37
H index
64
i10 index
16946
Citations
Columbia University | 37 H index 64 i10 index 16946 Citations RESEARCH PRODUCTION: 68 Articles 59 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jushan Bai. | Is cited by: | Cites to: |
Year | Title of citing document | |
---|---|---|
2022 | Parametric 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 | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Policy 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 | |
2022 | Policy 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 | |
2022 | Effects of Agricultural Commodity Prices on Agricultural Output in Nigeria. (2022). Toriola, Anu K. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:3:p:170-176. Full description at Econpapers || Download paper | |
2022 | An 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 | |
2022 | . Full description at Econpapers || Download paper | |
2023 | British slave emancipation and the demand for Brazilian sugar. (2023). Absell, Christopher David. In: Cliometrica, Journal of Historical Economics and Econometric History. RePEc:afc:cliome:v:17:y:2023:i:1:p:125-154. Full description at Econpapers || Download paper | |
2022 | Resource 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 | |
2023 | The 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 | |
2022 | Casual 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 | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper | |
2023 | Disentangling 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 | |
2023 | Distortionary 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 | |
2022 | Plane 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 | |
2022 | Change 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 | |
2023 | Detecting and dating possibly distinct structural breaks in the covariance structure of financial assets. (2023). Mugrabi, Farah Daniela. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023001. Full description at Econpapers || Download paper | |
2023 | German Real Estate Index (GREIX). (2023). Zdrzalek, Jonas ; Schularick, Moritz ; Dohmen, Martin ; Amaral, Francisco. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:231. Full description at Econpapers || Download paper | |
2022 | Full 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 | |
2022 | Matrix 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 | |
2023 | Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987. Full description at Econpapers || Download paper | |
2022 | Practical 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 | |
2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper | |
2022 | Informational 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 | |
2022 | Quasi 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 | |
2022 | Large 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 | |
2023 | Optimal 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 | |
2023 | Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637. Full description at Econpapers || Download paper | |
2022 | High 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 | |
2022 | Backward 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 | |
2023 | Equal 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 | |
2022 | Tensor 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 | |
2022 | Real-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 | |
2022 | Treatment Effects in Interactive Fixed Effects Models. (2020). Callaway, Brantly ; Karami, Sonia. In: Papers. RePEc:arx:papers:2006.15780. Full description at Econpapers || Download paper | |
2022 | When 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 | |
2022 | Permutation-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 | |
2022 | Lasso 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 | |
2023 | Deep Dynamic Factor Models. (2020). Ricco, Giovanni ; Izzo, Cosimo ; Andreini, Paolo. In: Papers. RePEc:arx:papers:2007.11887. Full description at Econpapers || Download paper | |
2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2022 | Dimension 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 | |
2023 | Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435. Full description at Econpapers || Download paper | |
2022 | Do 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 | |
2022 | Rank Determination in Tensor Factor Model. (2022). Zhang, Cun-Hui ; Chen, Rong. In: Papers. RePEc:arx:papers:2011.07131. Full description at Econpapers || Download paper | |
2022 | Bridging 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 | |
2022 | Incorporating 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 | |
2022 | Mental 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 | |
2023 | Performance 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 | |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2023 | Learning Treatment Effects in Panels with General Intervention Patterns. (2021). Peng, Tianyi ; Li, Andrew A ; Farias, Vivek F. In: Papers. RePEc:arx:papers:2106.02780. Full description at Econpapers || Download paper | |
2022 | Panel Data with Unknown Clusters. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2106.05503. Full description at Econpapers || Download paper | |
2023 | Inference for Low-Rank Models. (2021). Zhu, Yinchu ; Liao, Yuan ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2107.02602. Full description at Econpapers || Download paper | |
2022 | Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250. Full description at Econpapers || Download paper | |
