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Determining the number of factors in approximate factor models
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 191-221
Persistent link: https://www.econbiz.de/10001648105
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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/10009764410
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Principal components estimation and identication of the factors
Bai, Jushan; Ng, Serena - 2011
Persistent link: https://www.econbiz.de/10009748948
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Panel cointegration with global stochastic trends
Bai, Jushan; Kao, Chihwa; Ng, Serena - In: Journal of econometrics 149 (2009) 1, pp. 82-99
Persistent link: https://www.econbiz.de/10003833733
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Large dimensional factor analysis
Bai, Jushan; Ng, Serena - 2008
Persistent link: https://www.econbiz.de/10003754726
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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/10003410155
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R&D, innovation and knowledge spillovers : a reapraisal of Botazzi and Peri (2007) in the presence of cross-sectional dependence
Bottasso, Anna; Castagnetti, Carolina; Conti, Maurizio - In: Journal of applied econometrics 30 (2015) 2, pp. 350-352
Persistent link: https://www.econbiz.de/10011332977
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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
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Panel data models and factor analysis
Bai, Jushan - 2013
Persistent link: https://www.econbiz.de/10010247719