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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bai, Jushan"
~subject:"Portfolio selection"
~subject:"Portfolio-Management"
~subject:"Statistical test"
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Capital income
Zeitreihenanalyse
Portfolio selection
Portfolio-Management
Statistical test
Theorie
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Theory
7
Factor analysis
4
Faktorenanalyse
4
Time series analysis
3
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Factor augmented regressions
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High dimensional dynamic factor models
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Bai, Jushan
Phillips, Peter C. B.
17
Xiao, Zhijie
9
Yu, Jun
9
Koop, Gary
8
Linton, Oliver
8
Swanson, Norman R.
7
Aït-Sahalia, Yacine
6
Hallin, Marc
6
Khalaf, Lynda
6
Mariano, Roberto S.
6
Taylor, Robert
6
Teräsvirta, Timo
6
Whang, Yoon-jae
6
Chen, Xiaohong
5
Diebold, Francis X.
5
Dufour, Jean-Marie
5
Ferson, Wayne E.
5
Lütkepohl, Helmut
5
McAleer, Michael
5
Velasco, Carlos
5
Barigozzi, Matteo
4
Brennan, Michael J.
4
Chen, Rong
4
Fan, Jianqing
4
Fan, Yanqin
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Green, Richard C.
4
Herwartz, Helmut
4
Hong, Yongmiao
4
Liao, Yuan
4
Ng, Serena
4
Perron, Benoit
4
Pesaran, M. Hashem
4
Renault, Eric
4
Sentana, Enrique
4
Stambaugh, Robert F.
4
Timmermann, Allan
4
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Annals of economics and finance
1
Econometric reviews
1
Frontiers of economics in China : selected publications from Chinese universities
1
The review of economic studies
1
Working papers / Department of Economics, The Johns Hopkins University
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ECONIS (ZBW)
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Identification theory for high dimensional static and dynamic factor models
Bai, Jushan
;
Wang, Peng
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 794-804
Persistent link: https://www.econbiz.de/10010257659
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
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