena - In: The review of economics and statistics 78 (1996) 3, pp. 375-383
Persistent link: https://www.econbiz.de/10001204285
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Demand systems with nonstationary prices
Lewbel, Arthur; Ng, Serena - In: The review of economics and statistics 87 (2005) 3, pp. 479-494
Persistent link: https://www.econbiz.de/10003086445
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Dynamic hierarchical factor models
Mönch, Emanuel; Ng, Serena; Potter, Simon M. - In: The review of economics and statistics 95 (2013) 5, pp. 1811-1817
Persistent link: https://www.econbiz.de/10010350633
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Commodity prices, convenience yield, and inflation
Gospodinov, Nikolaj; Ng, Serena - In: The review of economics and statistics 95 (2013) 1, pp. 206-219
Persistent link: https://www.econbiz.de/10009732104
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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
Cover Image
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