The following pages link to Jushan Bai (Q193463):
Displaying 50 items.
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (Q91408) (← links)
- A simple new test for slope homogeneity in panel data models with interactive effects (Q114806) (← links)
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (Q114810) (← links)
- (Q291098) (redirect page) (← links)
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
- Forecasting economic time series using targeted predictors (Q299223) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- (Q450042) (redirect page) (← links)
- Statistical analysis of factor models of high dimension (Q450044) (← links)
- (Q530971) (redirect page) (← links)
- Common breaks in means and variances for panel data (Q530972) (← links)
- (Q588249) (redirect page) (← links)
- Efficient estimation of approximate factor models via penalized maximum likelihood (Q898581) (← links)
- Likelihood ratio tests for multiple structural changes (Q1298460) (← links)
- Estimation of multiple-regime regressions with least absolutes deviation (Q1298916) (← links)
- Weak convergence of the sequential empirical processes of residuals in ARMA models (Q1896251) (← links)
- Dynamic spatial panel data models with common shocks (Q2043260) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- Rank regularized estimation of approximate factor models (Q2323367) (← links)
- Inferences in panel data with interactive effects using large covariance matrices (Q2398975) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- Principal components estimation and identification of static factors (Q2442574) (← links)
- Theory and methods of panel data models with interactive effects (Q2448726) (← links)
- Identification theory for high dimensional static and dynamic factor models (Q2512530) (← links)
- Factor-based imputation of missing values and covariances in panel data of large dimensions (Q2688654) (← links)
- Quasi-maximum likelihood estimation of break point in high-dimensional factor models (Q2688659) (← links)
- Fixed-Effects Dynamic Panel Models, a Factor Analytical Method (Q2857046) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)
- Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data (Q3393994) (← links)
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (Q3418483) (← links)
- Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276) (← links)
- PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (Q3580635) (← links)
- Testing For and Dating Common Breaks in Multivariate Time Series (Q4219770) (← links)
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES (Q4319842) (← links)
- Critical values for multiple structural change tests (Q4439299) (← links)
- Estimating and Testing Linear Models with Multiple Structural Changes (Q4530902) (← links)
- Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach (Q4883105) (← links)
- Selecting Instrumental Variables in a Data Rich Environment (Q4928511) (← links)
- Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← links)
- Theory and Applications of TAR Model with Two Threshold Variables (Q5080144) (← links)
- Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors (Q5093209) (← links)
- ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS (Q5285831) (← links)
- Panel Data Models With Interactive Fixed Effects (Q5305251) (← links)
- (Q5309203) (← links)
- Inferential Theory for Factor Models of Large Dimensions (Q5472956) (← links)
- Determining the Number of Factors in Approximate Factor Models (Q5474964) (← links)
- (Q5475042) (← links)
- A consistent test for conditional symmetry in time series models (Q5939174) (← links)
