Jushan Bai : Citation Profile

Are you Jushan Bai?

Columbia University

36

H index

62

i10 index

16057

Citations

RESEARCH PRODUCTION:

63

Articles

56

Papers

RESEARCH ACTIVITY:

   31 years (1991 - 2022). See details.
   Cites by year: 517
   Journals where Jushan Bai has often published
   Relations with other researchers
   Recent citing documents: 1460.    Total self citations: 52 (0.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba53
   Updated: 2023-03-02    RAS profile: 2021-03-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Ng, Serena (5)

Ando, Tomohiro (5)

Han, Xu (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 (278)

GUPTA, RANGAN (251)

Perron, Pierre (223)

Westerlund, Joakim (161)

Pesaran, M (146)

Marcellino, Massimiliano (142)

Kapetanios, George (116)

Barigozzi, Matteo (115)

Forni, Mario (100)

MORANA, CLAUDIO (93)

Tamarit, Cecilio (91)

Cites to:

Ng, Serena (102)

Reichlin, Lucrezia (87)

Watson, Mark (68)

Forni, Mario (57)

Lippi, Marco (53)

Pesaran, M (51)

Hallin, Marc (46)

Giannone, Domenico (42)

Stock, James (32)

Fan, Jianqing (25)

Phillips, Peter (25)

Main data

Where Jushan Bai has published?

Journals with more than one article published# docs
Journal of Econometrics14
Econometrica8
Econometric Theory5
The Review of Economics and Statistics3
Annals of Economics and Finance3
Journal of Business & Economic Statistics3
Journal of Applied Econometrics3
Journal of Applied Econometrics2
Review of Economic Studies2
Journal of Business & Economic Statistics2
Journal of Time Series Analysis2
Econometrics Journal2
Econometric Reviews2
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany19
Papers / arXiv.org8
Boston College Working Papers in Economics / Boston College Department of Economics5
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
Center for Policy Research Working Papers / Center for Policy Research, Maxwell School, Syracuse University2
Economics Working Papers / University of California at Berkeley2
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
Econometrics / University Library of Munich, Germany2

Recent works citing Jushan Bai (2022 and 2021)

YearTitle of citing document
2021Offspring Migration and Nutritional Status of Left-behind Older Adults in Rural China. (2021). Yi, Fujin ; Eriksson, Tor ; Liu, Chang. In: Economics Working Papers. RePEc:aah:aarhec:2021-03.

Full description at Econpapers || Download paper

2021Expecting the unexpected: economic growth under stress. (2021). Ortega, Esther Ruiz ; Rodriguez-Caballero, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: CREATES Research Papers. RePEc:aah:create:2021-06.

Full description at Econpapers || Download paper

2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

Full description at Econpapers || Download paper

2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

Full description at Econpapers || Download paper

2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/042.

Full description at Econpapers || Download paper

2021The Synergy between Governance and Economic Integration in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2021). Tchamyou, Vanessa ; Asongu, Simplice ; Ofori, Pamela E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/071.

Full description at Econpapers || Download paper

2022Policy Coordination and the Effectiveness of Fiscal Stimulus. (2022). Kim, Hyeongwoo ; Zhang, Shuwei. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2022-01.

Full description at Econpapers || Download paper

2022Policy Coordination and the Effectiveness of Fiscal Stimulus. (2022). Zhang, Shuwei ; Shao, Peng ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2022-04.

Full description at Econpapers || Download paper

2021Working Paper 356 - Eurobonds, debt sustainability and macroeconomic performance in Africa: Synthetic controlled experiments. (2021). Yenice, Mustafa Yasin ; Chuku, Chuku. In: Working Paper Series. RePEc:adb:adbwps:2482.

Full description at Econpapers || Download paper

2022An Empirical Assessment of the Financial Development – Environmental Quality Nexus in the European Union. (2022). Belascu, Lucian ; Curea, Stefania Cristina ; Dumitrescu, Dan Gabriel ; Mnohoghitnei, Irina ; Horobet, Alexandra. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:613.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Asongu, Simplice ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/042.

Full description at Econpapers || Download paper

2021The Synergy between Governance and Economic Integration in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2021). Asongu, Simplice ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/071.

