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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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A new look at panel testing of stationarity and PPP hypothesis
Bai, Jushan; Ng, Serena - In: Identification and inference for econometric models : …, (pp. 426-450). 2005
Persistent link: https://www.econbiz.de/10003352593
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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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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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Likelihood approach to dynamic panel models with interactive effects
Bai, Jushan - In: Journal of econometrics 240 (2024) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10015074609
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Testing for and dating common breaks in multivariate time series
Bai, Jushan - In: The review of economic studies 65 (1998) 3, pp. 395-432
Persistent link: https://www.econbiz.de/10001244375
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Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Duan, Jiangtao; Bai, Jushan; Han, Xu - In: Journal of econometrics 233 (2023) 1, pp. 209-236
Persistent link: https://www.econbiz.de/10014340997
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Asset pricing with a general multifactor structure
Ando, Tomohiro; Bai, Jushan - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 556-604
Persistent link: https://www.econbiz.de/10011339275
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Estimation and inference of FAVAR models
Bai, Jushan; Li, Kunpeng; Lu, Lina - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
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Panel data models with grouped factor structure under unknown group membership
Ando, Tomohiro; Bai, Jushan - In: Journal of applied econometrics 31 (2016) 1, pp. 163-191
Persistent link: https://www.econbiz.de/10011642138