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Estimation and inference of FA...
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121
Inferential theory for factor models of large dimensions
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 135-171
Persistent link: https://www.econbiz.de/10001731105
Saved in:
122
A panic attack on unit roots and cointegration
Bai, Jushan
(
contributor
);
Ng, Serena
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001650976
Saved in:
123
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
Saved in:
124
A consistent test for conditional symmetry in time series models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 225-258
Persistent link: https://www.econbiz.de/10001585362
Saved in:
125
Estimation and inference of change points in high-dimensional factor models
Bai, Jushan
;
Han, Xu
;
Shi, Yutang
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 66-100
Persistent link: https://www.econbiz.de/10012483190
Saved in:
126
Boosting diffusion indices
Bai, Jushan
;
Ng, Serena
- In:
Journal of applied econometrics
24
(
2009
)
4
,
pp. 607-629
Persistent link: https://www.econbiz.de/10003846013
Saved in:
127
Rank regularized estimation of approximate factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
Saved in:
128
Special issue on big data
Bai, Jushan
(
ed.
);
Fan, Jianqing
(
ed.
);
Tsay, Ruey S.
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011691674
Saved in:
129
Special issue on big data
Bai, Jushan
;
Fan, Jianqing
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 487-488
Persistent link: https://www.econbiz.de/10011691679
Saved in:
130
Panel data models with grouped factor structure under unknown group membership
Ando, Tomohiro
;
Bai, Jushan
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 163-191
Persistent link: https://www.econbiz.de/10011642138
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