Jushan Bai : Citation Profile


Are you Jushan Bai?

Columbia University

27

H index

39

i10 index

8076

Citations

RESEARCH PRODUCTION:

51

Articles

45

Papers

RESEARCH ACTIVITY:

   25 years (1991 - 2016). See details.
   Cites by year: 323
   Journals where Jushan Bai has often published
   Relations with other researchers
   Recent citing documents: 792.    Total self citations: 38 (0.47 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba53
   Updated: 2017-09-23    RAS profile: 2017-08-24    
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Relations with other researchers


Works with:

Ando, Tomohiro (6)

Li, kunpeng (2)

Liao, Yuan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jushan Bai.

Is cited by:

Marcellino, Massimiliano (118)

GUPTA, RANGAN (111)

Pesaran, M (104)

Westerlund, Joakim (94)

Perron, Pierre (91)

Forni, Mario (88)

MORANA, CLAUDIO (80)

Asongu, Simplice (70)

Rodríguez Caballero, Carlos (66)

Eickmeier, Sandra (66)

Swanson, Norman (58)

Cites to:

Ng, Serena (64)

Reichlin, Lucrezia (50)

Watson, Mark (43)

Forni, Mario (37)

Pesaran, M (36)

Lippi, Marco (33)

Hallin, Marc (31)

Phillips, Peter (25)

Stock, James (25)

Moon, Hyungsik (22)

Giannone, Domenico (20)

Main data


Where Jushan Bai has published?


Journals with more than one article published# docs
Journal of Econometrics11
Econometrica8
Econometric Theory5
The Review of Economics and Statistics3
Journal of Applied Econometrics3
Annals of Economics and Finance3
Journal of Business & Economic Statistics2
Journal of Applied Econometrics2
Review of Economic Studies2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany17
Boston College Working Papers in Economics / Boston College Department of Economics5
Center for Policy Research Working Papers / Center for Policy Research, Maxwell School, Syracuse University2
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
Economics Working Papers / University of California at Berkeley2

Recent works citing Jushan Bai (2017 and 2016)


YearTitle of citing document
2016A Dynamic Multi-Level Factor Model with Long-Range Dependence. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-23.

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2016Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez-Caballero, Carlos Vladimir . In: CREATES Research Papers. RePEc:aah:create:2016-31.

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2016Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2016). Kim, Hyun Hak ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-10.

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2016The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2016). Kim, Hyeongwoo ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2016-14.

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2017The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach. (2017). Kim, Hyeongwoo ; Shi, Wen . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-04.

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2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

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2017No Price Like Home: Global House Prices, 1870-2012. (2017). Steger, Thomas ; Schularick, Moritz ; Knoll, Katharina . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:331-53.

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2017Does Home Production Drive Structural Transformation?. (2017). Moslehi, Solmaz ; Moro, Alessio ; Tanaka, Satoshi . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:116-46.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Stock, James H ; Watson, Mark W. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2016Changes in sovereign debt dynamics in Central and Eastern Europe. (2016). Cuestas, Juan. In: Working Papers. RePEc:aee:wpaper:1610.

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2016The Mobile Phone in the Diffusion of Knowledge for Institutional Quality in Sub-Saharan Africa. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/010.

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2016Globalization and Governance: A Critical Contribution to the Empirics. (2016). Tchamyou, Vanessa ; Efobi, Uchenna ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/017.

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2016Fighting Capital Flight in Africa: Evidence from Bundling and Unbundling Governance. (2016). Nwachukwu, Jacinta ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:16/047.

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2016Which country after Greece? Sustainability of budget deficits in selected EU countries: A panel cointegration analysis with multiple structural breaks under cross-section dependence. (2016). Mercan, Mehmet ; Gocer, Ismet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(608):y:2016:i:3(608):p:205-220.

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2016Testing the validity of the Feldstein-Horioka Puzzle: New evidence from structural breaks for Turkey. (2016). Erdem, Ekrem ; Yucel, Ali Gokhan ; Koseoglu, Ahmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:2(607):p:17-26.

