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Estimating and testing linear models with multiple structural changes
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 47-78
Persistent link: https://www.econbiz.de/10001233472
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Testing for parameter constancy in linear regressions : an empirical distribution function approach
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 597-622
Persistent link: https://www.econbiz.de/10001199893
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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
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Inferential theory for factor models of large dimensions
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 135-171
Persistent link: https://www.econbiz.de/10001731105
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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
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Panel data models with interactive fixed effects
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1229-1279
Persistent link: https://www.econbiz.de/10003881957
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Fixed-effects dynamic panel models, a factor analytical method
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 1, pp. 285-314
Persistent link: https://www.econbiz.de/10009719104
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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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Estimating and Testing Linear Models with Multiple Structural Changes
Bai, Jushan; Perron, Pierre - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 47-78
Persistent link: https://www.econbiz.de/10006790052
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Testing for Parameter ConstanCy in Linear Regressions: An Empirical Distribution Function Approach
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 597-622
Persistent link: https://www.econbiz.de/10006794195