Jushan Bai : Citation Profile

Columbia University

40

H index

68

i10 index

19276

Citations

RESEARCH PRODUCTION:

75

Articles

66

Papers

RESEARCH ACTIVITY:

   34 years (1991 - 2025). See details.
   Cites by year: 566
   Journals where Jushan Bai has often published
   Relations with other researchers
   Recent citing documents: 1152.    Total self citations: 71 (0.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba53
   Updated: 2025-12-20    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Ando, Tomohiro (8)

Ng, Serena (7)

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 (288)

GUPTA, RANGAN (283)

Perron, Pierre (230)

Westerlund, Joakim (196)

Barigozzi, Matteo (191)

Pesaran, Mohammad (155)

Marcellino, Massimiliano (151)

Su, Liangjun (144)

Kapetanios, George (130)

Hallin, Marc (125)

Yamagata, Takashi (110)

Cites to:

Ng, Serena (125)

Reichlin, Lucrezia (89)

Watson, Mark (74)

Forni, Mario (61)

Pesaran, Mohammad (61)

Lippi, Marco (56)

Hallin, Marc (50)

Giannone, Domenico (41)

Moon, Hyungsik (35)

Phillips, Peter (32)

Stock, James (32)

Main data

Where Jushan Bai has published?

Journals with more than one article published# docs
Journal of Econometrics24
Econometrica8
Econometric Theory5
Journal of Business & Economic Statistics4
Journal of the American Statistical Association3
Annals of Economics and Finance3
Journal of Applied Econometrics3
The Review of Economics and Statistics3
Econometric Reviews2
Econometrics Journal2
Journal of Applied Econometrics2
The Review of Economic Studies2
Journal of Time Series Analysis2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany22
Papers / arXiv.org14
Boston College Working Papers in Economics / Boston College Department of Economics5
Center for Policy Research Working Papers / Center for Policy Research, Maxwell School, Syracuse University2
Econometrics / University Library of Munich, Germany2
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
Economics Working Paper Archive / The Johns Hopkins University,Department of Economics2
Economics Working Papers / University of California at Berkeley2

Recent works citing Jushan Bai (2025 and 2024)

YearTitle of citing document
2024The Environmental Kuznets Curve in Rich and Poor Countries: Insights from NASA-MODIS GPP Data. (2024). Kim, Hyeongwoo ; Chen, Jiquan ; Gao, Liping. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-08.

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2024Rastreando la trayectoria de los precios de la quinua en Bolivia: Quiebres estructurales y persistencia de choques. (2024). Lenis, Maria Cecilia ; Lordemann, Javier Aliaga ; Vedia, Ignacio Garron. In: Development Research Working Paper Series. RePEc:adv:wpaper:202408.

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2024Tracking the trend of quinoa price in Bolivia: Structural breaks and persistence of shoks. (2024). Lenis, Maria Cecilia ; Lordemann, Javier Aliaga ; Vedia, Ignacio Garron. In: Development Research Working Paper Series. RePEc:adv:wpaper:202410.

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2025An American Macroeconomic Picture: Supply and Demand Shocks in the Frequency Domain. (2025). Soccorsi, Stefano ; Gambetti, Luca ; Forni, Mario ; Granese, Antonio ; Sala, Luca. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:17:y:2025:i:3:p:311-41.

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2024The role of governance and infrastructure in moderating the effect of resource rents on economic growth. (2024). Diop, Samba ; Asongu, Simplice ; Emeka, Ekene Thankgod ; Ogbonna, Amarachi O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/027.

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2024Modelling the relationship between inflation and uncertainty with existence of structural break: evidence from Azerbaijan. (2024). Rahimov, Vugar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:85-96.

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2025Insurance and sustainable structural transformation: Does renewable energy matter?. (2025). Kamdoum, Genevive Christel ; Ngouwouo, Younchawou ; Fils, Emmanuel Nso. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:3(644):p:239-256.

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2024Vanishing Paddies: Tracing the Transformation of Rice Cultivation in Kerala, India. (2024). Prasad, Amal ; Kuruvila, Anil. In: Asian Journal of Agricultural Extension, Economics & Sociology. RePEc:ags:ajaees:368135.

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2024Beyond the threshold: Unraveling the effects of economic policy uncertainty on agricultural growth in Nigeria. (2024). Kotur, Lydia N ; Ayoola, Josephine B ; Aye, Goodness C. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344261.