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2016Which country after Greece? Sustainability of budget deficits in selected EU countries: A panel cointegration analysis with multiple structural breaks under cross-section dependence. (2016). Gocer, Ismet ; Mercan, Mehmet . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:3(608):p:205-220.

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2017The effects of real exchange rates and income on the trade balance: A second generation panel data analysis for transition economies and Turkey. (2017). Sezer, Sevgi . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:171-186.

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2016Modelling price formation and dynamics in the Ethiopian maize market. (2016). Yami, Mesay ; Hassan, Rashid ; Meyer, Ferdi . In: 2016 AAAE Fifth International Conference, September 23-26, 2016, Addis Ababa, Ethiopia. RePEc:ags:aaae16:249346.

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2016Are Free Trade Agreements Good for the Environment? A Panel Data Analysis. (2016). Nemati, Mehdi ; Hu, Wuyang ; Reed, Michael . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235631.

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2016Estimating relative price impact: The case of Brent and WTI. (2016). Karali, Berna ; Ye, Shiyu . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235728.

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2016GMO Contamination Price Effects in the U.S. Corn Market: StarLink and MIR162. (2016). Philip, Garcia ; Han, Xue . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236004.

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2016Thresholds and Regime Change in the Market for Renewable Identification Numbers. (2016). Markel, Evan ; Lambert, Dayton ; English, Burton. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236037.

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2016Identification in Structural Models Linking Energy and Corn Commodity Markets. (2016). Pozo, Veronica F ; Bejan, Vladimir . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236055.

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2016A Study in U.S. Export Beef Competitiveness: Do Cattle Inventories Matter?. (2016). Schulz, Lee ; Jones, Keithly ; Crespi, John ; Hahn, William ; Chen, Chen-Ti . In: 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois. RePEc:ags:assa17:250113.

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2016Agricultural Commodity Prices and Exchange Rates under Structural Change. (2016). Foster, Kenneth ; Abbott, Philip C ; Hatzenbuehler, Patrick L. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:235153.

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2016Structural Changes in Wheat Market. (2016). Czech, Katarzyna . In: Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego. RePEc:ags:polpwa:253044.

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2016The 2010-2011 Drought Impacts on Cattle Market Integration in the Horn of Africa: A preliminary Evaluation using VAR and Structural Break Analysis. (2016). Bessler, David ; Angerer, Jay P ; Bizimana, Jean-Claude . In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:229991.

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2016THE DEMAND FOR ELECTRICITY AND NATURAL GAS IN THE NORTHEASTERN UNITED STATES. (2016). Gautam, Tej ; Paudel, Krishna . In: 2016 Annual Meeting, February 6-9, 2016, San Antonio, Texas. RePEc:ags:saea16:230114.

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2017The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach. (2017). Paudel, Krishna ; Tan, Ying ; Sha, Wenbiao . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252676.

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2017Measuring the value of housing services in household surveys: an application of machine learning approach. (2017). Embaye, Weldensie T ; Zereyesus, Yacob A. In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252851.

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2017Was Colonialism Fiscally Sustainable? An Empirical Examination of the Colonial Finances of Spanish America.. (2017). Arnaut, Javier L. In: Documentos de Trabajo (DT-AEHE). RePEc:ahe:dtaehe:1703.

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2016Cartel dating. (2016). Bun, Maurice ; Boswijk, H. Peter ; Schinkel, Maarten Pieter . In: UvA-Econometrics Working Papers. RePEc:ame:wpaper:1604.

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2016High Dimensional Factor Models: An Empirical Bayes Approach. (2016). Sampi, James. In: Working Papers. RePEc:apc:wpaper:2016-075.

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2016Principal Components Analysis for Semimartingales and Stochastic PDE. (2016). Ohashi, Alberto ; Simas, Alexandre B. In: Papers. RePEc:arx:papers:1503.05909.

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2016Heterotic Risk Models. (2016). Kakushadze, Zura . In: Papers. RePEc:arx:papers:1508.04883.

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2016Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series. (2016). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1510.05118.

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2016Multifactor Risk Models and Heterotic CAPM. (2016). Yu, Willie ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1602.04902.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1602.08070.

