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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

Panel unit root tests with cross-section dependence : a further investigation

Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 4, pp. 1088-1114

Persistent link: https://www.econbiz.de/10003993826

Structural changes, common stochastic trends, and unit roots in panel data

Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The review of economic studies 76 (2009) 2, pp. 471-501

Persistent link: https://www.econbiz.de/10003828176

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

A panic attack on unit roots and cointegration

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

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

A new look at panel testing of stationarity and the PPP hypothesis

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

Persistent link: https://www.econbiz.de/10001650998

A Panic Attack on Unit Roots and Cointegration

Bai, Jushan; Ng, Serena - 2002

This paper develops a new methodology that makes use of the factor structure of large dimensional panels to understand the nature of non-stationarity in the data. We refer to it as PANIC - a 'Panel Analysis of Non-stationarity in Idiosyncratic and Common components'. PANIC consists of univariate...

Persistent link: https://www.econbiz.de/10014121962