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 0 490 0 0 1 1,348
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 0 1 2 597
A Note on Spurious Break and Regime Shift in Cointegrating Relationship 0 0 0 0 0 0 0 529
A PANIC Attack on Unit Roots and Cointegration 0 0 1 894 0 2 11 2,519
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 0 1 9 1,093
A Quantile-based Asset Pricing Model 0 0 0 65 0 0 9 97
A Test for Conditional Symmetry in Time Series Models 0 0 0 470 0 0 0 2,020
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 0 70 0 0 2 125
An Inequality for Vector-Valued Martingales and Its Applications 0 0 0 0 0 0 0 488
Approximate Factor Models with Weaker Loadings 0 0 1 61 0 1 6 61
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 0 0 0 1 1 1
Bayesian inference for dynamic spatial quantile models with interactive effects 0 5 7 7 1 6 7 7
Causal inference using factor models 1 3 9 49 2 7 34 63
Computation and Analysis of Multiple Structural-Change Models 0 2 5 2,524 2 7 29 5,370
Conditional Markov chain and its application in economic time series analysis 0 1 1 451 0 2 5 1,642
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 0 1 220 1 1 4 506
Determining the Number of Factors in Approximate Factor Models 1 2 5 404 1 2 13 1,162
Determining the Number of Factors in Approximate Factor Models 2 7 20 1,464 7 19 62 4,725
Efficiency of QMLE for dynamic panel data models with interactive effects 1 1 1 11 1 1 8 20
Efficient Estimation of Approximate Factor Models 0 0 0 103 0 1 3 216
Estimating & Testing Linear Models with Multiple Structural Changes 0 0 0 0 0 0 1 1,069
Estimating Multiple Breaks One at a Time 0 0 0 0 0 0 2 1,191
Estimating and Testing Linear Models with Multiple Structural Changes 0 1 9 770 1 4 25 2,001
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 10 1 4 16 1,993
Estimation and inference of FAVAR models 0 0 1 464 6 9 15 1,571
Estimation of Structural Change Based on Wald-Type Statistics 0 0 0 0 1 1 5 701
Estimation of multiple-regime regressions with least absolutes deviation 0 0 0 17 0 1 1 82
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 0 0 540 0 0 3 1,371
Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions 0 1 1 42 0 1 4 81
Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations 4 8 31 202 9 24 111 783
Identification and estimation of dynamic factor models 1 2 3 308 1 4 8 681
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity 0 0 2 19 0 1 8 28
Least squares estimation of a shift in linear processes 0 0 3 124 0 0 6 315
Likelihood approach to dynamic panel models with interactive effects 0 2 2 142 0 3 4 263
Likelihood ratio test for structural changes in factor models 0 0 1 25 0 2 6 42
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 0 64 2 2 6 161
Maximum likelihood estimation and inference for approximate factor models of high dimension 0 0 2 175 0 1 6 330
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 1 88 0 2 6 235
Olive: a simple method for estimating betas when factors are measured with error 0 0 0 55 0 0 5 171
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 0 3 725 1 1 8 1,502
Panel Cointegration with Global Stochastic Trends 0 0 1 471 1 2 6 1,048
Panel data models with grouped factor structure under unknown group membership 0 0 1 160 0 0 9 292
Practical notes on panel data models with interactive effects 0 0 2 105 0 1 3 92
Principal Components and Regularized Estimation of Factor Models 0 1 2 84 2 4 6 175
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 4 85 0 1 11 169
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 1 48 0 0 11 88
Robust Principal Component Analysis with Non-Sparse Errors 0 0 0 42 0 0 0 64
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 0 0 3 4 0 0 13 14
Simpler Proofs for Approximate Factor Models of Large Dimensions 0 1 2 52 1 2 7 65
Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models 0 2 2 2 1 7 7 7
Spatial panel data models with common shocks 0 0 1 111 1 2 6 221
Standard Errors for Panel Data Models with Unknown Clusters 0 0 1 47 0 0 1 99
Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses 0 0 0 0 0 0 0 309
Structural changes, common stochastic trends and unit roots in panel data 1 1 2 537 1 2 6 1,076
Testing Panel Cointegration with Unobservable Dynamic Common Factors 0 0 1 102 0 1 4 245
Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach 0 0 0 0 0 0 0 404
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 1 4 4,593 1 4 14 19,878
The Impact of 1989 California Major Anti-Smoking Legislation on Cigarette Consumption: Three Years Later 0 0 0 0 0 0 0 826
The Impact of a Large Tax Increase on Cigarette Consumption: The Case of California 0 0 0 1 0 0 2 289
Theory and Applications of TAR Model with Two Threshold Variables 0 0 2 43 0 0 5 183
Theory and methods of panel data models with interactive effects 0 0 0 129 0 1 4 273
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 3 5 8 462 5 12 34 1,459
Weak convergence of the sequential empirical processes of residuals in ARMA models 0 0 1 23 0 0 2 89
the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later 0 0 0 1 0 0 1 17