2023 | A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors. (2021). Xie, Yimeng ; Pesaran, Hashem M. In: Papers. RePEc:arx:papers:2109.00408. Full description at Econpapers || Download paper | |
2022 | Tests for Group-Specific Heterogeneity in High-Dimensional Factor Models. (2021). Djogbenou, Antoine ; Sufana, Razvan . In: Papers. RePEc:arx:papers:2109.09049. Full description at Econpapers || Download paper | |
2022 | Linear Panel Regressions with Two-Way Unobserved Heterogeneity. (2021). Weidner, Martin ; Freeman, Hugo. In: Papers. RePEc:arx:papers:2109.11911. Full description at Econpapers || Download paper | |
2022 | On the asymptotic behavior of bubble date estimators. (2021). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2110.04500. Full description at Econpapers || Download paper | |
2023 | Optimal index insurance and basis risk decomposition: an application to Kenya. (2021). Lobell, David ; Stigler, Matthieu. In: Papers. RePEc:arx:papers:2111.08601. Full description at Econpapers || Download paper | |
2023 | Semiparametric Conditional Factor Models: Estimation and Inference. (2021). Wang, Xiaoliang ; Roussanov, Nikolai ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121. Full description at Econpapers || Download paper | |
2022 | Dynamic Factor Models with Sparse VAR Idiosyncratic Components. (2021). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2112.07149. Full description at Econpapers || Download paper | |
2022 | Dynamic Factor Model for Functional Time Series: Identification, Estimation, and Prediction. (2022). Salish, Nazarii ; Otto, Sven. In: Papers. RePEc:arx:papers:2201.02532. Full description at Econpapers || Download paper | |
2023 | Efficiently Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2022). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430. Full description at Econpapers || Download paper | |
2023 | Inferential Theory for Granular Instrumental Variables in High Dimensions. (2022). Lee, Tae Hwy ; Banafti, Saman. In: Papers. RePEc:arx:papers:2201.06605. Full description at Econpapers || Download paper | |
2022 | Asymptotic properties of Bayesian inference in linear regression with a structural break. (2022). Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2201.07319. Full description at Econpapers || Download paper | |
2023 | A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482. Full description at Econpapers || Download paper | |
2022 | Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models. (2022). Katsouris, Christis. In: Papers. RePEc:arx:papers:2202.00141. Full description at Econpapers || Download paper | |
2022 | Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization. (2022). Funovits, Bernd ; Koistinen, Juho. In: Papers. RePEc:arx:papers:2202.00310. Full description at Econpapers || Download paper | |
2022 | Are all Credit Default Swap Databases equal?. (2022). Mayordomo, Sergio ; Schwartz, Eduardo S ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02273. Full description at Econpapers || Download paper | |
2022 | scpi: Uncertainty Quantification for Synthetic Control Estimators. (2022). Cattaneo, Matias D ; Titiunik, Rocio ; Palomba, Filippo ; Feng, Yingjie. In: Papers. RePEc:arx:papers:2202.05984. Full description at Econpapers || Download paper | |
2022 | Asymptotics of Cointegration Tests for High-Dimensional VAR($k$). (2022). Bykhovskaya, Anna ; Gorin, Vadim. In: Papers. RePEc:arx:papers:2202.07150. Full description at Econpapers || Download paper | |
2022 | Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects. (2022). Li, Xingyu ; Zhou, Qiankun ; Shen, Yan. In: Papers. RePEc:arx:papers:2202.12078. Full description at Econpapers || Download paper | |
2022 | Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data. (2022). Lamarche, Carlos ; Muris, Chris ; Harding, Matthew. In: Papers. RePEc:arx:papers:2203.03051. Full description at Econpapers || Download paper | |
2022 | Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model. (2022). Fen, Cameron ; Undavia, Samir. In: Papers. RePEc:arx:papers:2203.06540. Full description at Econpapers || Download paper | |
2022 | Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865. Full description at Econpapers || Download paper | |
2022 | Make the Difference! Computationally Trivial Estimators for Grouped Fixed Effects Models. (2022). Mugnier, Martin. In: Papers. RePEc:arx:papers:2203.08879. Full description at Econpapers || Download paper | |
2022 | Difference-in-Differences for Policy Evaluation. (2022). Callaway, Brantly. In: Papers. RePEc:arx:papers:2203.15646. Full description at Econpapers || Download paper | |
2023 | Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171. Full description at Econpapers || Download paper | |
2023 | A Simple Bootstrap Method for Panel Data Inferences. (2022). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2205.00577. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
2022 | Nowcasting the Portuguese GDP with Monthly Data. (2022). Fernandes, Pedro Afonso ; Assunccao, Joao B. In: Papers. RePEc:arx:papers:2206.06823. Full description at Econpapers || Download paper | |
2022 | A new algorithm for structural restrictions in Bayesian vector autoregressions. (2022). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2206.06892. Full description at Econpapers || Download paper | |
2022 | Deep Partial Least Squares for Empirical Asset Pricing. (2022). Goicoechea, Kemen ; Polson, Nicholas G ; Dixon, Matthew F. In: Papers. RePEc:arx:papers:2206.10014. Full description at Econpapers || Download paper | |
2022 | CCE Estimation of High-Dimensional Panel Data Models with Interactive Fixed Effects. (2022). Linton, Oliver ; Walsh, Christopher ; Vogt, Michael. In: Papers. RePEc:arx:papers:2206.12152. Full description at Econpapers || Download paper | |
