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 0 0 0 87 1 3 13 609
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 1 491 0 1 10 1,358
A Note on Spurious Break and Regime Shift in Cointegrating Relationship 0 0 0 0 0 0 8 537
A PANIC Attack on Unit Roots and Cointegration 1 2 2 896 15 18 22 2,541
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 10 12 31 1,124
A Quantile-based Asset Pricing Model 0 0 1 66 1 3 13 110
A Test for Conditional Symmetry in Time Series Models 0 0 1 471 4 7 15 2,035
A simple new test for slope homogeneity in panel data models with interactive effects 0 1 2 72 3 7 16 141
An Inequality for Vector-Valued Martingales and Its Applications 0 0 0 0 3 6 11 499
Approximate Factor Models with Weaker Loadings 0 1 2 63 3 5 22 82
Bayesian inference for dynamic spatial quantile models with interactive effects 0 1 2 9 2 8 22 28
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 1 1 3 7 17 18
Causal inference using factor models 0 1 5 53 6 14 42 101
Computation and Analysis of Multiple Structural-Change Models 0 0 4 2,527 13 21 69 5,435
Conditional Markov chain and its application in economic time series analysis 0 0 1 451 0 2 15 1,656
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 0 1 221 2 6 11 516
Determining the Number of Factors in Approximate Factor Models 1 3 18 1,478 16 34 116 4,827
Determining the Number of Factors in Approximate Factor Models 0 0 1 404 13 18 70 1,231
Efficiency of QMLE for dynamic panel data models with interactive effects 0 0 3 13 3 9 25 44
Efficient Estimation of Approximate Factor Models 0 1 1 104 4 7 19 235
Estimating & Testing Linear Models with Multiple Structural Changes 0 0 0 0 0 1 7 1,076
Estimating Multiple Breaks One at a Time 0 0 0 0 5 8 17 1,208
Estimating and Testing Linear Models with Multiple Structural Changes 1 2 9 779 18 30 63 2,063
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 10 10 16 33 2,025
Estimation and inference of FAVAR models 0 1 4 468 1 7 33 1,595
Estimation of Structural Change Based on Wald-Type Statistics 0 0 0 0 2 3 15 715
Estimation of multiple-regime regressions with least absolutes deviation 0 0 0 17 2 11 20 102
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 0 1 541 1 5 20 1,391
Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions 1 1 3 45 6 6 22 103
Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations 1 8 28 225 10 34 117 885
Global identification of dynamic panel models with interactive effects 0 0 12 13 1 2 19 20
Identification and estimation of dynamic factor models 0 0 2 308 3 5 26 705
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity 0 0 0 19 0 0 5 33
Least squares estimation of a shift in linear processes 0 1 3 127 4 7 27 342
Likelihood approach to dynamic panel models with interactive effects 0 0 2 142 0 0 13 274
Likelihood ratio test for structural changes in factor models 0 0 0 25 4 6 15 57
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 0 64 6 11 18 177
Maximum likelihood estimation and inference for approximate factor models of high dimension 0 0 1 176 1 1 12 342
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 1 89 3 5 13 248
Olive: a simple method for estimating betas when factors are measured with error 0 0 0 55 2 8 13 184
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 2 3 728 4 13 31 1,532
Panel Cointegration with Global Stochastic Trends 0 0 0 471 4 6 21 1,068
Panel data models with grouped factor structure under unknown group membership 0 0 2 162 4 6 21 313
Practical notes on panel data models with interactive effects 1 1 2 107 2 3 9 101
Principal Components and Regularized Estimation of Factor Models 0 1 3 87 2 15 34 206
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 1 1 86 1 7 17 185
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 0 48 2 4 17 105
Robust Principal Component Analysis with Non-Sparse Errors 0 0 0 42 0 0 6 70
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 0 0 1 5 1 5 19 33
Simpler Proofs for Approximate Factor Models of Large Dimensions 0 0 3 54 1 3 14 77
Spatial panel data models with common shocks 1 1 2 113 1 2 21 240
Standard Errors for Panel Data Models with Unknown Clusters 0 0 0 47 1 1 10 109
Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses 0 0 0 0 1 3 10 319
Structural changes, common stochastic trends and unit roots in panel data 0 0 1 537 1 2 16 1,091
Taxonomy and Estimation of Multiple Breakpoints in High-Dimensional Factor Models 0 0 5 6 0 3 28 30
Testing Panel Cointegration with Unobservable Dynamic Common Factors 0 0 0 102 6 8 17 262
Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach 0 0 0 0 0 1 39 443
Tests for Skewness, Kurtosis, and Normality for Time Series Data 1 2 5 4,598 13 19 45 19,921
The Impact of 1989 California Major Anti-Smoking Legislation on Cigarette Consumption: Three Years Later 0 0 0 0 0 0 8 834
The Impact of a Large Tax Increase on Cigarette Consumption: The Case of California 0 0 0 1 1 2 4 293
Theory and Applications of TAR Model with Two Threshold Variables 0 0 2 45 5 16 31 214
Theory and methods of panel data models with interactive effects 0 0 0 129 3 4 16 289
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 2 4 12 469 6 16 49 1,501
Weak convergence of the sequential empirical processes of residuals in ARMA models 0 0 3 26 2 4 14 103
the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later 0 0 1 2 0 0 5 22
the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California 0 0 0 5 0 2 3 36
Total Working Papers 10 35 158 18,538 242 499 1,580 66,069
1 registered items for which data could not be found

