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A NOTE ON SPURIOUS BREAK
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Bai, Jushan
239
Ng, Serena
69
Ando, Tomohiro
20
Li, Kunpeng
15
Wang, Peng
13
Perron, Pierre
12
Liao, Yuan
11
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10
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7
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6
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ECONIS (ZBW)
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BASE
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Other ZBW resources
1
Showing
141
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241
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141
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/10008222098
Saved in:
142
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/10008222920
Saved in:
143
Panel Data Models With Interactive Fixed Effects
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
4
,
pp. 1229-1280
Persistent link: https://www.econbiz.de/10008279077
Saved in:
144
Boosting diffusion indices
Bai, Jushan
;
Ng, Serena
- In:
Journal of applied econometrics
24
(
2009
)
4
,
pp. 607-630
Persistent link: https://www.econbiz.de/10008847120
Saved in:
145
Testing multivariate distributions in GARCH models
Bai, Jushan
;
Chen, Zhihong
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 19-37
Persistent link: https://www.econbiz.de/10008881152
Saved in:
146
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
Bai, Jushan
;
Ng, Serena
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1577-1607
Persistent link: https://www.econbiz.de/10008719754
Saved in:
147
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/10008135097
Saved in:
148
Generic consistency of the break-point estimators under specification errors in a multiple-break model
Bai, Jushan
;
Chen, Haiqiang
;
Tai-Leungchong, Terence
; …
- In:
The econometrics journal
11
(
2008
)
2
,
pp. 287-307
Persistent link: https://www.econbiz.de/10008077661
Saved in:
149
Testing for and dating common breaks in multivariate time series
Bai, Jushan
;
Lumsdaine, Robin L.
;
Stock, James H.
- In:
The review of economic studies
65
(
1998
)
224
,
pp. 395-432
Persistent link: https://www.econbiz.de/10007693479
Saved in:
150
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-318
Persistent link: https://www.econbiz.de/10008898217
Saved in:
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