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2024Beyond the threshold: Unraveling the effects of economic policy uncertainty on agricultural growth in Nigeria. (2024). Ayoola, Josephine B ; Kotur, Lydia N ; Aye, Goodness C. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:iaae24:344261.

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2024Ocena wpływów makroekonomicznych na rentowność indyjskich obligacji skarbowych – spostrzeżenia z podejścia opartego na teście granic ARDL. (2024). Patra, Suresh Kumar ; Naik, Pramod Kumar. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361246.

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2024Dynamics of Stock Prices and Exchange Rate with Structural Breaks and Asymmetry: Evidence From Türkiye. (2024). Bier, Burhan ; Il, Almila Burga. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:9:y:2024:i:3:p:438-461.

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2024Setting up a Sovereign Wealth Fund to Reduce Currency Crises. (2024). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2417.

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2024Critical Raw Materials Index - CRMI. (2024). Hasse, Jean-Baptiste ; Nobletz, Capucine. In: AMSE Working Papers. RePEc:aim:wpaimx:2428.

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2024A panel analysis of microfinance efficiency measures: Evidence on the effects of unobserved managerial ability. (2024). Simar, Leopold ; Vanhems, Anne ; Tchuigoua, Hubert Tchakoute ; Fall, Franois Seck. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024020.

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2025Distributional Dynamics. (2025). Kuhn, Moritz ; Bayer, Christian ; Calderon, Luis. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:351.

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2025Do common shocks drive changes in aggregate emissions intensity?. (2025). Lafond, François ; Ren, Xiyu ; Marotta, Fulvia. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-15.

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2024A Comparative Analysis on Ecological Footprint of Consumption and Import in Premature Deindustrialized Countries. (2024). Kozal, Ozge. In: World Journal of Applied Economics. RePEc:ana:journl:v:10:y:2024:i:2:p:87-109.

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2025Exploring the Nexus Between Short- and Long-Run Rate of Interests in Turkey’s Bond Market. (2025). Tuncer, Ayse ; Ivrendi, Mehmet. In: World Journal of Applied Economics. RePEc:ana:journl:v:11:y:2025:i:1:p:39-62.

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2024When Did Argentina Lose its Mojo? A Short Note on Economic Divergence. (2024). Levy Yeyati, Eduardo ; Katz, Sebastian. In: Working Papers. RePEc:aoz:wpaper:325.

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2025The Transmission of Supply Shocks to Inflation: the Case of Argentina (2004-2022). (2025). Ordez, Lucas. In: Working Papers. RePEc:aoz:wpaper:351.

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2025Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987.

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2025A $t$-test for synthetic controls. (2024). Zhu, Yinchu ; Wüthrich, Kaspar ; Chernozhukov, Victor ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1812.10820.

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2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2024). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2025Inference in Unbalanced Panel Data Models with Interactive Fixed Effects. (2020). Czarnowske, Daniel ; Stammann, Amrei. In: Papers. RePEc:arx:papers:2004.03414.

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2024Tensor Factor Model Estimation by Iterative Projection. (2024). Han, Yuefeng ; Chen, Rong ; Yang, Dan ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2006.02611.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2024Consistent Specification Test of the Quantile Autoregression. (2024). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2024Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2024). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2024). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Change-Point Analysis of Time Series with Evolutionary Spectra. (2024). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2106.02031.

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2025How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test. (2025). Pesaran, Mohammad ; Xie, Yimeng. In: Papers. RePEc:arx:papers:2109.00408.

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2025Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata. (2025). Westerlund, Joakim ; Karavias, Yiannis ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2110.14550.

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2024CP Factor Model for Dynamic Tensors. (2024). Han, Yuefeng ; Chen, Rong ; Zhang, Cun-Hui. In: Papers. RePEc:arx:papers:2110.15517.

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2025Semiparametric Conditional Factor Models in Asset Pricing. (2025). Roussanov, Nikolai ; Wang, Xiaoliang ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121.

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2025Approximate Factor Models for Functional Time Series. (2025). Otto, Sven ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2201.02532.

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2024Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors. (2024). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2201.05430.

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2025A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482.

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2025A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models. (2025). Mugnier, Martin. In: Papers. RePEc:arx:papers:2203.08879.