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2016Forecasting time series with structural breaks with Singular Spectrum Analysis, using a general form of recurrent formula. (2016). Rahmani, Donya ; Ghodsi, Mansi ; Hassani, Hossein ; Heravi, Saeed . In: Papers. RePEc:arx:papers:1605.02188.

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2016Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso. (2016). Xu, Ning ; Fisher, Timothy ; Hong, Jian . In: Papers. RePEc:arx:papers:1606.00142.

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2017Statistical Industry Classification. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1607.04883.

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2016Optimal Shrinkage Estimator for High-Dimensional Mean Vector. (2016). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Ostap . In: Papers. RePEc:arx:papers:1610.09292.

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2016Random matrix approach to estimation of high-dimensional factor models. (2016). Yeo, Joongyeub ; Papanicolaou, George . In: Papers. RePEc:arx:papers:1611.05571.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Structural Change in (Economic) Time Series. (2017). Kleiber, Christian. In: Papers. RePEc:arx:papers:1702.06913.

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2017*K-means and Cluster Models for Cancer Signatures. (2017). Kakushadze, Zura ; Yu, Willie . In: Papers. RePEc:arx:papers:1703.00703.

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2017Investing for the Long Run. (2017). Leisen, Dietmar ; Platen, Eckhard . In: Papers. RePEc:arx:papers:1705.03929.

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2017Nonparametric Regressions with Thresholds: Identification and Estimations. (2017). Chiou, Yan-Yu ; Chen, Jau-Er . In: Papers. RePEc:arx:papers:1705.09418.

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2017Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832.

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2017Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model. (2017). Caccia, Massimo ; Bruno, . In: Papers. RePEc:arx:papers:1707.02019.

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2017Sequential testing for structural stability in approximate factor models. (2017). Barigozzi, Matteo ; Trapani, Lorenzo . In: Papers. RePEc:arx:papers:1708.02786.

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2016Order Invariant Evaluation of Multivariate Density Forecasts. (2016). Dovern, Jonas ; Manner, Hans . In: Working Papers. RePEc:awi:wpaper:0608.

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2016The Asymmetric Impact of Portfolio Mix on Bank Performance over the Business Cycle: U.S. and Canadian Evidence. (2016). Calms, Christian ; Thoret, Raymond . In: Review of Economics & Finance. RePEc:bap:journl:160205.

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2016Factor models in panels with cross-sectional dependence: an application to the extended SIPRI military expenditure data. (2016). Smith, Ronald ; Cavatorta, Elisa . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1602.

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2016Forecasting travelers in Spain with Google queries. (2016). Camacho, Maximo ; Pacce, Matias . In: Working Papers. RePEc:bbv:wpaper:1621.

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2016Tracking Changes in the Intensity of Financial Sectors Systemic Risk. (2016). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp102.

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2017Systemic Financial Sector and Sovereign Risks. (2017). Jin, Xisong ; de Simone, Francisco Nadal . In: BCL working papers. RePEc:bcl:bclwop:bclwp109.

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2016Panel times series. A review of methodological developments. (2016). Sangiacomo, Maximo ; Burdisso, Tamara . In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2016:i:74:p:105-131.

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2017Exchange rate regime and external adjustment: an empirical investigation for the U.S.. (2017). Fuertes, Alberto . In: Working Papers. RePEc:bde:wpaper:1717.

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2017Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2017Using the payment system data to forecast the Italian GDP. (2017). Monteforte, Libero ; Ardizzi, Guerino ; Aprigliano, Valentina . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1098_17.

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2016Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto . In: Borradores de Economia. RePEc:bdr:borrec:930.

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2016PUBLIC DEBT SUSTAINABILITY IN SERBIA BEFORE AND DURING THE GLOBAL FINANCIAL CRISIS. (2016). Andric, Vladimir ; Arsi, Milojko ; Nojkovi, Aleksandra . In: Economic Annals. RePEc:beo:journl:v:61:y:2016:i:210:p:47-78.

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2016Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP.. (2016). Mogliani, Matteo ; Ferriere, T. In: Working papers. RePEc:bfr:banfra:600.

