Jushan Bai : Citation Profile


Are you Jushan Bai?

Columbia University

31

H index

51

i10 index

11718

Citations

RESEARCH PRODUCTION:

59

Articles

53

Papers

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 404
   Journals where Jushan Bai has often published
   Relations with other researchers
   Recent citing documents: 913.    Total self citations: 46 (0.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba53
   Updated: 2020-08-09    RAS profile: 2019-10-25    
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Relations with other researchers


Works with:

Ando, Tomohiro (7)

Ng, Serena (3)

Liao, Yuan (2)

Choi, Sung Hoon (2)

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

Is cited by:

Asongu, Simplice (242)

GUPTA, RANGAN (191)

Perron, Pierre (166)

Marcellino, Massimiliano (133)

Westerlund, Joakim (123)

Pesaran, M (118)

Rodríguez Caballero, Carlos (99)

Forni, Mario (95)

MORANA, CLAUDIO (90)

Barigozzi, Matteo (87)

Eickmeier, Sandra (87)

Cites to:

Ng, Serena (83)

Reichlin, Lucrezia (64)

Forni, Mario (50)

Watson, Mark (49)

Lippi, Marco (46)

Pesaran, M (41)

Hallin, Marc (40)

Stock, James (29)

Phillips, Peter (25)

Giannone, Domenico (25)

Moon, Hyungsik (23)

Main data


Where Jushan Bai has published?


Journals with more than one article published# docs
Journal of Econometrics13
Econometrica8
Econometric Theory4
Journal of Business & Economic Statistics3
The Review of Economics and Statistics3
Journal of Applied Econometrics3
Annals of Economics and Finance3
Econometric Reviews2
Journal of Time Series Analysis2
Journal of Business & Economic Statistics2
Review of Economic Studies2
Journal of Applied Econometrics2
Econometrics Journal2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany19
Papers / arXiv.org5
Boston College Working Papers in Economics / Boston College Department of Economics5
Economics Working Papers / University of California at Berkeley2
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
Econometrics / University Library of Munich, Germany2
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

Recent works citing Jushan Bai (2020 and 2019)


YearTitle of citing document
2019Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market. (2019). GUPTA, RANGAN ; Demirer, Riza ; Uwilingiye, Josine ; Cakan, Esin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:88-113.

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2019PRESIDENTIAL CYCLES IN THE USA AND THE DOLLAR-POUND EXCHANGE RATE: EVIDENCE FROM OVER TWO CENTURIES. (2019). GUPTA, RANGAN ; Wohar, Mark E. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:151-163.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

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2019Modeling, Forecasting, and Nowcasting U.S. CO2 Emissions Using Many Macroeconomic Predictors. (2019). Hillebrand, Eric ; Koopman, Siem Jan ; Bennedsen, Mikkel. In: CREATES Research Papers. RePEc:aah:create:2019-21.

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2019Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings. (2019). Pea, Daniel ; Rodriguez-Caballero, Carlos Vladimir ; Catao, Duvan Humberto. In: CREATES Research Papers. RePEc:aah:create:2019-23.

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2020Targeting predictors in random forest regression. (2020). Nielsen, Mikkel S ; Muhlbach, Nicolaj N ; Christensen, Bent Jesper ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-03.

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2019Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/004.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/009.

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2019Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andrs, Antonio R. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/013.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/022.

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2019FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/057.

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2019Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/077.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/085.

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2019Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/086.

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2019Forecasting Financial Stress Indices in Korea: A Factor Model Approach. (2019). Kim, Hyeongwoo ; Shi, Wen. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-02.

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2019Forecasting Dollar Real Exchange Rates and the Role of Real Activity Factors. (2019). Kim, Hyeongwoo ; Behera, Sarthak. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-04.

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2019Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/004.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/009.

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2019Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andrs, Antonio R. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/013.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: CEREDEC Working Papers. RePEc:aby:wpaper:19/022.

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2019Tests for Structural Breaks in Time Series Analysis: A Review of Recent Development. (2019). Maheswari, Uma T ; Muthuramu, P. In: Shanlax International Journal of Economics. RePEc:acg:journl:v:7:y:2019:i:4:p:66-79.

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2019The Impact of Big Data on Firm Performance: An Empirical Investigation. (2019). Suzuki, Junichi ; Hortasu, Ali ; Chernozhukov, Victor ; Bajari, Patrick. In: AEA Papers and Proceedings. RePEc:aea:apandp:v:109:y:2019:p:33-37.

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2019Business Dynamics, Knowledge Economy, and the Economic Performance of African Countries. (2019). Asongu, Simplice ; Amavilah, Voxi Heinrich ; Andres, Antonio R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/004.