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2024A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates. (2024). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2025Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects. (2024). LINTON, OLIVER ; Vogt, Michael ; Walsh, Christopher. In: Papers. RePEc:arx:papers:2206.12152.

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2024$u^* = \sqrt{uv}$. (2024). Saez, Emmanuel ; Michaillat, Pascal. In: Papers. RePEc:arx:papers:2206.13012.

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2025Factor Network Autoregressions. (2025). Moramarco, Graziano ; Cavaliere, Giuseppe ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2024Forecasting Algorithms for Causal Inference with Panel Data. (2024). Young, Justin ; Nyarko, Julian ; Goldin, Jacob. In: Papers. RePEc:arx:papers:2208.03489.

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2024Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation. (2024). Whang, Yoon-Jae ; Oka, Tatsushi ; GAO, Jiti ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2024Matrix Quantile Factor Model. (2024). Liu, Yong-Xin ; Kong, Xin-Bing ; Zhao, Peng ; Yu, Long. In: Papers. RePEc:arx:papers:2208.08693.

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2025Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025Linear Multidimensional Regression with Interactive Fixed-Effects. (2025). Freeman, Hugo. In: Papers. RePEc:arx:papers:2209.11691.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2024). Barigozzi, Matteo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2210.09828.

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2025Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime. (2022). Syrgkanis, Vasilis ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2210.11003.

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2024Weak Identification in Low-Dimensional Factor Models with One or Two Factors. (2024). Cox, Gregory. In: Papers. RePEc:arx:papers:2211.00329.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2025On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis. (2023). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2211.01921.

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2024Efficient convex PCA with applications to Wasserstein GPCA and ranked data. (2024). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2211.02990.

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2025Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2025). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2024On LASSO for High Dimensional Predictive Regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2212.07052.

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2024Probabilistic Quantile Factor Analysis. (2024). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2025Tensor PCA for Factor Models. (2025). Babii, Andrii ; Pan, Junsu ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2212.12981.

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2025Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think. (2023). Sheng, Liugang ; Mei, Ziwei ; Shi, Zhentao. In: Papers. RePEc:arx:papers:2302.13455.

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2024Estimation of Grouped Time-Varying Network Vector Autoregression Models. (2024). Li, Degui ; Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin. In: Papers. RePEc:arx:papers:2303.10117.

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2024Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2303.11777.

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2024Large Global Volatility Matrix Analysis Based on Observation Structural Information. (2024). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2025Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities. (2024). Sun, Yutao ; Leng, Xuan. In: Papers. RePEc:arx:papers:2305.03134.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2025High-Dimensional Canonical Correlation Analysis. (2025). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2306.16393.

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2024Adaptive Principal Component Regression with Applications to Panel Data. (2024). Wu, Zhiwei Steven ; Harris, Keegan ; Whitehouse, Justin ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2307.01357.

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2024Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models. (2024). Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2307.09864.

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2025The Canonical Decomposition of Factor Models: Weak Factors are Everywhere. (2025). Barigozzi, Matteo ; Gersing, Philipp ; Deistler, Manfred ; Rust, Christoph. In: Papers. RePEc:arx:papers:2307.10067.

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2025Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2025). Fisher, Zachary F ; Kim, Younghoon ; Pipiras, Vladas. In: Papers. RePEc:arx:papers:2307.10454.

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2024Composite Quantile Factor Model. (2024). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

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2025Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects. (2023). Zhu, Chongxian ; Karavias, Yiannis ; Barassi, Marco. In: Papers. RePEc:arx:papers:2308.04057.

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2025Estimation and Testing of Forecast Rationality with Many Moments. (2023). Lee, Tae Hwy ; Wang, Tao. In: Papers. RePEc:arx:papers:2309.09481.

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2025Causal Panel Analysis under Parallel Trends: Lessons from A Large Reanalysis Study. (2025). Liu, Ziyi ; Xu, Yiqing ; Lan, Xingchen ; Chiu, Albert. In: Papers. RePEc:arx:papers:2309.15983.

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2025Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro. In: Papers. RePEc:arx:papers:2310.01950.