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2016The Impact of Chinese Import Competition on the Local Structure of Employment and Wages: Evidence from France.. (2016). Malgouyres, Clément. In: Working papers. RePEc:bfr:banfra:603.

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2016Inflation dynamics in the post-crisis period: Koreas experience. (2016). Park, Keunhyeong ; Choi, Changho ; Chang, Min. In: BIS Papers chapters. RePEc:bis:bisbpc:89-15.

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2016How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: BIS Working Papers. RePEc:bis:biswps:541.

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2017Changing business models in international bank funding. (2017). Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:614.

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2017The shifting drivers of global liquidity. (2017). Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:644.

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2016Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044.

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2016Nowcasting using news topics Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0046.

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2016Tracking the slowdown in long-run GDP growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Bank of England working papers. RePEc:boe:boeewp:0587.

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2016Monetary policy and volatility in the sterling money market. (2016). Osborne, Matthew. In: Bank of England working papers. RePEc:boe:boeewp:0588.

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2016Interpreting the latent dynamic factors by threshold FAVAR model. (2016). Tuzcuoglu, Kerem ; Hacioglu Hoke, Sinem. In: Bank of England working papers. RePEc:boe:boeewp:0622.

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2016Exhange rate linkages between the Asean currencies, the US dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_020.

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2016A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?. (2016). Golinelli, Roberto ; Bontempi, Maria ; Squadrani, M. In: Working Papers. RePEc:bol:bodewp:wp1062.

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2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

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2016Does fiscal policy affect interest rates? Evidence from a factor-augmented panel. (2016). Sola, Sergio ; Salvatore, Dellerba . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:16:y:2016:i:2:p:395-437:n:9.

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2017Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.

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2017Inflationary Thresholds, Financial Development and Economic Growth: New Evidence from Two West African Countries. (2017). Odhiambo, Nicholas ; Nicholas, Odhiambo ; Bernard, Njindan Iyke . In: Global Economy Journal. RePEc:bpj:glecon:v:13:y:2017:i:1:p:11:n:1.

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2016Model-Based Recursive Partitioning for Subgroup Analyses. (2016). Zeileis, Achim ; Heidi, Seibold ; Achim, Zeileis ; Torsten, Hothorn . In: The International Journal of Biostatistics. RePEc:bpj:ijbist:v:12:y:2016:i:1:p:45-63:n:15.

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2017Specification analysis in regime-switching continuous-time diffusion models for market volatility. (2017). Ruijun, BU ; Kaddour, Hadri ; Jie, Cheng . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:65-80:n:3.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103r.

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2016.

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2016A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensional Linear Regression Models. (2016). Pesaran, M ; Kapetanios, G ; Chudik, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1677.

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2016More Evidence On “Which Panel Data Estimator Should I Use?”. (2016). Reed, W. ; Rea, William ; Moundigbaye, Mantobaye . In: Working Papers in Economics. RePEc:cbt:econwp:16/18.

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2016Financial Development, Structure and Growth: New Data, Method and Results. (2016). Luintel, Kul ; LI, Guangjie ; Leon-Gonzalez, Roberto ; Khan, Mosahid. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2016/2.

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2016Fear of Fracking? The Impact of the Shale Gas Exploration on House Prices in Britain. (2016). Gibbons, Stephen ; Timmins, Christopher ; Lho, Esther ; Heblich, Stephan . In: SERC Discussion Papers. RePEc:cep:sercdp:0207.

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2017Robust Inference and Testing of Continuity in Threshold Regression Models. (2017). Seo, Myunghwan ; Hidalgo, Javier ; Lee, Jungyoon . In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:590.

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2016Business Cycle Asymmetries and the Labor Market. (2016). Merkl, Christian ; Kohlbrecher, Britta ; Christian, Merkl . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5803.

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2016Identification and Estimation of the Environmental Kuznets Curve: Pairwise Differencing to Deal with Nonlinearity and Nonstationarity. (2016). Vollebergh, Herman R.J. ; Sen, Suphi ; Melenberg, Bertrand. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5837.

