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Critical values for multiple structural change tests
Bai, Jushan; Perron, Pierre - In: The econometrics journal 6 (2003) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
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Computation and analysis of multiple structural change models
Bai, Jushan; Perron, Pierre - In: Journal of applied econometrics 18 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
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Estimating and testing linear models with multiple structural changes
Bai, Jushan; Perron, Pierre - 1995
Persistent link: https://www.econbiz.de/10001513164
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Estimating and testing linear models with multiple structural changes
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 47-78
Persistent link: https://www.econbiz.de/10001233472
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Testing parametric conditional distributions of dynamic models
Bai, Jushan - In: The review of economics and statistics 85 (2003) 3, pp. 531-549
Persistent link: https://www.econbiz.de/10001791740
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A note on spurious break
Bai, Jushan - In: Econometric theory 14 (1998) 5, pp. 663-669
Persistent link: https://www.econbiz.de/10001381135
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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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Least absolute deviation estimation of a shift
Bai, Jushan - In: Econometric theory 11 (1995) 3, pp. 403-436
Persistent link: https://www.econbiz.de/10001186559
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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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Large dimensional factor analysis
Bai, Jushan; Ng, Serena - 2008
Persistent link: https://www.econbiz.de/10003754726