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2025Global Factors in Non-core Bank Funding and Exchange Rate Flexibility. (2025). te Kaat, Daniel ; Ditzen, Jan. In: Papers. RePEc:arx:papers:2310.11552.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Estimation and Inference for a Class of Generalized Hierarchical Models. (2024). GAO, Jiti ; Yan, Yayi ; Dong, Chaohua ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2024Causal Models for Longitudinal and Panel Data: A Survey. (2024). Imbens, Guido ; Arkhangelsky, Dmitry. In: Papers. RePEc:arx:papers:2311.15458.

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2024Inference for Low-rank Models without Estimating the Rank. (2024). Liao, Yuan ; Choi, Jungjun ; Kwon, Hyukjun. In: Papers. RePEc:arx:papers:2311.16440.

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2024A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls. (2024). Fry, Joseph. In: Papers. RePEc:arx:papers:2312.01209.

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2024Estimating Counterfactual Matrix Means with Short Panel Data. (2024). Lei, Lihua ; Ross, Brad. In: Papers. RePEc:arx:papers:2312.07520.

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2024Counterfactuals in factor models. (2024). Beyhum, Jad. In: Papers. RePEc:arx:papers:2401.03293.

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2024Markowitz Portfolio Construction at Seventy. (2024). Schmelzer, Thomas ; Boyd, Stephen ; Kahn, Ronald ; Schiele, Philipp ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2401.05080.

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2024Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year. (2024). Bennedsen, Mikkel. In: Papers. RePEc:arx:papers:2401.05347.

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2024Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2024). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Papers. RePEc:arx:papers:2401.05784.

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2024Islamic Law, Western European Law and the Roots of Middle Easts Long Divergence: a Comparative Empirical Investigation (800-1600). (2024). Spruk, Rok ; Schäfer, Hans-Bernd ; Schaefer, Hans-Bernd. In: Papers. RePEc:arx:papers:2401.14435.

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2024Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models. (2024). Chernozhukov, Victor ; Wang, Weining ; Fern, Iv'An ; Huang, Chen. In: Papers. RePEc:arx:papers:2402.00584.

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2024Data-driven model selection within the matrix completion method for causal panel data models. (2024). Heiniger, Sandro. In: Papers. RePEc:arx:papers:2402.01069.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2024Selective linear segmentation for detecting relevant parameter changes. (2024). Houndetoungan, Aristide ; Dufays, Arnaud ; Coen, Alain. In: Papers. RePEc:arx:papers:2402.05329.

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2024High Dimensional Factor Analysis with Weak Factors. (2024). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2402.05789.

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2024Doubly Robust Inference in Causal Latent Factor Models. (2024). Abadie, Alberto ; Dwivedi, Raaz ; Agarwal, Anish ; Shah, Abhin. In: Papers. RePEc:arx:papers:2402.11652.

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2025Inference for Regression with Variables Generated by AI or Machine Learning. (2024). Sacher, Szymon ; Hansen, Stephen ; Christensen, Timothy ; Battaglia, Laura. In: Papers. RePEc:arx:papers:2402.15585.

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2025Sequential Synthetic Difference in Differences. (2024). Arkhangelsky, Dmitry ; Samkov, Aleksei. In: Papers. RePEc:arx:papers:2404.00164.

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2024Estimation and Inference for Three-Dimensional Panel Data Models. (2024). GAO, Jiti ; Feng, Guohua ; Liu, Fei ; Peng, Bin. In: Papers. RePEc:arx:papers:2404.08365.

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2024Optimal Bias-Correction and Valid Inference in High-Dimensional Ridge Regression: A Closed-Form Solution. (2024). Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2405.00424.

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2025Kernel Three Pass Regression Filter. (2025). Jat, Rajveer ; Padha, Daanish. In: Papers. RePEc:arx:papers:2405.07292.

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2025Robust Estimation and Inference for High-Dimensional Panel Data Models. (2025). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2405.07420.

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2024Latent group structure in linear panel data models with endogenous regressors. (2024). Okui, Ryo ; Choi, Junho. In: Papers. RePEc:arx:papers:2405.08687.

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2024Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach. (2024). Liang, Ying ; Ye, Yanyi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2405.12180.