2022 | $u^* = \sqrt{uv}$. (2022). Saez, Emmanuel ; Michaillat, Pascal. In: Papers. RePEc:arx:papers:2206.13012. Full description at Econpapers || Download paper | |
2022 | Degrees of Freedom and Information Criteria for the Synthetic Control Method. (2022). Xie, Zhen ; Pouliot, Guillaume Allaire. In: Papers. RePEc:arx:papers:2207.02943. Full description at Econpapers || Download paper | |
2022 | Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988. Full description at Econpapers || Download paper | |
2022 | LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794. Full description at Econpapers || Download paper | |
2022 | Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending. (2022). Samphantharak, Krislert ; Putnicnvs, Talis ; Saengchote, Kanis. In: Papers. RePEc:arx:papers:2207.06285. Full description at Econpapers || Download paper | |
2022 | Testing for a Threshold in Models with Endogenous Regressors. (2022). Boldea, Otilia ; Rothfelder, Mario P. In: Papers. RePEc:arx:papers:2207.10076. Full description at Econpapers || Download paper | |
2023 | Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
2023 | Forecasting Algorithms for Causal Inference with Panel Data. (2022). Young, Justin ; Nyarko, Julian ; Goldin, Jacob. In: Papers. RePEc:arx:papers:2208.03489. Full description at Econpapers || Download paper | |
2023 | Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632. Full description at Econpapers || Download paper | |
2023 | Matrix Quantile Factor Model. (2022). Zhao, Peng ; Yu, Long ; Liu, Yong-Xin ; Kong, Xin-Bing. In: Papers. RePEc:arx:papers:2208.08693. Full description at Econpapers || Download paper | |
2022 | Large Volatility Matrix Analysis Using Global and National Factor Models. (2022). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2208.12323. Full description at Econpapers || Download paper | |
2023 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2016 | Econometric Analysis of Large Factor Models In: Annual Review of Economics. [Full Text][Citation analysis] | article | 47 |
2017 | Principal Components and Regularized Estimation of Factor Models In: Papers. [Full Text][Citation analysis] | paper | 11 |
2019 | Robust Principal Component Analysis with Non-Sparse Errors In: Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data In: Papers. [Full Text][Citation analysis] | paper | 20 |
2021 | Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data.(2021) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2020 | Standard Errors for Panel Data Models with Unknown Clusters In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations In: Papers. [Full Text][Citation analysis] | paper | 24 |
2021 | Feasible 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: 24 | article | |
2020 | Simpler Proofs for Approximate Factor Models of Large Dimensions In: Papers. [Full Text][Citation analysis] | paper | 6 |
2021 | Quasi-maximum likelihood estimation of break point in high-dimensional factor models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Quasi-maximum likelihood estimation of break point in high-dimensional factor models.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2022 | Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions In: Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | Factor-based imputation of missing values and covariances in panel data of large dimensions.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2023 | Approximate Factor Models with Weaker Loadings In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Likelihood ratio test for structural changes in factor models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Tests for Skewness, Kurtosis, and Normality for Time Series Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 184 |
2001 | Tests 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: 184 | paper | |
2007 | Determining the Number of Primitive Shocks in Factor Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 376 |
2011 | OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR In: Journal of Financial Research. [Citation analysis] | article | 6 |
2007 | Olive: 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 | |
1993 | ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
1994 | LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 153 |
1993 | Least squares estimation of a shift in linear processes.(1993) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 153 | paper | |
1998 | A Test for Conditional Symmetry in Time Series Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2000 | Determining the Number of Factors in Approximate Factor Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 2384 |
2002 | Determining the Number of Factors in Approximate Factor Models.(2002) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 2384 | article | |
2000 | Determining 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: 2384 | paper | |
2001 | A New Look at Panel Testing of Stationarity and the PPP Hypothesis In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 9 |
2001 | A 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 | |
2001 | A PANIC Attack on Unit Roots and Cointegration In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 940 |
2004 | A PANIC Attack on Unit Roots and Cointegration.(2004) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 940 | article | |
2001 | A Panic Attack on Unit Roots and Cointegration.(2001) In: Economics Working Paper Archive. [Citation analysis] This paper has another version. Agregated cites: 940 | paper | |
