//--> //--> //--> //-->
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:"Time series analysis"
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
Time series analysis
Theorie
44
Theory
44
Estimation theory
42
Schätztheorie
42
Panel
35
Panel study
35
Factor analysis
34
Faktorenanalyse
30
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
Free
3
Undetermined
1
Type of publication
All
Article
12
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
1
Book section
1
Language
All
English
16
Author
All
Bai, Jushan
16
Ng, Serena
7
Han, Xu
2
Wang, Peng
2
Ando, Tomohiro
1
Chen, Haiqiang
1
Chong, Terence Tai-Leung
1
Lumsdaine, Robin L.
1
Shi, Yutang
1
Stock, James H.
1
more ...
less ...
Published in...
All
Journal of econometrics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
28th Australasian Finance and Banking Conference
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Frontiers of economics in China : selected publications from Chinese universities
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of applied econometrics
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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:
3
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:
4
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
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
Conditional Markov chain and its application in economic time series analysis
Bai, Jushan
;
Wang, Peng
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 715-734
Persistent link: https://www.econbiz.de/10009408923
Saved in:
7
Identification theory for high dimensional static and dynamic factor models
Bai, Jushan
;
Wang, Peng
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 794-804
Persistent link: https://www.econbiz.de/10010257659
Saved in:
8
Theory and applications of TAR model with two threshold variables
Chen, Haiqiang
;
Chong, Terence Tai-Leung
;
Bai, Jushan
- In:
Econometric reviews
31
(
2012
)
1/3
,
pp. 142-170
Persistent link: https://www.econbiz.de/10009515966
Saved in:
9
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
Saved in:
10
Testing for and dating common breaks in multivariate time series
Bai, Jushan
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 395-432
Persistent link: https://www.econbiz.de/10001244375
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->