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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
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Panel data models and factor analysis
Bai, Jushan - 2013
Persistent link: https://www.econbiz.de/10010247719
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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
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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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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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A panic attack on unit roots and cointegration
Bai, Jushan (contributor); Ng, Serena (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650976
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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
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On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan; Kao, Chihwa - In: Panel data econometrics : theoretical contributions and …, (pp. 1-30). 2006
Persistent link: https://www.econbiz.de/10003331420
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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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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