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A NOTE ON SPURIOUS BREAK
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Panel study
Estimation theory
45
Schätztheorie
45
Theorie
44
Theory
44
Panel
37
Factor analysis
35
Faktorenanalyse
31
Time series analysis
17
Zeitreihenanalyse
17
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16
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16
CAPM
9
Cointegration
9
Kointegration
9
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9
VAR-Modell
9
Induktive Statistik
8
Statistical inference
8
principal components
8
Einheitswurzeltest
7
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7
Statistischer Test
7
Structural break
7
Strukturbruch
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Unit root test
7
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Principal components
5
Regression analysis
5
Regressionsanalyse
5
VAR
5
Bayes-Statistik
4
Bayesian inference
4
Correlation
4
Cross-sectional correlation
4
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4
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4
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Article
30
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26
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26
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4
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4
Arbeitspapier
1
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1
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1
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English
37
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Bai, Jushan
37
Ng, Serena
11
Ando, Tomohiro
9
Kao, Chihwa
4
Liao, Yuan
4
Li, Kunpeng
3
Carrion i Silvestre, Josep Lluís
2
Choi, Sung Hoon
2
Baltagi, Badi H.
1
Cahan, Ercument
1
Pesaran, M. Hashem
1
Yang, Jisheng
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Journal of econometrics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of applied econometrics
2
28th Australasian Finance and Banking Conference
1
Annals of economics and finance
1
Econometric reviews
1
Econometric theory
1
Econometrics
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Panel data econometrics : theoretical contributions and empirical applications
1
Syracuse University Center for Policy Research Working Paper
1
The Oxford handbook of panel data
1
The econometrics journal
1
The review of economic studies
1
Working papers / Department of Economics, The Johns Hopkins University
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Panel data models and factor analysis
Bai, Jushan
-
2013
Persistent link: https://www.econbiz.de/10010247719
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2
Estimating cross-section common stochastic trends in nonstationary panel data
Bai, Jushan
- In:
Journal of econometrics
122
(
2004
)
1
,
pp. 137-183
Persistent link: https://www.econbiz.de/10002136515
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3
Common breaks in means and variances for panel data
Bai, Jushan
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 78-92
Persistent link: https://www.econbiz.de/10008661845
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4
Likelihood approach to dynamic panel models with interactive effects
Bai, Jushan
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10015074609
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5
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
6
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
Saved in:
7
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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8
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:
9
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:
10
Extremum estimation when the predictors are estimated from large panels
Bai, Jushan
;
Ng, Serena
- In:
Annals of economics and finance
9
(
2008
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10003796412
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