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2016Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5995.

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2016Boosting and Regional Economic Forecasting: The Case of Germany. (2016). Wohlrabe, Klaus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6157.

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2017Investigating First-Stage Exchange Rate Pass-Through: Sectoral and Macro Evidence from Euro Area Countries. (2017). Rault, Christophe ; Ben Cheikh, Nidhaleddine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6366.

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2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

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2016Tracking the Slowdown in Long-Run GDP Growth. (2016). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Discussion Papers. RePEc:cfm:wpaper:1604.

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2017Trend TFP Growth in the United States: Forecasts versus Outcomes. (2017). Crafts, Nicholas ; Mills, Terence C. In: CAGE Online Working Paper Series. RePEc:cge:wacage:329.

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More than 100 citations found, this list is not complete...

Works by Jushan Bai:


YearTitleTypeCited
2016Econometric Analysis of Large Factor Models In: Annual Review of Economics.
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2001Tests for Skewness, Kurtosis, and Normality for Time Series Data.(2001) In: Boston College Working Papers in Economics.
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2007Determining the Number of Primitive Shocks in Factor Models In: Journal of Business & Economic Statistics.
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2011OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR In: Journal of Financial Research.
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2007Olive: a simple method for estimating betas when factors are measured with error..(2007) In: MPRA Paper.
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1998A Test for Conditional Symmetry in Time Series Models In: Boston College Working Papers in Economics.
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2000Determining the Number of Factors in Approximate Factor Models In: Boston College Working Papers in Economics.
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2000Determining the Number of Factors in Approximate Factor Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2001A New Look at Panel Testing of Stationarity and the PPP Hypothesis In: Boston College Working Papers in Economics.
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2001A New Look at Panel Testing of Stationarity and the PPP Hypothesis.(2001) In: Economics Working Paper Archive.
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2001A PANIC Attack on Unit Roots and Cointegration In: Boston College Working Papers in Economics.
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2004A PANIC Attack on Unit Roots and Cointegration.(2004) In: Econometrica.
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2001A Panic Attack on Unit Roots and Cointegration.(2001) In: Economics Working Paper Archive.
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2009Selecting Instrumental Variables in a Data Rich Environment In: Journal of Time Series Econometrics.
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1992the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later In: Department of Economics, Working Paper Series.
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1991the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California In: Department of Economics, Working Paper Series.
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2000Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices In: Annals of Economics and Finance.
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2000Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices.(2000) In: CEMA Working Papers.
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2008Extremum Estimation when the Predictors are Estimated from Large Panels In: Annals of Economics and Finance.
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2011Estimating High Dimensional Covariance Matrices and its Applications In: Annals of Economics and Finance.
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1995Estimating Multiple Breaks One at a Time.(1995) In: Working papers.
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1998A NOTE ON SPURIOUS BREAK In: Econometric Theory.
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2010PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION In: Econometric Theory.
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2010INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT In: Econometric Theory.
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1996Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach. In: Econometrica.
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1998Estimating and Testing Linear Models with Multiple Structural Changes In: Econometrica.
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1995Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche.
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1995Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche.
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2003Inferential Theory for Factor Models of Large Dimensions In: Econometrica.
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2006Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions In: Econometrica.
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2004Structural changes, common stochastic trends and unit roots in panel data In: Econometric Society 2004 North American Summer Meetings.
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2009Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data.(2009) In: Review of Economic Studies.
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2008Generic consistency of the break-point estimators under specification errors in a multiple-break model In: Econometrics Journal.
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2015A simple new test for slope homogeneity in panel data models with interactive effects In: Economics Letters.
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2014A simple new test for slope homogeneity in panel data models with interactive effects.(2014) In: MPRA Paper.
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2001A consistent test for conditional symmetry in time series models In: Journal of Econometrics.
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2004Estimating cross-section common stochastic trends in nonstationary panel data In: Journal of Econometrics.
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2004Evaluating Latent and Observed Factors in Macroeconomics and Financ.(2004) In: Econometrics.
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2008Testing multivariate distributions in GARCH models In: Journal of Econometrics.
