| Estimating and testing linear models with multiple structural changes J Bai, P Perron Econometrica, 47-78, 1998 | 7443 | 1998 |
| Computation and analysis of multiple structural change models J Bai, P Perron Journal of applied econometrics 18 (1), 1-22, 2003 | 6912 | 2003 |
| Determining the number of factors in approximate factor models J Bai, S Ng Econometrica 70 (1), 191-221, 2002 | 5204 | 2002 |
| A PANIC attack on unit roots and cointegration J Bai, S Ng Econometrica 72 (4), 1127-1177, 2004 | 2339 | 2004 |
| Inferential theory for factor models of large dimensions J Bai Econometrica 71 (1), 135-171, 2003 | 2151 | 2003 |
| Panel data models with interactive fixed effects J Bai Econometrica 77 (4), 1229-1279, 2009 | 1792 | 2009 |
| Estimating multiple breaks one at a time J Bai Econometric theory 13 (3), 315-352, 1997 | 1206 | 1997 |
| Estimation of a change point in multiple regression models J Bai Review of Economics and Statistics 79 (4), 551-563, 1997 | 1158 | 1997 |
| Critical values for multiple structural change tests J Bai, P Perron The Econometrics Journal 6 (1), 72-78, 2003 | 1134 | 2003 |
| Forecasting economic time series using targeted predictors J Bai, S Ng Journal of Econometrics 146 (2), 304-317, 2008 | 810 | 2008 |
| Least squares estimation of a shift in linear processes J Bai Journal of Time Series Analysis 15 (5), 453-472, 1994 | 738 | 1994 |
| Tests for skewness, kurtosis, and normality for time series data J Bai, S Ng Journal of Business & Economic Statistics 23 (1), 49-60, 2005 | 706 | 2005 |
| Determining the number of primitive shocks in factor models J Bai, S Ng Journal of Business & Economic Statistics 25 (1), 52-60, 2007 | 702 | 2007 |
| Confidence intervals for diffusion index forecasts and inference for factor‐augmented regressions J Bai, S Ng Econometrica 74 (4), 1133-1150, 2006 | 695 | 2006 |
| Large dimensional factor analysis J Bai, S Ng Foundations and Trends® in Econometrics 3 (2), 89-163, 2008 | 617 | 2008 |
| 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 | 612 | 1998 |
| Multiple structural change models: a simulation analysis J Bai Escola de Pós-Graduação em Economia da FGV, 2000 | 484 | 2000 |
| Panel cointegration with global stochastic trends J Bai, C Kao, S Ng Journal of Econometrics 149 (1), 82-99, 2009 | 436 | 2009 |
| principal components estimation and identification of the factors J Bai, S Ng | 381* | 2011 |
| Principal components estimation and identification of static factors J Bai, S Ng Journal of econometrics 176 (1), 18-29, 2013 | 380 | 2013 |