2009 | Selecting Instrumental Variables in a Data Rich Environment In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 27 |
1992 | the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
1992 | The 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 | |
1991 | the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
1991 | The 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 | |
2000 | Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 62 |
2000 | Vector 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: 62 | paper | |
2008 | Extremum Estimation when the Predictors are Estimated from Large Panels In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 20 |
2011 | Estimating High Dimensional Covariance Matrices and its Applications In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 41 |
1995 | Least Absolute Deviation Estimation of a Shift In: Econometric Theory. [Full Text][Citation analysis] | article | 43 |
1997 | Estimating Multiple Breaks One at a Time In: Econometric Theory. [Full Text][Citation analysis] | article | 402 |
1995 | Estimating Multiple Breaks One at a Time.(1995) In: Working papers. [Citation analysis] This paper has another version. Agregated cites: 402 | paper | |
1998 | A NOTE ON SPURIOUS BREAK In: Econometric Theory. [Full Text][Citation analysis] | article | 31 |
2010 | PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION In: Econometric Theory. [Full Text][Citation analysis] | article | 88 |
2010 | INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT In: Econometric Theory. [Full Text][Citation analysis] | article | 98 |
1996 | Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach. In: Econometrica. [Full Text][Citation analysis] | article | 34 |
1993 | Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach..(1993) In: Working papers. [Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
1998 | Estimating and Testing Linear Models with Multiple Structural Changes In: Econometrica. [Citation analysis] | article | 3230 |
1995 | Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3230 | paper | |
1995 | Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 3230 | paper | |
2003 | Inferential Theory for Factor Models of Large Dimensions In: Econometrica. [Citation analysis] | article | 987 |
2006 | Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions In: Econometrica. [Full Text][Citation analysis] | article | 386 |
2009 | Panel Data Models With Interactive Fixed Effects In: Econometrica. [Full Text][Citation analysis] | article | 892 |
2013 | Fixedâ€Effects Dynamic Panel Models, a Factor Analytical Method In: Econometrica. [Full Text][Citation analysis] | article | 48 |
2004 | Structural changes, common stochastic trends and unit roots in panel data In: Econometric Society 2004 North American Summer Meetings. [Full Text][Citation analysis] | paper | 148 |
2009 | Structural 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: 148 | article | |
2008 | Generic consistency of the break-point estimators under specification errors in a multiple-break model In: Econometrics Journal. [Full Text][Citation analysis] | article | 24 |
2003 | Critical values for multiple structural change tests In: Econometrics Journal. [Full Text][Citation analysis] | article | 368 |
2015 | A simple new test for slope homogeneity in panel data models with interactive effects In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
2014 | A 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: 17 | paper | |
2001 | A consistent test for conditional symmetry in time series models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 60 |
2004 | Estimating cross-section common stochastic trends in nonstationary panel data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 205 |
2006 | Evaluating latent and observed factors in macroeconomics and finance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 112 |
2004 | Evaluating Latent and Observed Factors in Macroeconomics and Financ.(2004) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
2008 | Testing multivariate distributions in GARCH models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
2008 | Forecasting economic time series using targeted predictors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 371 |
2009 | Panel cointegration with global stochastic trends In: Journal of Econometrics. [Full Text][Citation analysis] | article | 202 |
2007 | Panel Cointegration with Global Stochastic Trends.(2007) In: Center for Policy Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 202 | paper | |
2010 | Common breaks in means and variances for panel data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 98 |
2013 | Principal components estimation and identification of static factors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 141 |
2014 | Identification theory for high dimensional static and dynamic factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
2016 | Efficient estimation of approximate factor models via penalized maximum likelihood In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
2017 | Inferences in panel data with interactive effects using large covariance matrices In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2019 | Rank regularized estimation of approximate factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
2020 | Estimation and inference of change points in high-dimensional factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2021 | Dynamic spatial panel data models with common shocks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2022 | Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
