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Panel data models and factor analysis
Bai, Jushan - 2013
Persistent link: https://www.econbiz.de/10010247719
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Large dimensional factor analysis
Bai, Jushan; Ng, Serena - 2008
Persistent link: https://www.econbiz.de/10003754726
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On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan; Kao, Chihwa - In: Panel data econometrics : theoretical contributions and …, (pp. 1-30). 2006
Persistent link: https://www.econbiz.de/10003331420
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Panel cointegration with global stochastic trends
Bai, Jushan; Kao, Chihwa; Ng, Serena - In: Journal of econometrics 149 (2009) 1, pp. 82-99
Persistent link: https://www.econbiz.de/10003833733
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Determining the number of primitive shocks in factor models
Bai, Jushan; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 52-60
Persistent link: https://www.econbiz.de/10003410155
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Estimating high dimensional covariance matrices and its applications
Bai, Jushan; Shi, Shuzhong - In: Annals of economics and finance 12 (2011) 2, pp. 199-215
Persistent link: https://www.econbiz.de/10009425025
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Identification and Bayesian estimation of dynamic factor models
Bai, Jushan; Wang, Peng - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 221-240
Persistent link: https://www.econbiz.de/10011390018
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Asset pricing with a general multifactor structure
Ando, Tomohiro; Bai, Jushan - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 556-604
Persistent link: https://www.econbiz.de/10011339275
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Principal components estimation and identification of static factors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 176 (2013) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10009764410
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Principal components estimation and identication of the factors
Bai, Jushan; Ng, Serena - 2011
Persistent link: https://www.econbiz.de/10009748948