Full description at Econpapers || Download paper

2022Resource Rents and Economic Growth: Governance and Infrastructure Thresholds. (2022). Diop, Samba ; Asongu, Simplice A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/072.

Full description at Econpapers || Download paper

2023The Synergy between Governance and Trade Openness in Promoting Female Economic Inclusion in Sub-Saharan Africa. (2023). Asongu, Simplice ; Salahodjaev, Raufhon ; Tchamyou, Vanessa S ; Ofori, Pamela E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/001.

Full description at Econpapers || Download paper

2022Casual nexus between economic growth, FDI and employment: An inquiry into BRICS and ASEAN. (2022). Qayed, Syed Hasan ; Irshad, Mohd. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:107-124.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021Are coffee farmers worse off in the long run?. (2021). Ghoshray, Atanu. In: 94th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid). RePEc:ags:aesc21:311084.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021Permanent-Transitory decomposition of cointegrated time series via Dynamic Factor Models, with an application to commodity prices. (2021). Lucchetti, Riccardo (Jack) ; Casoli, Chiara. In: FEEM Working Papers. RePEc:ags:feemwp:312367.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry. (2020). Schulz, Lee L ; Pudenz, Christopher C. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:304769.

Full description at Econpapers || Download paper

2022Disentangling Short-Run COVID-19 Price Impact Pathways in the U.S. Corn Market. (2022). , Gao. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:322846.

Full description at Econpapers || Download paper

2023Distortionary Agricultural Policies: Their Productivity, Location and Climate Variability Implications for South Africa During the 20th Century. (2023). Senay, Senait ; Pardey, Philip G ; Greyling, Jan. In: Staff Papers. RePEc:ags:umaesp:330158.

Full description at Econpapers || Download paper

2022Plane to see? Empirical Analysis of the 1999-2006 Air Cargo Cartel. (2022). Laulederkind, Zoe ; Nolan, James. In: Miscellaneous Publications. RePEc:ags:uskbpm:329694.

Full description at Econpapers || Download paper

2021The Time-Varying Impact of Covid-19 on Stock Returns: Evidence on Developed Countries from a Bootstrap Rolling Window Causality Method. (2021). Ozkan, Oktay ; Imek, Turker. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:5:y:2021:i:si:p:1-12.

Full description at Econpapers || Download paper

2022Change point inference in high-dimensional regression models under temporal dependence. (2022). Yu, YI ; Zhao, Zifeng ; Wang, Daren ; Xu, Haotian. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022027.

Full description at Econpapers || Download paper

2021Mental Health and Abortions among Young Women: Time-Varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions. (2021). Janys, Lena ; Siflinger, Bettina. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:083.

Full description at Econpapers || Download paper

2021Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks. (2021). Diop, Ibrahima Thione ; Ndongo, Asta. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:61-87.

Full description at Econpapers || Download paper

2021Microchip bags and waste sorting. (2021). Picchio, Matteo. In: Working Papers. RePEc:anc:wpaper:449.

Full description at Econpapers || Download paper

2022Full Modified Ordinary Least Square Analysis of the Relationship between New Technologies of Information, Financial Development and Growth in WAEMU Zone. (2022). Guy, Drama Bdi. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2022:p:39-49.

Full description at Econpapers || Download paper

2021Optimal shrinkage-based portfolio selection in high dimensions. (2018). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Yarema. In: Papers. RePEc:arx:papers:1611.01958.

Full description at Econpapers || Download paper

2022Matrix 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.

Full description at Econpapers || Download paper

2021An 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.

Full description at Econpapers || Download paper

2021Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

Full description at Econpapers || Download paper

2021Generalized Laplace Inference in Multiple Change-Points Models. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10871.

Full description at Econpapers || Download paper

2021Continuous Record Asymptotics for Structural Change Models. (2019). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1803.10881.

Full description at Econpapers || Download paper

2021The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

Full description at Econpapers || Download paper

2022Practical 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.

Full description at Econpapers || Download paper

2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

Full description at Econpapers || Download paper

2021Forward-Selected Panel Data Approach for Program Evaluation. (2019). Huang, Jingyi ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1908.05894.

