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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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Estimating cross-section common stochastic trends in nonstationary panel data
Bai, Jushan - In: Journal of econometrics 122 (2004) 1, pp. 137-184
Persistent link: https://www.econbiz.de/10006756215
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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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Likelihood ratio tests for multiple structural changes
Bai, Jushan - In: Journal of econometrics 91 (1999) 2, pp. 299-324
Persistent link: https://www.econbiz.de/10006785376
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Estimating and Testing Linear Models with Multiple Structural Changes
Bai, Jushan; Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 47-78
Persistent link: https://www.econbiz.de/10006790052
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Testing for Parameter ConstanCy in Linear Regressions: An Empirical Distribution Function Approach
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 597-622
Persistent link: https://www.econbiz.de/10006794195
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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
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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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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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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