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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
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A note on spurious break
Bai, Jushan - In: Econometric theory 14 (1998) 5, pp. 663-669
Persistent link: https://www.econbiz.de/10001381135
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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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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
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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
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Approximate factor models with weaker loadings
Bai, Jushan; Ng, Serena - In: Journal of econometrics 235 (2023) 2, pp. 1893-1916
Persistent link: https://www.econbiz.de/10014471435
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Likelihood approach to dynamic panel models with interactive effects
Bai, Jushan - In: Journal of econometrics 240 (2024) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10015074609