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2008Forecasting economic time series using targeted predictors In: Journal of Econometrics.
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2009Panel cointegration with global stochastic trends In: Journal of Econometrics.
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2007Panel Cointegration with Global Stochastic Trends.(2007) In: Center for Policy Research Working Papers.
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2010Common breaks in means and variances for panel data In: Journal of Econometrics.
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2013Principal components estimation and identification of static factors In: Journal of Econometrics.
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2014Identification theory for high dimensional static and dynamic factor models In: Journal of Econometrics.
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2016Efficient estimation of approximate factor models via penalized maximum likelihood In: Journal of Econometrics.
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1999Likelihood ratio tests for multiple structural changes In: Journal of Econometrics.
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2015Fama–MacBeth two-pass regressions: Improving risk premia estimates In: Finance Research Letters.
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2016Structural Changes in High Dimensional Factor Models In: Frontiers of Economics in China.
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2003Computation and analysis of multiple structural change models In: Journal of Applied Econometrics.
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1998Computation and Analysis of Multiple Structural-Change Models.(1998) In: Cahiers de recherche.
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2009Boosting diffusion indices In: Journal of Applied Econometrics.
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2005On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence In: Center for Policy Research Working Papers.
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1993Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach. In: Working papers.
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1994Estimation of Structural Change Based on Wald-Type Statistics. In: Working papers.
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1994Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses. In: Working papers.
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1995Estimating & Testing Linear Models with Multiple Structural Changes In: Working papers.
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1996A Note on Spurious Break and Regime Shift in Cointegrating Relationship. In: Working papers.
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1996An Inequality for Vector-Valued Martingales and Its Applications. In: Working papers.
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2008Large Dimensional Factor Analysis In: Foundations and Trends(R) in Econometrics.
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2015Asset Pricing with a General Multifactor Structure In: Journal of Financial Econometrics.
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1998Testing For and Dating Common Breaks in Multivariate Time Series In: Review of Economic Studies.
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1993Least squares estimation of a shift in linear processes In: MPRA Paper.
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1993Weak convergence of the sequential empirical processes of residuals in ARMA models In: MPRA Paper.
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1998Estimation of multiple-regime regressions with least absolutes deviation In: MPRA Paper.
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2011Conditional Markov chain and its application in economic time series analysis In: MPRA Paper.
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2011Conditional Markov chain and its application in economic time series analysis.(2011) In: Journal of Applied Econometrics.
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2009Testing Panel Cointegration with Unobservable Dynamic Common Factors In: MPRA Paper.
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2012Identification and estimation of dynamic factor models In: MPRA Paper.
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2012Efficient Estimation of Approximate Factor Models In: MPRA Paper.
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2012Maximum likelihood estimation and inference for approximate factor models of high dimension In: MPRA Paper.
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2016Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension.(2016) In: The Review of Economics and Statistics.
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2012Theory and methods of panel data models with interactive effects In: MPRA Paper.
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2013Likelihood approach to dynamic panel models with interactive effects In: MPRA Paper.
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2013Panel data models with grouped factor structure under unknown group membership In: MPRA Paper.
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2016Panel Data Models with Grouped Factor Structure Under Unknown Group Membership.(2016) In: Journal of Applied Econometrics.
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2013Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors In: MPRA Paper.
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2014Spatial panel data models with common shocks In: MPRA Paper.
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2012Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper.
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2014Estimation and inference of FAVAR models In: MPRA Paper.
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2015Identification and Bayesian Estimation of Dynamic Factor Models In: Journal of Business & Economic Statistics.
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1997Estimation Of A Change Point In Multiple Regression Models In: The Review of Economics and Statistics.
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2003Testing Parametric Conditional Distributions of Dynamic Models In: The Review of Economics and Statistics.
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1992The Impact of 1989 California Major Anti-Smoking Legislation on Cigarette Consumption: Three Years Later. In: Economics Working Papers.
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2013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors In: Econometrics Journal.
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2016Cross‐Sectional Dependence in Panel Data Models: A Special Issue In: Journal of Applied Econometrics.
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2004Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor In: Econometrics.
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