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Identification and estimation of dynamic factor models
Bai, Jushan; Wang, Peng - 2012
Persistent link: https://www.econbiz.de/10009752864
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Estimating high dimensional covariance matrices and its applications
Bai, Jushan; Shi, Shuzhong - 2011
Persistent link: https://www.econbiz.de/10009754263
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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
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Fixed-effects dynamic panel models, a factor analytical method
Bai, Jushan - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 1, pp. 285-314
Persistent link: https://www.econbiz.de/10009719104
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Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan; Carrion i Silvestre, Josep Lluís - In: The econometrics journal 16 (2013) 2, pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
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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
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A simple new test for slope homogeneity in panel data models with interactive effects
Ando, Tomohiro; Bai, Jushan - In: Economics letters 136 (2015), pp. 112-117
Persistent link: https://www.econbiz.de/10011435963
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Fama-MacBeth two-pass regressions : improving risk premia estimates
Bai, Jushan; Zhou, Guofu - In: Finance research letters 15 (2015), pp. 31-40
Persistent link: https://www.econbiz.de/10011552938
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Unbalanced panel data models with interactive effects
Bai, Jushan; Liao, Yuan; Yang, Jisheng - In: The Oxford handbook of panel data, (pp. 149-170). 2015
Persistent link: https://www.econbiz.de/10010472606
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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