Full description at Econpapers || Download paper

2021Bias and Consistency in Three-way Gravity Models. (2019). Zylkin, Thomas ; Weidner, Martin. In: Papers. RePEc:arx:papers:1909.01327.

Full description at Econpapers || Download paper

2021Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823.

Full description at Econpapers || Download paper

2021Subspace Clustering for Panel Data with Interactive Effects. (2019). Tony, Hon Keung ; Qu, Hao ; Gao, Wei ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:1909.09928.

Full description at Econpapers || Download paper

2022Informational Content of Factor Structures in Simultaneous Binary Response Models. (2019). Maurel, Arnaud ; Zhang, Yichong ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:1910.01318.

Full description at Econpapers || Download paper

2022Quasi 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.

Full description at Econpapers || Download paper

2022Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference. (2019). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1910.08273.

Full description at Econpapers || Download paper

2021Regularized Quantile Regression with Interactive Fixed Effects. (2019). Feng, Junlong. In: Papers. RePEc:arx:papers:1911.00166.

Full description at Econpapers || Download paper

2023Optimal Experimental Design for Staggered Rollouts. (2019). Imbens, Guido ; Bayati, Mohsen ; Athey, Susan ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1911.03764.

Full description at Econpapers || Download paper

2021Synthetic Controls with Imperfect Pre-Treatment Fit. (2019). Pinto, Cristine ; Ferman, Bruno. In: Papers. RePEc:arx:papers:1911.08521.

Full description at Econpapers || Download paper

2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

Full description at Econpapers || Download paper

2022High 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.

Full description at Econpapers || Download paper

2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

Full description at Econpapers || Download paper

2022Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682.

Full description at Econpapers || Download paper

2023Equal 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.

Full description at Econpapers || Download paper

2022Tensor Factor Model Estimation by Iterative Projection. (2022). Zhang, Cun-Hui ; Yang, Dan ; Chen, Rong. In: Papers. RePEc:arx:papers:2006.02611.

Full description at Econpapers || Download paper

2021Horseshoe Prior Bayesian Quantile Regression. (2020). Kohns, David ; Szendrei, Tibor. In: Papers. RePEc:arx:papers:2006.07655.

Full description at Econpapers || Download paper

2021The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

Full description at Econpapers || Download paper

2022Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183.

Full description at Econpapers || Download paper

2022Treatment Effects in Interactive Fixed Effects Models. (2020). Callaway, Brantly ; Karami, Sonia. In: Papers. RePEc:arx:papers:2006.15780.

Full description at Econpapers || Download paper

2022When 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.

Full description at Econpapers || Download paper

2022Permutation-based tests for discontinuities in event studies. (2020). Li, Jia ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2007.09837.

Full description at Econpapers || Download paper

2022Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

Full description at Econpapers || Download paper

2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

Full description at Econpapers || Download paper

2021Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

Full description at Econpapers || Download paper

2022Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

Full description at Econpapers || Download paper

2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

Full description at Econpapers || Download paper

2022Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction. (2020). Masini, Ricardo P ; Fan, Jianqing ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2011.03996.

Full description at Econpapers || Download paper

2021Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models. (2020). Chen, Daniel L ; Lewis, Greg. In: Papers. RePEc:arx:papers:2011.06158.

Full description at Econpapers || Download paper

2022Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131.

Full description at Econpapers || Download paper

2021Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). GAO, Jiti ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2012.03182.

Full description at Econpapers || Download paper

2021Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473.

Full description at Econpapers || Download paper

2021Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155.

Full description at Econpapers || Download paper

2021A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel. (2020). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2012.14886.

Full description at Econpapers || Download paper

2021Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model. (2021). Mao, Yufeng ; Peng, Bin ; Yang, Yanrong ; Silvapulle, Mervyn. In: Papers. RePEc:arx:papers:2101.06805.

Full description at Econpapers || Download paper

2021Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables. (2021). Dovi, Max-Sebastian. In: Papers. RePEc:arx:papers:2101.09543.

Full description at Econpapers || Download paper

2021A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383.

