Narrow search
Showing 1 - 10 of 48
Cover Image
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
Cover Image
A note on spurious break
Bai, Jushan - In: Econometric theory 14 (1998) 5, pp. 663-669
Persistent link: https://www.econbiz.de/10001381135
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Panel data models and factor analysis
Bai, Jushan - 2013
Persistent link: https://www.econbiz.de/10010247719
Cover Image
Estimating and testing linear models with multiple structural changes
Bai, Jushan; Perron, Pierre - 1995
Persistent link: https://www.econbiz.de/10001513164
Cover Image
Estimating and testing linear models with multiple structural changes
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 47-78
Persistent link: https://www.econbiz.de/10001233472