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A new look at panel testing of stationarity and the PPP hypothesis
Bai, Jushan (contributor); Ng, Serena (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650998
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Estimating high dimensional covariance matrices and its applications
Bai, Jushan; Shi, Shuzhong - 2011
Persistent link: https://www.econbiz.de/10009754263
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Estimating high dimensional covariance matrices and its applications
Bai, Jushan; Shi, Shuzhong - In: Annals of economics and finance 12 (2011) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10009425025
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Rank regularized estimation of approximate factor models
Bai, Jushan; Ng, Serena - In: Journal of econometrics 212 (2019) 1, pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
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Approximate factor models with weaker loadings
Bai, Jushan; Ng, Serena - In: Journal of econometrics 235 (2023) 2, pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435