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Works by Jushan Bai:

YearTitleTypeCited
2016Econometric Analysis of Large Factor Models In: Annual Review of Economics.
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2017Principal Components and Regularized Estimation of Factor Models In: Papers.
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2019Robust Principal Component Analysis with Non-Sparse Errors In: Papers.
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2021Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data In: Papers.
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2021Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data.(2021) In: Journal of the American Statistical Association.
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2020Standard Errors for Panel Data Models with Unknown Clusters In: Papers.
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2024Standard errors for panel data models with unknown clusters.(2024) In: Journal of Econometrics.
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2020Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations In: Papers.
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2021Feasible generalized least squares for panel data with cross-sectional and serial correlations.(2021) In: Empirical Economics.
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2020Simpler Proofs for Approximate Factor Models of Large Dimensions In: Papers.
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2021Quasi-maximum likelihood estimation of break point in high-dimensional factor models In: Papers.
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2023Quasi-maximum likelihood estimation of break point in high-dimensional factor models.(2023) In: Journal of Econometrics.
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2022Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions In: Papers.
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2023Factor-based imputation of missing values and covariances in panel data of large dimensions.(2023) In: Journal of Econometrics.
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2023Approximate Factor Models with Weaker Loadings In: Papers.
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2023Approximate factor models with weaker loadings.(2023) In: Journal of Econometrics.
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2023Likelihood ratio test for structural changes in factor models In: Papers.
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2024The likelihood ratio test for structural changes in factor models.(2024) In: Journal of Econometrics.
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2025Efficiency of QMLE for dynamic panel data models with interactive effects In: Papers.
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2025Bayesian inference for dynamic spatial quantile models with interactive effects In: Papers.
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2025Bayesian inference for dynamic spatial quantile models with interactive effects.(2025) In: MPRA Paper.
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2025Taxonomy and Estimation of Multiple Breakpoints in High-Dimensional Factor Models In: Papers.
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2025Global identification of dynamic panel models with interactive effects In: Papers.
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2005Tests for Skewness, Kurtosis, and Normality for Time Series Data In: Journal of Business & Economic Statistics.
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2001Tests for Skewness, Kurtosis, and Normality for Time Series Data.(2001) In: Boston College Working Papers in Economics.
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2007Determining the Number of Primitive Shocks in Factor Models In: Journal of Business & Economic Statistics.
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2011OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR In: Journal of Financial Research.
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2007Olive: a simple method for estimating betas when factors are measured with error..(2007) In: MPRA Paper.
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1993ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS In: Journal of Time Series Analysis.
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1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES In: Journal of Time Series Analysis.
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1993Least squares estimation of a shift in linear processes.(1993) In: MPRA Paper.
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1998A Test for Conditional Symmetry in Time Series Models In: Boston College Working Papers in Economics.
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2000Determining the Number of Factors in Approximate Factor Models In: Boston College Working Papers in Economics.
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2002Determining the Number of Factors in Approximate Factor Models.(2002) In: Econometrica.
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2000Determining the Number of Factors in Approximate Factor Models.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2001A New Look at Panel Testing of Stationarity and the PPP Hypothesis In: Boston College Working Papers in Economics.
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2001A New Look at Panel Testing of Stationarity and the PPP Hypothesis.(2001) In: Economics Working Paper Archive.
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2001A PANIC Attack on Unit Roots and Cointegration In: Boston College Working Papers in Economics.
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2004A PANIC Attack on Unit Roots and Cointegration.(2004) In: Econometrica.
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2001A Panic Attack on Unit Roots and Cointegration.(2001) In: Economics Working Paper Archive.
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2009Selecting Instrumental Variables in a Data Rich Environment In: Journal of Time Series Econometrics.
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1992the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later In: Department of Economics, Working Paper Series.
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1991the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California In: Department of Economics, Working Paper Series.
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1991The Impact of a Large Tax Increase on Cigarette Consumption: The Case of California..(1991) In: Economics Working Papers.
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2000Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices In: Annals of Economics and Finance.
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2000Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices.(2000) In: CEMA Working Papers.
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2008Extremum Estimation when the Predictors are Estimated from Large Panels In: Annals of Economics and Finance.
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2011Estimating High Dimensional Covariance Matrices and its Applications In: Annals of Economics and Finance.
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1995Least Absolute Deviation Estimation of a Shift In: Econometric Theory.
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1997Estimating Multiple Breaks One at a Time In: Econometric Theory.
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1998A NOTE ON SPURIOUS BREAK In: Econometric Theory.
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2010PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION In: Econometric Theory.
