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Likelihood ratio tests for multiple structural changes
Bai, Jushan - In: Journal of econometrics 91 (1999) 2, pp. 299-323
Persistent link: https://www.econbiz.de/10001382092
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Vector autoregressive models with structural changes in regression coefficients and in variance-covariance matrices
Bai, Jushan - In: Annals of economics and finance 1 (2000) 2, pp. 301-336
Persistent link: https://www.econbiz.de/10001731852
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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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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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Structural changes, common stochastic trends, and unit roots in panel data
Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The review of economic studies 76 (2009) 2, pp. 471-501
Persistent link: https://www.econbiz.de/10003828176
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Structural changes in high dimensional factor models
Bai, Jushan; Han, Xu - In: Frontiers of economics in China : selected publications … 11 (2016) 1, pp. 9-39
Persistent link: https://www.econbiz.de/10011473561
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Estimation and inference of change points in high-dimensional factor models
Bai, Jushan; Han, Xu; Shi, Yutang - In: Journal of econometrics 219 (2020) 1, pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
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The likelihood ratio test for structural changes in factor models
Bai, Jushan; Duan, Jiangtao; Han, Xu - In: Journal of econometrics 238 (2024) 2, pp. 1-23
Persistent link: https://www.econbiz.de/10015073952