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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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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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Panel unit root tests with cross-section dependence : a further investigation
Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 4, pp. 1088-1114
Persistent link: https://www.econbiz.de/10003993826
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Instrumental variable estimation in a data rich environment
Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 6, pp. 1577-1606
Persistent link: https://www.econbiz.de/10008738353
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The calculation of the limiting distribution of the least-squares estimator in a near-integrated model
Perron, Pierre - In: Econometric theory 5 (1989) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10001069079
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Test consistency with varying sampling frequency
Perron, Pierre - In: Econometric theory 7 (1991) 3, pp. 341-368
Persistent link: https://www.econbiz.de/10001118058
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A continuous time approximation to the stationary first-order autoregressive model
Perron, Pierre - In: Econometric theory 7 (1991) 2, pp. 236-252
Persistent link: https://www.econbiz.de/10001118076
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INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 6, pp. 1577-1607
Persistent link: https://www.econbiz.de/10008719754
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MISCELLANEA - A Note on Spurious Break
Bai, Jushan - In: Econometric theory 14 (1998) 5, pp. 663-670
Persistent link: https://www.econbiz.de/10006991443
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Estimating Multiple Breaks One at a Time
Bai, Jushan - In: Econometric theory 13 (1997) 3, pp. 315-352
Persistent link: https://www.econbiz.de/10006998063