Narrow search
Showing 1 - 4 of 4
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
Extremum estimation when the predictors are estimated from large panels
Bai, Jushan; Ng, Serena - In: Annals of economics and finance 9 (2008) 2, pp. 201-222
Persistent link: https://www.econbiz.de/10003796412
Cover Image
Estimating high dimensional covariance matrices and its applications
Bai, Jushan; Shi, Shuzhong - In: Annals of economics and finance 12 (2011) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10009425025
Cover Image
PPP may not hold afterall : a further investigation
Ng, Serena; Perron, Pierre - In: Annals of economics and finance 3 (2002) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10001731872