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Panel data models and factor analysis
Bai, Jushan - 2013
Persistent link: https://www.econbiz.de/10010247719
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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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Inferential theory for factor models of large dimensions
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 135-171
Persistent link: https://www.econbiz.de/10001731105
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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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Identification theory for high dimensional static and dynamic factor models
Bai, Jushan; Wang, Peng - In: Journal of econometrics 178 (2014) 2, pp. 794-804
Persistent link: https://www.econbiz.de/10010257659
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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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Fixed-effects dynamic panel models, a factor analytical method
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 1, pp. 285-314
Persistent link: https://www.econbiz.de/10009719104
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Identification and estimation of dynamic factor models
Bai, Jushan; Wang, Peng - 2012
Persistent link: https://www.econbiz.de/10009752864
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Estimating high dimensional covariance matrices and its applications
Bai, Jushan; Shi, Shuzhong - 2011
Persistent link: https://www.econbiz.de/10009754263