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2019Remittances, Finance and Industrialisation in Africa. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Tanankem, Belmondo ; Okafor, Chinelo ; Efobi, Uchenna R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/009.

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2019Trajectories of Knowledge Economy in SSA and MENA countries. (2019). Asongu, Simplice ; Andres, Antonio R. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/013.

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2019Foreign aid, instability and governance in Africa. (2019). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/022.

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2019FDI in Selected Developing Countries: Evidence from Bundling and Unbundling Governance. (2019). Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/057.

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2019Governance, Capital flight and Industrialisation in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/077.

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2019The Comparative African Regional Economics of Globalization in Financial Allocation Efficiency: Pre-Crisis Era Revisited. (2019). Tchamyou, Vanessa ; Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/085.

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2019Foreign aid volatility and lifelong learning. (2019). Asongu, Simplice ; Okolo-Obasi, Elda N ; Uduji, Joseph I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/086.

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2020Governance and the Capital Flight Trap in Africa. (2020). Asongu, Simplice ; Nnanna, Joseph. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/024.

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2020PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002.

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2020Does the Yield Curve Signal Recessions? New Evidence from an International Panel Data Analysis. (2020). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: AMSE Working Papers. RePEc:aim:wpaimx:2013.

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2019Dynamic Factor Models in gretl. The DFM package. (2019). Venetis, Ioannis ; Lucchetti, Riccardo (Jack). In: gretl working papers. RePEc:anc:wgretl:7.

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2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

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2019Analysis of the Relationship between Real Effective Exchange Rate, Common Equity Tier 1 Ratio and Return on Equity: Evidence from Turkey. (2019). Kilci, Esra N. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:7:y:2019:i:2:p:319-332.

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2019Structural Factor Analysis of Interest Rate Pass Through in Four Large Euro Area Economies. (2019). Bystrov, Victor ; Banerjee, Anindya ; Mizen, Paul. In: Lodz Economics Working Papers. RePEc:ann:wpaper:1/2019.

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2019Trade Policy Incentives, Market Structure and Productivity. (2019). Olayiwola, Wumi ; Alayande, Folarin. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:1106-1122.

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2019Nonlinear Factor Models for Network and Panel Data. (2019). Weidner, Martin ; Fernandez-Val, Ivan ; Chen, Mingli. In: Papers. RePEc:arx:papers:1412.5647.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2019Tests for the weights of the global minimum variance portfolio in a high-dimensional setting. (2019). Parolya, Nestor ; Schmid, Wolfgang ; Dmytriv, Solomiia ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1710.09587.

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2020Matrix Completion Methods for Causal Panel Data Models. (2018). Athey, Susan ; Khosravi, Khashayar ; Imbens, Guido ; Doudchenko, Nikolay ; Bayati, Mohsen. In: Papers. RePEc:arx:papers:1710.10251.

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2019An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1712.09089.

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2020Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871.

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2019Continuous Record Asymptotics for Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

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2020Continuous Record Laplace-based Inference about the Break Date in Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1804.00232.

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2020State-Varying Factor Models of Large Dimensions. (2019). Xiong, Ruoxuan ; Pelger, Markus. In: Papers. RePEc:arx:papers:1807.02248.

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2020Limit Theorems for Factor Models. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.06338.

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2020Estimation of Structural Break Point in Linear Regression Models. (2019). Baek, Yaein. In: Papers. RePEc:arx:papers:1811.03720.

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2019The Augmented Synthetic Control Method. (2018). Rothstein, Jesse ; Feller, Avi ; Ben-Michael, Eli. In: Papers. RePEc:arx:papers:1811.04170.

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2019Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals. (2019). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1811.10045.

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2019Improved Inference on the Rank of a Matrix. (2019). Fang, Zheng ; Chen, Qihui. In: Papers. RePEc:arx:papers:1812.02337.

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2020Practical and robust $t$-test based inference for synthetic control and related methods. (2019). Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2019Forecasting interest rates through Vasicek and CIR models: a partitioning approach. (2019). Bufalo, Michele ; Mininni, Rosa Maria ; Orlando, Giuseppe. In: Papers. RePEc:arx:papers:1901.02246.

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2019A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2019Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure. (2019). Smeekes, Stephan ; Margaritella, Luca ; Hecq, Alain. In: Papers. RePEc:arx:papers:1902.10991.

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2019Robust Nearly-Efficient Estimation of Large Panels with Factor Structures. (2019). Zaffaroni, Paolo ; Avarucci, Marco . In: Papers. RePEc:arx:papers:1902.11181.