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 0 0 43 1 4 14 113
A PANIC Attack on Unit Roots and Cointegration 0 1 2 1,044 14 19 42 3,141
A consistent test for conditional symmetry in time series models 0 0 0 58 3 3 12 228
A simple new test for slope homogeneity in panel data models with interactive effects 0 1 1 39 2 8 21 156
Approximate factor models with weaker loadings 0 1 1 4 3 10 35 50
Asset Pricing with a General Multifactor Structure 0 1 8 139 2 4 21 262
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 0 2 19 0 2 15 57
Boosting diffusion indices 0 0 1 114 2 4 16 426
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 2 3 4 40 3 12 39 138
Common breaks in means and variances for panel data 0 0 0 199 2 5 19 470
Computation and analysis of multiple structural change models 3 23 63 3,146 37 109 353 7,695
Conditional Markov chain and its application in economic time series analysis 0 0 0 0 2 3 12 177
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 1 1 2 201 3 12 33 758
Critical values for multiple structural change tests 0 0 0 450 4 13 31 1,104
Cross‐Sectional Dependence in Panel Data Models: A Special Issue 0 0 0 83 2 8 18 188
Determining the Number of Factors in Approximate Factor Models 0 0 0 1,297 22 31 101 5,128
Determining the Number of Primitive Shocks in Factor Models 0 0 0 383 1 5 18 877
Dynamic spatial panel data models with common shocks 0 0 4 29 2 10 35 102
Econometric Analysis of Large Factor Models 0 0 2 50 2 5 13 178
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 0 88 3 5 21 276
Estimating High Dimensional Covariance Matrices and its Applications 0 1 6 279 4 8 36 1,052
Estimating Multiple Breaks One at a Time 0 1 3 355 2 7 23 777
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 9 37 61 189 5,228
Estimating cross-section common stochastic trends in nonstationary panel data 0 0 0 326 2 4 19 746
Estimation Of A Change Point In Multiple Regression Models 2 2 5 973 4 13 34 2,603
Estimation and Inference of FAVAR Models 0 0 3 30 1 4 13 129
Estimation and inference of change points in high-dimensional factor models 0 0 1 17 3 5 37 94
Evaluating latent and observed factors in macroeconomics and finance 0 0 5 373 2 9 38 916
Extremum Estimation when the Predictors are Estimated from Large Panels 0 0 0 41 6 13 24 278
Factor-based imputation of missing values and covariances in panel data of large dimensions 0 0 0 6 2 3 14 49
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 0 4 98 4 7 33 408
Feasible generalized least squares for panel data with cross-sectional and serial correlations 2 5 36 86 15 41 147 371
Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method 0 0 2 75 1 1 13 268
Forecasting economic time series using targeted predictors 1 5 33 872 8 19 133 2,226
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 1 3 14 317
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT 0 0 1 113 0 2 14 289
Identification and Bayesian Estimation of Dynamic Factor Models 0 3 13 143 3 7 38 343
Identification theory for high dimensional static and dynamic factor models 0 2 6 129 0 3 21 348
Inferences in panel data with interactive effects using large covariance matrices 0 0 0 65 0 1 13 172
Inferential Theory for Factor Models of Large Dimensions 0 0 0 332 12 20 62 1,338
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES 1 1 2 21 1 2 14 89
Large Dimensional Factor Analysis 0 2 13 166 7 14 94 509
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 0 0 6 14
Least Absolute Deviation Estimation of a Shift 0 0 0 56 3 4 14 293
Likelihood approach to dynamic panel models with interactive effects 0 0 2 10 7 14 34 54
Likelihood ratio tests for multiple structural changes 0 0 0 269 1 5 17 590
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 2 14 2 5 29 69
Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension 0 0 2 112 0 3 19 322
OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR 0 0 0 0 2 8 16 201
ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS 0 0 0 0 1 2 9 18
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 0 0 1 103 4 6 20 275
Panel Data Models With Interactive Fixed Effects 4 11 42 617 21 47 143 1,774
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 0 4 65 6 8 30 221
Panel cointegration with global stochastic trends 1 2 4 308 1 4 25 821
Principal components estimation and identification of static factors 0 0 2 177 1 5 29 617
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 0 3 28 5 7 23 120
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 1 7 0 1 14 39
Rank regularized estimation of approximate factor models 0 0 3 42 2 6 20 136
Reprint of: The likelihood ratio test for structural changes in factor models 0 0 0 0 3 4 17 22
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 1 2 7 9 3 6 20 25
Selecting Instrumental Variables in a Data Rich Environment 0 0 1 174 6 9 17 499
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 1 2 18 0 2 11 47
Special Issue on Big Data 0 0 0 7 2 3 9 51
Standard errors for panel data models with unknown clusters 0 4 6 8 4 14 34 47
Structural Changes in High Dimensional Factor Models 0 0 2 57 1 2 18 143
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 0 0 8 332 6 7 34 895
Testing For and Dating Common Breaks in Multivariate Time Series 0 0 0 588 1 4 20 1,358
Testing Parametric Conditional Distributions of Dynamic Models 0 0 0 171 2 5 18 519
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach 0 0 0 140 0 1 13 667
Testing multivariate distributions in GARCH models 0 0 1 131 2 2 7 324
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors 0 0 0 46 1 2 13 132
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 1 312 8 14 27 913
The likelihood ratio test for structural changes in factor models 0 0 2 5 4 8 32 44
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 0 3 11 47
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 1 2 6 286 6 11 28 681
Total Journal Articles 19 75 325 16,074 330 741 2,669 52,052

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
COMMONBREAKS: MATLAB functions to estimate common breaks for panel data 0 1 1 45 1 6 14 185
INTERACTIVEEFFECTS: MATLAB function to estimate interactive fixed effects models 1 1 18 752 2 4 42 1,654
Total Software Items 1 2 19 797 3 10 56 1,839

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06