Access Statistics for Jushan Bai

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 3 12 30 409 3 20 64 1,096
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 0 3 21 336
A Note on Spurious Break and Regime Shift in Cointegrating Relationship 0 0 0 0 0 5 22 431
A PANIC Attack on Unit Roots and Cointegration 5 11 50 701 10 23 95 1,844
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 9 23 72 616
A Test for Conditional Symmetry in Time Series Models 0 4 17 429 3 16 54 1,864
An Inequality for Vector-Valued Martingales and Its Applications 0 0 0 0 0 2 16 396
Computation and Analysis of Multiple Structural-Change Models 26 73 373 1,453 55 154 671 2,592
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 3 4 24 150 4 10 52 323
Determining the Number of Factors in Approximate Factor Models 7 33 121 983 30 105 325 3,209
Determining the Number of Factors in Approximate Factor Models 3 9 45 266 5 17 85 638
Estimating & Testing Linear Models with Multiple Structural Changes 0 0 0 0 4 9 41 847
Estimating Multiple Breaks One at a Time 0 0 0 0 12 25 92 817
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 10 9 29 143 1,191
Estimating and Testing Linear Models with Multiple Structural Changes 9 27 152 263 14 46 219 819
Estimation of Structural Change Based on Wald-Type Statistics 0 0 0 0 6 17 44 389
Evaluating Latent and Observed Factors in Macroeconomics and Financ 13 22 62 358 24 51 206 819
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 8 17 77 362 16 34 140 636
Panel Cointegration with Global Stochastic Trends 7 21 79 257 13 41 151 476
Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses 0 0 0 0 1 4 13 225
Structural changes, common stochastic trends and unit roots in panel data 1 7 51 362 4 15 91 646
Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach 0 0 0 0 1 2 17 315
Tests for Skewness, Kurtosis, and Normality for Time Series Data 18 65 264 3,879 141 378 1,384 15,801
The Impact of 1989 California Major Anti-Smoking Legislation on Cigarette Consumption: Three Years Later 0 0 0 0 1 4 28 773
The Impact of a Large Tax Increase on Cigarette Consumption: The Case of California 0 0 0 1 1 2 13 227
Total Working Papers 103 305 1,345 10,128 366 1,035 4,059 37,326

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON SPURIOUS BREAK 0 1 11 11 0 3 17 17
A PANIC Attack on Unit Roots and Cointegration 10 24 117 572 26 56 277 1,694
A consistent test for conditional symmetry in time series models 1 1 6 26 2 2 10 89
Boosting diffusion indices 3 13 18 18 5 21 37 37
Computation and analysis of multiple structural change models 16 47 177 1,059 28 75 289 2,095
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 1 7 20 76 7 15 81 293
Critical values for multiple structural change tests 2 10 49 264 4 16 89 562
Determining the Number of Factors in Approximate Factor Models 10 33 170 632 48 129 702 2,616
Determining the Number of Primitive Shocks in Factor Models 4 12 64 165 5 19 98 290
Estimating Multiple Breaks One at a Time 6 17 38 38 13 29 58 58
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 9 34 93 468 2,405
Estimating cross-section common stochastic trends in nonstationary panel data 4 6 36 128 8 10 55 215
Estimation Of A Change Point In Multiple Regression Models 4 13 60 465 8 26 117 1,337
Evaluating latent and observed factors in macroeconomics and finance 2 9 40 116 3 13 76 259
Forecasting economic time series using targeted predictors 5 15 26 26 9 29 68 68
Generic consistency of the break-point estimators under specification errors in a multiple-break model 1 3 23 24 3 10 58 68
Inferential Theory for Factor Models of Large Dimensions 3 8 32 165 7 20 72 546
Least Absolute Deviation Estimation of a Shift 1 2 5 5 1 4 8 8
Likelihood ratio tests for multiple structural changes 2 4 21 175 3 12 49 327
Panel Data Models With Interactive Fixed Effects 12 33 34 34 25 71 74 74
Panel cointegration with global stochastic trends 3 14 29 29 9 37 72 72
Selecting Instrumental Variables in a Data Rich Environment 0 9 30 30 0 23 76 76
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 5 18 33 33 9 37 69 69
Testing Parametric Conditional Distributions of Dynamic Models 1 2 14 103 2 4 26 311
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach 2 3 11 91 3 6 21 486
Testing for and Dating Common Breaks in Multivariate Time Series 3 9 46 277 7 17 83 629
Testing multivariate distributions in GARCH models 2 5 20 53 2 7 35 109
Tests for Skewness, Kurtosis, and Normality for Time Series Data 9 15 49 131 14 33 143 360
Total Journal Articles 112 333 1,179 4,755 285 817 3,228 15,170

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Statistics updated 2009-11-04