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Estimation of a change point in multiple regression models
Bai, Jushan - In: The review of economics and statistics 79 (1997) 4, pp. 551-563
Persistent link: https://www.econbiz.de/10001229894
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A new look at panel testing of stationarity and PPP hypothesis
Bai, Jushan; Ng, Serena - In: Identification and inference for econometric models : …, (pp. 426-450). 2005
Persistent link: https://www.econbiz.de/10003352593
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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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Testing for and dating common breaks in multivariate time series
Bai, Jushan - In: The review of economic studies 65 (1998) 3, pp. 395-432
Persistent link: https://www.econbiz.de/10001244375
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A new look at panel testing of stationarity and the PPP hypothesis
Bai, Jushan (contributor); Ng, Serena (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650998
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Estimation and inference of change points in high-dimensional factor models
Bai, Jushan; Han, Xu; Shi, Yutang - In: Journal of econometrics 219 (2020) 1, pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
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Estimation and inference of FAVAR models
Bai, Jushan; Li, Kunpeng; Lu, Lina - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
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Panel data models with grouped factor structure under unknown group membership
Ando, Tomohiro; Bai, Jushan - In: Journal of applied econometrics 31 (2016) 1, pp. 163-191
Persistent link: https://www.econbiz.de/10011642138
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Structural changes in high dimensional factor models
Bai, Jushan; Han, Xu - In: Frontiers of economics in China : selected publications … 11 (2016) 1, pp. 9-39
Persistent link: https://www.econbiz.de/10011473561
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Non-stationarities and non-linearities in Canadian inflation
Perron, Pierre - In: Economic behaviour and policy choice under price …, (pp. 235-291). 1994
Persistent link: https://www.econbiz.de/10001292224