Similar Search Results

Estimating cross-section common stochastic trends in nonstationary panel data

Bai, Jushan - In: Journal of econometrics 122 (2004) 1, pp. 137-183

Persistent link: https://www.econbiz.de/10002136515

Common breaks in means and variances for panel data

Bai, Jushan - In: Journal of econometrics 157 (2010) 1, pp. 78-92

Persistent link: https://www.econbiz.de/10008661845

Panel data models and factor analysis

Bai, Jushan - 2013

Persistent link: https://www.econbiz.de/10010247719

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

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

A panic attack on unit roots and cointegration

Bai, Jushan (contributor); Ng, Serena (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001650976

A panic attack on unit roots and cointegration

Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 4, pp. 1127-1177

Persistent link: https://www.econbiz.de/10002132537

A Panic Attack on Unit Roots and Cointegration

Bai, Jushan; Ng, Serena - 2002

This paper develops a new methodology that makes use of the factor structure of large dimensional panels to understand the nature of non-stationarity in the data. We refer to it as PANIC - a 'Panel Analysis of Non-stationarity in Idiosyncratic and Common components'. PANIC consists of univariate...

Persistent link: https://www.econbiz.de/10014121962

Factor-based imputation of missing values and covariances in panel data of large dimensions

Cahan, Ercument; Bai, Jushan; Ng, Serena - In: Journal of econometrics 233 (2023) 1, pp. 113-131

Persistent link: https://www.econbiz.de/10014340963

Panel unit root tests with cross-section dependence : a further investigation

Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 4, pp. 1088-1114

Persistent link: https://www.econbiz.de/10003993826