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Ng, Serena
55
Bai, Jushan
38
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10
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6
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4
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Journal of econometrics
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Working paper / National Bureau of Economic Research, Inc
8
Econometric theory
7
The review of economics and statistics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The econometrics journal
6
Journal of applied econometrics
5
The review of economic studies
3
Econometric reviews
2
Journal of economic dynamics & control
2
Journal of the American Statistical Association : JASA
2
Computational economics
1
Economics letters
1
Journal of financial economics
1
Journal of human resources : JHR
1
Journal of international money and finance
1
Oxford bulletin of economics and statistics
1
Review of economic dynamics
1
Technical working paper / National Bureau of Economic Research
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The B.E. journal of economic analysis & policy
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The journal of financial research : a publ. of the School of Business Administration, Georgetown University
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The review of financial studies
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OLC EcoSci
ECONIS (ZBW)
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BASE
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EconStor
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Evaluating latent and observed factors in macroeconomics and finance
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 507-538
Persistent link: https://www.econbiz.de/10006747784
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2
A PANIC Attack on Unit Roots and Cointegration
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
4
,
pp. 1127-1178
Persistent link: https://www.econbiz.de/10006756793
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3
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/10008222098
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4
Tests for Skewness, Kurtosis, and Normality for Time Series Data
Bai, Jushan
;
Ng, Serena
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
1
,
pp. 49-60
Persistent link: https://www.econbiz.de/10008222920
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5
A consistent test for conditional symmetry in time series models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
103
(
2001
)
1
,
pp. 225-258
Persistent link: https://www.econbiz.de/10006774209
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6
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/10010131791
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7
Boosting diffusion indices
Bai, Jushan
;
Ng, Serena
- In:
Journal of applied econometrics
24
(
2009
)
4
,
pp. 607-629
Persistent link: https://www.econbiz.de/10008248043
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8
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10007266964
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9
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-318
Persistent link: https://www.econbiz.de/10008898217
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10
Panel cointegration with global stochastic trends
Bai, Jushan
;
Kao, Chihwa
;
Ng, Serena
- In:
Journal of econometrics
149
(
2009
)
1
,
pp. 82-100
Persistent link: https://www.econbiz.de/10008899330
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