Full description at Econpapers || Download paper

2021Rapid detection of fast innovation under the pressure of COVID-19. (2021). Bonaccorsi, Andrea ; Melluso, Nicola ; Chiarello, Filippo ; Fantoni, Gualtiero. In: Papers. RePEc:arx:papers:2102.00197.

Full description at Econpapers || Download paper

2021Discretizing Unobserved Heterogeneity. (2021). Thibaut, St'Ephane Bonhomme. In: Papers. RePEc:arx:papers:2102.02124.

Full description at Econpapers || Download paper

2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

Full description at Econpapers || Download paper

2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

Full description at Econpapers || Download paper

2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

Full description at Econpapers || Download paper

2021Can Machine Learning Catch the COVID-19 Recession?. (2021). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2103.01201.

Full description at Econpapers || Download paper

2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

Full description at Econpapers || Download paper

2021Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?. (2021). Cornwall, Gary ; Sauley, Beau ; Chen, Jeff . In: Papers. RePEc:arx:papers:2103.01368.

Full description at Econpapers || Download paper

2021Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

Full description at Econpapers || Download paper

2021COVID-19 and Estimation of Macroeconomic Factors. (2021). Ng, Serena. In: Papers. RePEc:arx:papers:2103.02732.

Full description at Econpapers || Download paper

2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

Full description at Econpapers || Download paper

2022Mental Health and Abortions among Young Women: Time-varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions. (2021). Siflinger, Bettina ; Janys, Lena. In: Papers. RePEc:arx:papers:2103.12159.

Full description at Econpapers || Download paper

2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

Full description at Econpapers || Download paper

2022Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

Full description at Econpapers || Download paper

2021To What Extent do Labor Market Outcomes respond to UI Extensions?. (2021). Huang, Aiwei. In: Papers. RePEc:arx:papers:2104.12387.

Full description at Econpapers || Download paper

2021On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707.

Full description at Econpapers || Download paper

2022A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

Full description at Econpapers || Download paper

2021Specification tests for GARCH processes. (2021). Rahbek, Anders ; Perera, Indeewara ; Cavaliere, Giuseppe. In: Papers. RePEc:arx:papers:2105.14081.

