Jushan Bai
Jushan Bai
Verifierad e-postadress på columbia.edu - Startsida
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Estimating and testing linear models with multiple structural changes
J Bai, P Perron
Econometrica, 47-78, 1998
60281998
Computation and analysis of multiple structural change models
J Bai, P Perron
Journal of applied econometrics 18 (1), 1-22, 2003
54492003
Determining the number of factors in approximate factor models
J Bai, S Ng
Econometrica 70 (1), 191-221, 2002
40332002
A PANIC attack on unit roots and cointegration
J Bai, S Ng
Econometrica 72 (4), 1127-1177, 2004
18312004
Inferential theory for factor models of large dimensions
J Bai
Econometrica 71 (1), 135-171, 2003
15552003
Panel data models with interactive fixed effects
J Bai
Econometrica 77 (4), 1229-1279, 2009
11672009
Estimating multiple breaks one at a time
J Bai
Econometric theory 13 (3), 315-352, 1997
10111997
Estimation of a change point in multiple regression models
J Bai
Review of Economics and Statistics 79 (4), 551-563, 1997
10061997
Critical values for multiple structural change tests
J Bai, P Perron
The Econometrics Journal 6 (1), 72-78, 2003
9142003
Least squares estimation of a shift in linear processes
J Bai
Journal of Time Series Analysis 15 (5), 453-472, 1994
6371994
Forecasting economic time series using targeted predictors
J Bai, S Ng
Journal of Econometrics 146 (2), 304-317, 2008
6152008
Determining the number of primitive shocks in factor models
J Bai, S Ng
Journal of Business & Economic Statistics 25 (1), 52-60, 2007
5982007
Confidence intervals for diffusion index forecasts and inference for factor‐augmented regressions
J Bai, S Ng
Econometrica 74 (4), 1133-1150, 2006
5642006
Testing for and dating common breaks in multivariate time series
J Bai, RL Lumsdaine, JH Stock
The Review of Economic Studies 65 (3), 395-432, 1998
5241998
Tests for skewness, kurtosis, and normality for time series data
J Bai, S Ng
Journal of Business & Economic Statistics 23 (1), 49-60, 2005
5192005
Large dimensional factor analysis
J Bai, S Ng
Now Publishers Inc, 2008
4802008
Multiple structural change models: a simulation analysis
J Bai
Escola de Pós-Graduação em Economia da FGV, 2000
4062000
Estimating cross-section common stochastic trends in nonstationary panel data
J Bai
Journal of Econometrics 122 (1), 137-183, 2004
3092004
Testing parametric conditional distributions of dynamic models
J Bai
Review of Economics and Statistics 85 (3), 531-549, 2003
3082003
Panel cointegration with global stochastic trends
J Bai, C Kao, S Ng
Journal of Econometrics 149 (1), 82-99, 2009
3052009
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Artiklar 1–20