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A consistent test for conditional symmetry in time series models

Bai, Jushan; Ng, Serena - In: Journal of econometrics 103 (2001) 1/2, pp. 225-258

Persistent link: https://www.econbiz.de/10001585362

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 new look at panel testing of stationarity and the PPP hypothesis

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

Persistent link: https://www.econbiz.de/10001650998

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