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Likelihood ratio tests for multiple structural changes

Bai, Jushan - In: Journal of econometrics 91 (1999) 2, pp. 299-323

Persistent link: https://www.econbiz.de/10001382092

A simple new test for slope homogeneity in panel data models with interactive effects

Ando, Tomohiro; Bai, Jushan - In: Economics letters 136 (2015), pp. 112-117

Persistent link: https://www.econbiz.de/10011435963

A panic attack on unit roots and cointegration

Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 4, pp. 1127-1177

Persistent link: https://www.econbiz.de/10002132537

Tests for skewness, kurtosis, and normality for time series data

Bai, Jushan; Ng, Serena - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10002583961

A panic attack on unit roots and cointegration

Bai, Jushan (contributor); Ng, Serena (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001650976

The likelihood ratio test for structural changes in factor models

Bai, Jushan; Duan, Jiangtao; Han, Xu - In: Journal of econometrics 238 (2024) 2, pp. 1-23

Persistent link: https://www.econbiz.de/10015073952

A Simple New Test for Slope Homogeniety in Panel Data Models with Interactive Effects

Ando, Tomohiro - 2014

We consider the problem of testing for slope homogeneity in high-dimensional panel data models with cross-sectionally correlated errors. We consider a Swamy-type test for slope homogeneity by incorporating interactive fixed effects. We show that the proposed test statistic is asymptotically...

Persistent link: https://www.econbiz.de/10013039865