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2020Nonparametric estimation and bootstrap inference on trends in atmospheric time series: an application to ethane. (2019). Smeekes, Stephan ; Mahieu, Emmanuel ; Lejeune, Bernard ; Franco, Bruno ; Bader, Whitney ; Urbain, Jean-Pierre ; Reuvers, Hanno ; Beutner, Eric ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1903.05403.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2019Machine Learning Methods Economists Should Know About. (2019). Athey, Susan ; Imbens, Guido. In: Papers. RePEc:arx:papers:1903.10075.

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2019Estimation of Cross-Sectional Dependence in Large Panels. (2019). GAO, Jiti ; Zhang, BO ; Yang, Yanrong ; Pan, Guangming. In: Papers. RePEc:arx:papers:1904.06843.

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2019Estimation of high-dimensional factor models and its application in power data analysis. (2019). Mi, Tiebin ; Qiu, Robert ; Shi, Xin. In: Papers. RePEc:arx:papers:1905.02061.

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2020On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1906.06665.

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2019Forecasting the US GDP Components in the short run. (2019). Celov, Dmitrij ; Jokubaitis, Saulius. In: Papers. RePEc:arx:papers:1906.07992.

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2019Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212.

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2019Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823.

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2019Subspace Clustering for Panel Data with Interactive Effects. (2019). Tony, Hon Keung ; Qu, Hao ; Gao, Wei ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:1909.09928.

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2019Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679.

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2019Boosting High Dimensional Predictive Regressions with Time Varying Parameters. (2019). Ng, Serena ; Yousuf, Kashif. In: Papers. RePEc:arx:papers:1910.03109.

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2019Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2019Identifiability of Structural Singular Vector Autoregressive Models. (2019). Braumann, Alexander ; Funovits, Bernd. In: Papers. RePEc:arx:papers:1910.04096.

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2019Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

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2019Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models. (2019). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.09841.

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2019How well can we learn large factor models without assuming strong factors?. (2019). Zhu, Yinchu. In: Papers. RePEc:arx:papers:1910.10382.

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2019Estimating a Large Covariance Matrix in Time-varying Factor Models. (2019). Jung, Jaeheon. In: Papers. RePEc:arx:papers:1910.11965.

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2020Data-driven covariance estimators for high-dimensional minimum-variance portfolios. (2019). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven . In: Papers. RePEc:arx:papers:1910.13960.

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2019Quantile Factor Models. (2019). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang. In: Papers. RePEc:arx:papers:1911.02173.

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2019Optimal Experimental Design for Staggered Rollouts. (2019). Imbens, Guido ; Bayati, Mohsen ; Athey, Susan ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1911.03764.

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2019Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2019High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151.

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2019Approximate Factor Models with Strongly Correlated Idiosyncratic Errors. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04123.

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2020Regularized Estimation of High-dimensional Factor-Augmented Autoregressive (FAVAR) Models. (2019). Michailidis, George ; Lin, Jiahe. In: Papers. RePEc:arx:papers:1912.04146.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Blocked Clusterwise Regression. (2020). Cytrynbaum, Max. In: Papers. RePEc:arx:papers:2001.11130.

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2020Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682.

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2020Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts. (2020). Yang, Zhenlin ; Urga, Giovanni ; Pirotte, Alain ; Akgun, Oguzhan. In: Papers. RePEc:arx:papers:2003.02803.

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2020The effects of targeting predictors in a random forest regression model. (2020). Christensen, Bent Jesper ; Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Norgaard ; Borup, Daniel. In: Papers. RePEc:arx:papers:2004.01411.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496.

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2020Statistical inference for the EU portfolio in high dimensions. (2020). Schmid, Wolfgang ; Parolya, Nestor ; Okhrin, Yarema ; Dmytriv, Solomiia ; Bodnar, Taras. In: Papers. RePEc:arx:papers:2005.04761.

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2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2020Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

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2020The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2020Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183.

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2020When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: Papers. RePEc:arx:papers:2007.00273.

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2020Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435.

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2019Are Karachi Stock Exchange Firms Investment Promoting? - Evidence of Efficient Market Hypothesis Using Panel Cointegration. (2019). Arshed, Noman ; Aziz, Osama ; Grant, Kenneth A ; Hassan, Muhammad Shahid. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:52-65.

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2019The Impact of Trade, Technology and Growth on Environmental Deterioration of China and India. (2019). Fan, Hongzhong ; Yahia, Yassin Elshain ; Islam, Mollah Aminul ; Hossain, Md Ismail. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1-29.

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2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

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2020Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146.

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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.
[Full Text][Citation analysis]
article12
2017Principal Components and Regularized Estimation of Factor Models In: Papers.
[Full Text][Citation analysis]
paper6
2019Robust Principal Component Analysis with Non-Sparse Errors In: Papers.
[Full Text][Citation analysis]
paper2
2020Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data In: Papers.
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paper6
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