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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
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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
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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
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On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan; Kao, Chihwa - In: Panel data econometrics : theoretical contributions and …, (pp. 1-30). 2006
Persistent link: https://www.econbiz.de/10003331420
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Panel cointegration with global stochastic trends
Bai, Jushan; Kao, Chihwa; Ng, Serena - In: Journal of econometrics 149 (2009) 1, pp. 82-99
Persistent link: https://www.econbiz.de/10003833733
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Extremum estimation when the predictors are estimated from large panels
Bai, Jushan; Ng, Serena - In: Annals of economics and finance 9 (2008) 2, pp. 201-222
Persistent link: https://www.econbiz.de/10003796412
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Panel data models with interactive fixed effects
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 4, pp. 1229-1279
Persistent link: https://www.econbiz.de/10003881957
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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
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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
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Instrumental variable estimation in a data rich environment
Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 6, pp. 1577-1606
Persistent link: https://www.econbiz.de/10008738353