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 9 22 396 6 19 57 1,074
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 5 9 27 330
A Note on Spurious Break and Regime Shift in Cointegrating Relationship 0 0 0 0 4 6 23 424
A PANIC Attack on Unit Roots and Cointegration 6 15 57 688 12 27 112 1,817
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 3 13 68 586
A Test for Conditional Symmetry in Time Series Models 3 7 13 422 7 16 47 1,840
An Inequality for Vector-Valued Martingales and Its Applications 0 0 0 0 3 7 19 390
Computation and Analysis of Multiple Structural-Change Models 40 114 370 1,349 63 184 647 2,386
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 2 11 29 146 6 19 58 312
Determining the Number of Factors in Approximate Factor Models 11 33 126 947 23 73 325 3,089
Determining the Number of Factors in Approximate Factor Models 1 9 47 255 7 19 98 616
Estimating & Testing Linear Models with Multiple Structural Changes 0 0 0 0 7 16 39 835
Estimating Multiple Breaks One at a Time 0 0 0 0 9 25 86 785
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 10 15 35 160 1,149
Estimating and Testing Linear Models with Multiple Structural Changes 17 45 172 225 22 58 232 758
Estimation of Structural Change Based on Wald-Type Statistics 0 0 0 0 7 10 43 370
Evaluating Latent and Observed Factors in Macroeconomics and Financ 3 20 55 333 18 55 206 757
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 12 25 75 336 19 39 143 584
Panel Cointegration with Global Stochastic Trends 6 21 71 229 13 35 143 421
Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses 0 0 0 0 4 4 11 220
Structural changes, common stochastic trends and unit roots in panel data 2 16 55 354 3 30 97 627
Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach 0 0 0 0 2 8 22 311
Tests for Skewness, Kurtosis, and Normality for Time Series Data 20 69 262 3,801 105 359 1,271 15,331
The Impact of 1989 California Major Anti-Smoking Legislation on Cigarette Consumption: Three Years Later 0 0 0 0 1 5 46 768
The Impact of a Large Tax Increase on Cigarette Consumption: The Case of California 0 0 0 1 1 3 14 225
Total Working Papers 126 394 1,354 9,737 365 1,074 3,994 36,005

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 2 5 10 10 2 8 14 14
A PANIC Attack on Unit Roots and Cointegration 12 29 114 537 22 63 290 1,616
A consistent test for conditional symmetry in time series models 0 3 8 25 0 3 14 87
Boosting diffusion indices 1 4 4 4 5 10 10 10
Computation and analysis of multiple structural change models 19 45 166 996 30 88 287 1,999
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 0 2 26 69 7 20 118 275
Critical values for multiple structural change tests 2 13 47 248 8 32 93 537
Determining the Number of Factors in Approximate Factor Models 16 54 173 589 52 168 887 2,457
Determining the Number of Primitive Shocks in Factor Models 7 24 74 151 12 39 118 266
Estimating Multiple Breaks One at a Time 8 16 17 17 10 21 22 22
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 9 46 116 503 2,275
Estimating cross-section common stochastic trends in nonstationary panel data 0 5 42 119 1 8 61 198
Estimation Of A Change Point In Multiple Regression Models 5 18 61 448 12 31 116 1,305
Evaluating latent and observed factors in macroeconomics and finance 3 13 44 104 4 19 90 242
Forecasting economic time series using targeted predictors 0 2 11 11 2 12 35 35
Generic consistency of the break-point estimators under specification errors in a multiple-break model 1 6 21 21 3 16 56 56
Inferential Theory for Factor Models of Large Dimensions 8 11 35 155 13 18 74 523
Least Absolute Deviation Estimation of a Shift 2 3 3 3 2 3 4 4
Likelihood ratio tests for multiple structural changes 1 2 33 171 2 4 62 313
Panel cointegration with global stochastic trends 4 9 9 9 11 23 23 23
Selecting Instrumental Variables in a Data Rich Environment 5 16 16 16 14 41 41 41
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 5 10 10 10 10 21 21 21
Testing Parametric Conditional Distributions of Dynamic Models 0 4 15 99 0 5 28 301
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach 0 2 12 87 0 3 23 478
Testing for and Dating Common Breaks in Multivariate Time Series 3 10 52 263 8 21 86 603
Testing multivariate distributions in GARCH models 1 3 26 47 4 8 45 100
Tests for Skewness, Kurtosis, and Normality for Time Series Data 4 9 52 115 10 33 151 318
Total Journal Articles 109 318 1,081 4,333 290 834 3,272 14,119

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Statistics updated 2009-07-03