//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Faktorenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A NOTE ON SPURIOUS BREAK
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Faktorenanalyse
Theorie
44
Theory
44
Estimation theory
42
Schätztheorie
42
Panel
35
Panel study
35
Factor analysis
34
Time series analysis
16
Zeitreihenanalyse
16
Estimation
14
Schätzung
14
CAPM
9
Cointegration
9
Kointegration
9
Induktive Statistik
8
Statistical inference
8
VAR model
8
VAR-Modell
8
principal components
8
Einheitswurzeltest
7
Unit root test
7
Statistical test
6
Statistischer Test
6
Structural break
6
Strukturbruch
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Principal components
5
Regression analysis
5
Regressionsanalyse
5
Bayes-Statistik
4
Bayesian inference
4
Method of moments
4
Momentenmethode
4
SCAD
4
Structural change
4
VAR
4
common factors
4
factor models
4
more ...
less ...
Online availability
All
Undetermined
8
Free
5
Type of publication
All
Article
21
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
2
Book section
2
more ...
less ...
Language
All
English
30
Author
All
Bai, Jushan
30
Ng, Serena
10
Wang, Peng
5
Ando, Tomohiro
3
Han, Xu
3
Kao, Chihwa
3
Li, Kunpeng
2
Liao, Yuan
2
Shi, Shuzhong
2
Shi, Yutang
2
more ...
less ...
Published in...
All
Journal of econometrics
8
Columbia economics discussion paper series / Department of Economics, Columbia University
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Annals of economics and finance
1
Annual review of economics
1
Econometrics
1
Foundations and trends in econometrics
1
Frontiers of economics in China : selected publications from Chinese universities
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Panel data econometrics : theoretical contributions and empirical applications
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Panel data models and factor analysis
Bai, Jushan
-
2013
Persistent link: https://www.econbiz.de/10010247719
Saved in:
2
Large dimensional factor analysis
Bai, Jushan
;
Ng, Serena
-
2008
Persistent link: https://www.econbiz.de/10003754726
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Principal components estimation and identication of the factors
Bai, Jushan
;
Ng, Serena
-
2011
Persistent link: https://www.econbiz.de/10009748948
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->