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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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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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Testing hypothesis about the number of factors in large factor models
Onatski, Alexei - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 5, pp. 1447-1479
Persistent link: https://www.econbiz.de/10003914912
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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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The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1121-1159
Persistent link: https://www.econbiz.de/10001792653
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Linear regression for panel with unknown number of factors as interactive fixed effects
Moon, Hyungsik Roger; Weidner, Martin - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 4, pp. 1543-1579
Persistent link: https://www.econbiz.de/10011405087
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Estimating the technology of cognitive and noncognitive skill formation
Cunha, Flávio; Heckman, James J.; Schennach, Susanne M. - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 3, pp. 883-931
Persistent link: https://www.econbiz.de/10003992576
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Eigenvalue ratio test for the number of factors
Ahn, Seung Chan; Horenstein, Alex R. - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 3, pp. 1203-1227
Persistent link: https://www.econbiz.de/10009763126
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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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Time-varying risk premium in large cross-sectional equity data sets
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 3, pp. 985-1046
Persistent link: https://www.econbiz.de/10011579614