Full description at Econpapers || Download paper

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]		article40
2017Principal Components and Regularized Estimation of Factor Models In: Papers.
[Full Text][Citation analysis]		paper11
2019Robust Principal Component Analysis with Non-Sparse Errors In: Papers.
[Full Text][Citation analysis]		paper5
2021Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data In: Papers.
[Full Text][Citation analysis]		paper10
2020Standard Errors for Panel Data Models with Unknown Clusters In: Papers.
[Full Text][Citation analysis]		paper1
2020Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations In: Papers.
[Full Text][Citation analysis]		paper13
2021Feasible generalized least squares for panel data with cross-sectional and serial correlations.(2021) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2020Simpler Proofs for Approximate Factor Models of Large Dimensions In: Papers.
[Full Text][Citation analysis]		paper3
2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models In: Papers.
[Full Text][Citation analysis]		paper0
2022Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions In: Papers.
[Full Text][Citation analysis]		paper0
2005Tests for Skewness, Kurtosis, and Normality for Time Series Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article176
2001Tests for Skewness, Kurtosis, and Normality for Time Series Data.(2001) In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 176		paper
2007Determining the Number of Primitive Shocks in Factor Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article359
2011OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR In: Journal of Financial Research.
[Citation analysis]		article6
2007Olive: a simple method for estimating betas when factors are measured with error..(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1993ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article9
1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article144
1993Least squares estimation of a shift in linear processes.(1993) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144		paper
1998A Test for Conditional Symmetry in Time Series Models In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2000Determining the Number of Factors in Approximate Factor Models In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper2279
2002Determining the Number of Factors in Approximate Factor Models.(2002) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 2279		article
2000Determining the Number of Factors in Approximate Factor Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2279		paper
2001A New Look at Panel Testing of Stationarity and the PPP Hypothesis In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper9
2001A New Look at Panel Testing of Stationarity and the PPP Hypothesis.(2001) In: Economics Working Paper Archive.
[Citation analysis]
This paper has another version. Agregated cites: 9		paper
2001A PANIC Attack on Unit Roots and Cointegration In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]		paper913
2004A PANIC Attack on Unit Roots and Cointegration.(2004) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 913		article
2001A Panic Attack on Unit Roots and Cointegration.(2001) In: Economics Working Paper Archive.
[Citation analysis]
This paper has another version. Agregated cites: 913		paper
2009Selecting Instrumental Variables in a Data Rich Environment In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article23
1992the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper1
1992The Impact of 1989 California Major Anti-Smoking Legislation on Cigarette Consumption: Three Years Later..(1992) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
1991the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California In: Department of Economics, Working Paper Series.
[Full Text][Citation analysis]		paper2
1991The Impact of a Large Tax Increase on Cigarette Consumption: The Case of California..(1991) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2000Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article59
2000Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices.(2000) In: CEMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		paper
2008Extremum Estimation when the Predictors are Estimated from Large Panels In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article20
2011Estimating High Dimensional Covariance Matrices and its Applications In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article39
1995Least Absolute Deviation Estimation of a Shift In: Econometric Theory.
[Full Text][Citation analysis]		article41
1997Estimating Multiple Breaks One at a Time In: Econometric Theory.
[Full Text][Citation analysis]		article390
1995Estimating Multiple Breaks One at a Time.(1995) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 390		paper
1998A NOTE ON SPURIOUS BREAK In: Econometric Theory.
[Full Text][Citation analysis]		article31
2010PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION In: Econometric Theory.
[Full Text][Citation analysis]		article83
2010INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT In: Econometric Theory.
[Full Text][Citation analysis]		article95
1996Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach. In: Econometrica.
[Full Text][Citation analysis]		article32
1993Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach..(1993) In: Working papers.
[Citation analysis]
This paper has another version. Agregated cites: 32		paper
1998Estimating and Testing Linear Models with Multiple Structural Changes In: Econometrica.
[Citation analysis]		article3101
1995Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3101		paper
1995Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 3101		paper
2003Inferential Theory for Factor Models of Large Dimensions In: Econometrica.
[Citation analysis]		article948
2006Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions In: Econometrica.
[Full Text][Citation analysis]		article367
2009Panel Data Models With Interactive Fixed Effects In: Econometrica.
[Full Text][Citation analysis]		article807
2013Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method In: Econometrica.
[Full Text][Citation analysis]		article46
2004Structural changes, common stochastic trends and unit roots in panel data In: Econometric Society 2004 North American Summer Meetings.
[Full Text][Citation analysis]		paper132
2009Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data.(2009) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 132		article
2008Generic consistency of the break-point estimators under specification errors in a multiple-break model In: Econometrics Journal.
[Full Text][Citation analysis]		article24
2003Critical values for multiple structural change tests In: Econometrics Journal.
[Full Text][Citation analysis]		article348
2015A simple new test for slope homogeneity in panel data models with interactive effects In: Economics Letters.
[Full Text][Citation analysis]		article16
2014A simple new test for slope homogeneity in panel data models with interactive effects.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2001A consistent test for conditional symmetry in time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article60
2004Estimating cross-section common stochastic trends in nonstationary panel data In: Journal of Econometrics.
