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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
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Instrumental variable estimation in a data rich environment
Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 6, pp. 1577-1606
Persistent link: https://www.econbiz.de/10008738353
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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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Large dimensional factor analysis
Bai, Jushan; Ng, Serena - 2008
Persistent link: https://www.econbiz.de/10003754726
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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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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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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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A note on spurious break
Bai, Jushan - In: Econometric theory 14 (1998) 5, pp. 663-669
Persistent link: https://www.econbiz.de/10001381135
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Least absolute deviation estimation of a shift
Bai, Jushan - In: Econometric theory 11 (1995) 3, pp. 403-436
Persistent link: https://www.econbiz.de/10001186559
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Testing parametric conditional distributions of dynamic models
Bai, Jushan - In: The review of economics and statistics 85 (2003) 3, pp. 531-549
Persistent link: https://www.econbiz.de/10001791740