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2010INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT In: Econometric Theory.
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1996Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach. In: Econometrica.
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1993Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach..(1993) In: Working papers.
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1998Estimating and Testing Linear Models with Multiple Structural Changes In: Econometrica.
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1995Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche.
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1995Estimating and Testing Linear Models with Multiple Structural Changes..(1995) In: Cahiers de recherche.
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2003Inferential Theory for Factor Models of Large Dimensions In: Econometrica.
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2006Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions In: Econometrica.
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2009Panel Data Models With Interactive Fixed Effects In: Econometrica.
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2013Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method In: Econometrica.
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2004Structural changes, common stochastic trends and unit roots in panel data In: Econometric Society 2004 North American Summer Meetings.
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2009Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data.(2009) In: The Review of Economic Studies.
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2008Generic consistency of the break-point estimators under specification errors in a multiple-break model In: Econometrics Journal.
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2003Critical values for multiple structural change tests In: Econometrics Journal.
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2015A simple new test for slope homogeneity in panel data models with interactive effects In: Economics Letters.
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2014A simple new test for slope homogeneity in panel data models with interactive effects.(2014) In: MPRA Paper.
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2001A consistent test for conditional symmetry in time series models In: Journal of Econometrics.
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2004Estimating cross-section common stochastic trends in nonstationary panel data In: Journal of Econometrics.
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2006Evaluating latent and observed factors in macroeconomics and finance In: Journal of Econometrics.
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2004Evaluating Latent and Observed Factors in Macroeconomics and Financ.(2004) In: Econometrics.
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2008Testing multivariate distributions in GARCH models In: Journal of Econometrics.
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2008Forecasting economic time series using targeted predictors In: Journal of Econometrics.
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2009Panel cointegration with global stochastic trends In: Journal of Econometrics.
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2007Panel Cointegration with Global Stochastic Trends.(2007) In: Center for Policy Research Working Papers.
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2010Common breaks in means and variances for panel data In: Journal of Econometrics.
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2013Principal components estimation and identification of static factors In: Journal of Econometrics.
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2014Identification theory for high dimensional static and dynamic factor models In: Journal of Econometrics.
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2016Efficient estimation of approximate factor models via penalized maximum likelihood In: Journal of Econometrics.
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2017Inferences in panel data with interactive effects using large covariance matrices In: Journal of Econometrics.
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2019Rank regularized estimation of approximate factor models In: Journal of Econometrics.
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2020Estimation and inference of change points in high-dimensional factor models In: Journal of Econometrics.
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2021Dynamic spatial panel data models with common shocks In: Journal of Econometrics.
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2022Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity In: Journal of Econometrics.
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2024Likelihood approach to dynamic panel models with interactive effects In: Journal of Econometrics.
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2013Likelihood approach to dynamic panel models with interactive effects.(2013) In: MPRA Paper.
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2024Reprint of: The likelihood ratio test for structural changes in factor models In: Journal of Econometrics.
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2024Scenario-based quantile connectedness of the U.S. interbank liquidity risk network In: Journal of Econometrics.
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2024Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network.(2024) In: Supervisory Research and Analysis Working Papers.
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1999Likelihood ratio tests for multiple structural changes In: Journal of Econometrics.
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2015Fama–MacBeth two-pass regressions: Improving risk premia estimates In: Finance Research Letters.
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2016Structural Changes in High Dimensional Factor Models In: Frontiers of Economics in China-Selected Publications from Chinese Universities.
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2003Computation and analysis of multiple structural change models In: Journal of Applied Econometrics.
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1998Computation and Analysis of Multiple Structural-Change Models.(1998) In: Cahiers de recherche.
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2009Boosting diffusion indices In: Journal of Applied Econometrics.
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2005On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence In: Center for Policy Research Working Papers.
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1996A Note on Spurious Break and Regime Shift in Cointegrating Relationship. In: Working papers.
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1996An Inequality for Vector-Valued Martingales and Its Applications. In: Working papers.
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1998Testing For and Dating Common Breaks in Multivariate Time Series In: The Review of Economic Studies.
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2011Conditional Markov chain and its application in economic time series analysis.(2011) In: Journal of Applied Econometrics.
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2012Efficient Estimation of Approximate Factor Models In: MPRA Paper.
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2020Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity.(2020) In: Journal of the American Statistical Association.
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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.
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