Authors: BAI JS

Citation: Js. Bai, A NOTE ON SPURIOUS BREAK, Econometric theory, 14(5), 1998, pp. 663-669

Authors: BAI JS PERRON P

Citation: Js. Bai et P. Perron, ESTIMATING AND TESTING LINEAR-MODELS WITH MULTIPLE STRUCTURAL-CHANGES, Econometrica, 66(1), 1998, pp. 47-78

Authors: BAI JS

Citation: Js. Bai, ESTIMATING MULTIPLE BREAKS ONE AT A TIME, Econometric theory, 13(3), 1997, pp. 315-352

Authors: BAI JS

Citation: Js. Bai, TESTING FOR PARAMETER CONSTANCY IN LINEAR REGRESSIONS - AN EMPIRICAL DISTRIBUTION FUNCTION-APPROACH, Econometrica, 64(3), 1996, pp. 597-622

Authors: BAI JS

Citation: Js. Bai, LEAST ABSOLUTE DEVIATION ESTIMATION OF A SHIFT, Econometric theory, 11(3), 1995, pp. 403-436

Authors: BAI JS

Citation: Js. Bai, WEAK-CONVERGENCE OF THE SEQUENTIAL EMPIRICAL PROCESSES OF RESIDUALS IN ARMA MODELS, Annals of statistics, 22(4), 1994, pp. 2051-2061