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Maximum likelihood estimation and inference for approximate factor models of high dimension
Bai, Jushan; Li, Kunpeng - In: The review of economics and statistics 98 (2016) 2, pp. 298-309
Persistent link: https://www.econbiz.de/10011477242
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Generic consistency of the break-point estimators under specification errors in a multiple-break model
Bai, Jushan; Chen, Haiqiang; Chong, Terence Tai-Leung; … - In: The econometrics journal 11 (2008) 2, pp. 287-307
Persistent link: https://www.econbiz.de/10003750801
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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
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Evaluating latent and observed factors in macroeconomics and finance
Bai, Jushan; Ng, Serena - In: Journal of econometrics 131 (2006) 1/2, pp. 507-537
Persistent link: https://www.econbiz.de/10003298610
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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
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Determining the number of factors in approximate factor models
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 1, pp. 191-221
Persistent link: https://www.econbiz.de/10001648105
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Critical values for multiple structural change tests
Bai, Jushan; Perron, Pierre - In: The econometrics journal 6 (2003) 1, pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
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Computation and analysis of multiple structural change models
Bai, Jushan; Perron, Pierre - In: Journal of applied econometrics 18 (2003) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
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Estimating and testing linear models with multiple structural changes
Bai, Jushan; Perron, Pierre - 1995
Persistent link: https://www.econbiz.de/10001513164
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Estimating and testing linear models with multiple structural changes
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 47-78
Persistent link: https://www.econbiz.de/10001233472