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RePEc
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91
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:
92
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:
93
Estimation and inference of FAVAR models
Bai, Jushan
;
Li, Kunpeng
;
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
Saved in:
94
Efficient estimation of approximate factor models via penalized maximum likelihood
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011594307
Saved in:
95
Econometric analysis of large factor models
Bai, Jushan
;
Wang, Peng
- In:
Annual review of economics
8
(
2016
),
pp. 53-80
Persistent link: https://www.econbiz.de/10011743160
Saved in:
96
Cross-sectional dependence in panel data models : a special issue
Bai, Jushan
;
Baltagi, Badi H.
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011642077
Saved in:
97
Feasible generalized least squares for panel data with cross-sectional and serial correlations
Bai, Jushan
;
Choi, Sung Hoon
;
Liao, Yuan
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 309-326
Persistent link: https://www.econbiz.de/10012488925
Saved in:
98
Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
Saved in:
99
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
100
Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Duan, Jiangtao
;
Bai, Jushan
;
Han, Xu
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 209-236
Persistent link: https://www.econbiz.de/10014340997
Saved in:
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