1999 | Likelihood ratio tests for multiple structural changes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 110 |
2015 | Fama–MacBeth two-pass regressions: Improving risk premia estimates In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
2016 | Structural Changes in High Dimensional Factor Models In: Frontiers of Economics in China. [Full Text][Citation analysis] | article | 7 |
2003 | Computation and analysis of multiple structural change models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2745 |
1998 | Computation and Analysis of Multiple Structural-Change Models.(1998) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2745 | paper | |
2009 | Boosting diffusion indices In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 82 |
2005 | On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence In: Center for Policy Research Working Papers. [Full Text][Citation analysis] | paper | 11 |
1994 | Estimation of Structural Change Based on Wald-Type Statistics. In: Working papers. [Citation analysis] | paper | 2 |
1994 | Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses. In: Working papers. [Citation analysis] | paper | 10 |
1995 | Estimating & Testing Linear Models with Multiple Structural Changes In: Working papers. [Citation analysis] | paper | 10 |
1996 | A Note on Spurious Break and Regime Shift in Cointegrating Relationship. In: Working papers. [Citation analysis] | paper | 3 |
1996 | An Inequality for Vector-Valued Martingales and Its Applications. In: Working papers. [Citation analysis] | paper | 4 |
2008 | Large Dimensional Factor Analysis In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 218 |
2015 | Asset Pricing with a General Multifactor Structure In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 29 |
1998 | Testing For and Dating Common Breaks in Multivariate Time Series In: Review of Economic Studies. [Full Text][Citation analysis] | article | 302 |
2021 | Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
1993 | Weak convergence of the sequential empirical processes of residuals in ARMA models In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
1998 | Estimation of multiple-regime regressions with least absolutes deviation In: MPRA Paper. [Full Text][Citation analysis] | paper | 16 |
2011 | Conditional Markov chain and its application in economic time series analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 18 |
2011 | Conditional 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 | |
2009 | Testing Panel Cointegration with Unobservable Dynamic Common Factors In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2012 | Identification and estimation of dynamic factor models In: MPRA Paper. [Full Text][Citation analysis] | paper | 23 |
2012 | Efficient Estimation of Approximate Factor Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2012 | Maximum likelihood estimation and inference for approximate factor models of high dimension In: MPRA Paper. [Full Text][Citation analysis] | paper | 56 |
2016 | Maximum 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: 56 | article | |
2012 | Theory and methods of panel data models with interactive effects In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
2013 | Likelihood approach to dynamic panel models with interactive effects In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
2013 | Panel data models with grouped factor structure under unknown group membership In: MPRA Paper. [Full Text][Citation analysis] | paper | 53 |
2016 | Panel 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: 53 | article | |
2013 | Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | Spatial panel data models with common shocks In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2012 | Theory and Applications of TAR Model with Two Threshold Variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 23 |
2012 | Theory and Applications of TAR Model with Two Threshold Variables.(2012) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2014 | Estimation and inference of FAVAR models In: MPRA Paper. [Full Text][Citation analysis] | paper | 36 |
2016 | Estimation and Inference of FAVAR Models.(2016) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
2017 | Practical notes on panel data models with interactive effects In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity In: MPRA Paper. [Full Text][Citation analysis] | paper | 29 |
2020 | Quantile 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: 29 | article | |
2019 | A Quantile-based Asset Pricing Model In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2017 | Clustering 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] | article | 48 |
2015 | Identification and Bayesian Estimation of Dynamic Factor Models In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 90 |
2016 | Special Issue on Big Data In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 1 |
1997 | Estimation Of A Change Point In Multiple Regression Models In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 352 |
2003 | Testing Parametric Conditional Distributions of Dynamic Models In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 140 |
2013 | Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors In: Econometrics Journal. [Full Text][Citation analysis] | article | 17 |
2016 | Cross?Sectional Dependence in Panel Data Models: A Special Issue In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
2004 | Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor In: Econometrics. [Full Text][Citation analysis] | paper | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team