[Full Text][Citation analysis]		article198
2006Evaluating latent and observed factors in macroeconomics and finance In: Journal of Econometrics.
[Full Text][Citation analysis]		article109
2004Evaluating Latent and Observed Factors in Macroeconomics and Financ.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		paper
2008Testing multivariate distributions in GARCH models In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
2008Forecasting economic time series using targeted predictors In: Journal of Econometrics.
[Full Text][Citation analysis]		article341
2009Panel cointegration with global stochastic trends In: Journal of Econometrics.
[Full Text][Citation analysis]		article191
2007Panel Cointegration with Global Stochastic Trends.(2007) In: Center for Policy Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 191		paper
2010Common breaks in means and variances for panel data In: Journal of Econometrics.
[Full Text][Citation analysis]		article90
2013Principal components estimation and identification of static factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article128
2014Identification theory for high dimensional static and dynamic factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2016Efficient estimation of approximate factor models via penalized maximum likelihood In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2017Inferences in panel data with interactive effects using large covariance matrices In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2019Rank regularized estimation of approximate factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
2020Estimation and inference of change points in high-dimensional factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
1999Likelihood ratio tests for multiple structural changes In: Journal of Econometrics.
[Full Text][Citation analysis]		article110
2015Fama–MacBeth two-pass regressions: Improving risk premia estimates In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2016Structural Changes in High Dimensional Factor Models In: Frontiers of Economics in China.
[Full Text][Citation analysis]		article7
2003Computation and analysis of multiple structural change models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article2619
1998Computation and Analysis of Multiple Structural-Change Models.(1998) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2619		paper
2009Boosting diffusion indices In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article76
2005On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence In: Center for Policy Research Working Papers.
[Full Text][Citation analysis]		paper10
1994Estimation of Structural Change Based on Wald-Type Statistics. In: Working papers.
[Citation analysis]		paper2
1994Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses. In: Working papers.
[Citation analysis]		paper10
1995Estimating & Testing Linear Models with Multiple Structural Changes In: Working papers.
[Citation analysis]		paper10
1996A Note on Spurious Break and Regime Shift in Cointegrating Relationship. In: Working papers.
[Citation analysis]		paper3
1996An Inequality for Vector-Valued Martingales and Its Applications. In: Working papers.
[Citation analysis]		paper4
2008Large Dimensional Factor Analysis In: Foundations and Trends(R) in Econometrics.
[Full Text][Citation analysis]		article209
2015Asset Pricing with a General Multifactor Structure In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]		article27
1998Testing For and Dating Common Breaks in Multivariate Time Series In: Review of Economic Studies.
[Full Text][Citation analysis]		article284
1993Weak convergence of the sequential empirical processes of residuals in ARMA models In: MPRA Paper.
[Full Text][Citation analysis]		paper2
1998Estimation of multiple-regime regressions with least absolutes deviation In: MPRA Paper.
[Full Text][Citation analysis]		paper13
2011Conditional Markov chain and its application in economic time series analysis In: MPRA Paper.
[Full Text][Citation analysis]		paper18
2011Conditional Markov chain and its application in economic time series analysis.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 18		article
2009Testing Panel Cointegration with Unobservable Dynamic Common Factors In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2012Identification and estimation of dynamic factor models In: MPRA Paper.
[Full Text][Citation analysis]		paper23
2012Efficient Estimation of Approximate Factor Models In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2012Maximum likelihood estimation and inference for approximate factor models of high dimension In: MPRA Paper.
[Full Text][Citation analysis]		paper46
2016Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension.(2016) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 46		article
2012Theory and methods of panel data models with interactive effects In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2013Likelihood approach to dynamic panel models with interactive effects In: MPRA Paper.
[Full Text][Citation analysis]		paper13
2013Panel data models with grouped factor structure under unknown group membership In: MPRA Paper.
[Full Text][Citation analysis]		paper44
2016Panel Data Models with Grouped Factor Structure Under Unknown Group Membership.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		article
2013Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Spatial panel data models with common shocks In: MPRA Paper.
[Full Text][Citation analysis]		paper7
2012Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper.
[Full Text][Citation analysis]		paper21
2012Theory and Applications of TAR Model with Two Threshold Variables.(2012) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		article
2014Estimation and inference of FAVAR models In: MPRA Paper.
[Full Text][Citation analysis]		paper32
2016Estimation and Inference of FAVAR Models.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
2017Practical notes on panel data models with interactive effects In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity In: MPRA Paper.
[Full Text][Citation analysis]		paper20
2020Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity.(2020) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2019A Quantile-based Asset Pricing Model In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2018Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2017Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article34
2015Identification and Bayesian Estimation of Dynamic Factor Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article75
2016Special Issue on Big Data In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
1997Estimation Of A Change Point In Multiple Regression Models In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article342
2003Testing Parametric Conditional Distributions of Dynamic Models In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article138
2013Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors In: Econometrics Journal.
[Full Text][Citation analysis]		article17
2016Cross?Sectional Dependence in Panel Data Models: A Special Issue In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article7
2004Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor In: Econometrics.
[Full Text][Citation analysis]		paper5

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team