the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California 0 0 0 5 0 0 2 33
Total Working Papers 14 46 148 18,405 50 151 606 64,575
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 0 0 1 99
A PANIC Attack on Unit Roots and Cointegration 0 0 9 1,042 0 4 25 3,101
A consistent test for conditional symmetry in time series models 0 1 1 58 0 3 5 216
A simple new test for slope homogeneity in panel data models with interactive effects 0 1 4 38 0 1 9 135
Approximate factor models with weaker loadings 0 0 2 3 1 1 11 16
Asset Pricing with a General Multifactor Structure 1 1 11 132 1 3 17 243
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 1 2 7 18 1 3 16 44
Boosting diffusion indices 0 1 2 114 0 1 6 411
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 0 4 36 0 1 12 100
Common breaks in means and variances for panel data 0 1 2 199 0 2 5 452
Computation and analysis of multiple structural change models 2 10 30 3,091 11 39 154 7,372
Conditional Markov chain and its application in economic time series analysis 0 0 0 0 0 0 4 165
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 0 0 3 199 0 0 3 725
Critical values for multiple structural change tests 0 0 0 450 0 4 12 1,075
Cross‐Sectional Dependence in Panel Data Models: A Special Issue 0 0 5 83 0 0 8 170
Determining the Number of Factors in Approximate Factor Models 0 0 0 1,297 2 4 34 5,030
Determining the Number of Primitive Shocks in Factor Models 0 0 1 383 0 2 6 860
Dynamic spatial panel data models with common shocks 0 0 3 25 0 2 10 69
Econometric Analysis of Large Factor Models 0 0 10 48 0 0 24 165
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 1 88 0 2 7 256
Estimating High Dimensional Covariance Matrices and its Applications 0 1 3 274 3 5 15 1,020
Estimating Multiple Breaks One at a Time 0 0 4 352 1 3 19 756
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 9 2 14 73 5,046
Estimating cross-section common stochastic trends in nonstationary panel data 0 0 1 326 0 0 6 727
Estimation Of A Change Point In Multiple Regression Models 1 3 10 970 1 7 25 2,574
Estimation and Inference of FAVAR Models 1 1 4 28 1 1 7 117
Estimation and inference of change points in high-dimensional factor models 0 0 1 16 1 2 11 58
Evaluating latent and observed factors in macroeconomics and finance 0 0 5 368 0 5 27 882
Extremum Estimation when the Predictors are Estimated from Large Panels 0 0 0 41 1 2 3 256
Factor-based imputation of missing values and covariances in panel data of large dimensions 0 1 2 6 2 4 9 37
Fama–MacBeth two-pass regressions: Improving risk premia estimates 1 1 3 95 1 3 10 378
Feasible generalized least squares for panel data with cross-sectional and serial correlations 2 9 19 54 6 25 88 237
Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method 0 1 1 74 1 2 4 257
Forecasting economic time series using targeted predictors 4 14 35 850 19 44 117 2,130
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 0 0 2 303
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT 0 1 4 112 0 2 8 275
Identification and Bayesian Estimation of Dynamic Factor Models 3 8 25 136 3 12 46 312
Identification theory for high dimensional static and dynamic factor models 0 2 12 124 1 5 24 331
Inferences in panel data with interactive effects using large covariance matrices 0 0 1 65 0 0 3 159
Inferential Theory for Factor Models of Large Dimensions 0 0 0 332 1 3 19 1,279
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES 0 0 0 19 0 0 1 75
Large Dimensional Factor Analysis 0 0 23 153 5 11 55 425
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 0 0 4 8
Least Absolute Deviation Estimation of a Shift 0 0 1 56 0 2 9 280
Likelihood approach to dynamic panel models with interactive effects 0 1 5 8 0 1 13 20
Likelihood ratio tests for multiple structural changes 0 0 0 269 0 2 5 574
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 1 1 5 13 2 5 15 44
Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension 0 1 6 110 1 5 17 306
OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR 0 0 0 0 0 1 2 185
ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS 0 0 0 0 0 0 0 9
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 0 1 2 102 0 2 5 256
Panel Data Models With Interactive Fixed Effects 6 10 44 584 10 23 105 1,648
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 3 6 63 0 7 18 195
Panel cointegration with global stochastic trends 0 0 1 304 0 1 4 796
Principal components estimation and identification of static factors 0 1 5 176 1 4 13 591
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 2 8 27 0 3 27 99
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 4 6 1 1 15 26
Rank regularized estimation of approximate factor models 0 1 2 40 0 2 6 118
Reprint of: The likelihood ratio test for structural changes in factor models 0 0 0 0 0 1 5 5
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 0 0 2 2 0 4 7 7
Selecting Instrumental Variables in a Data Rich Environment 0 0 0 173 0 1 2 483
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 1 1 17 0 1 3 37
Special Issue on Big Data 0 0 0 7 0 0 2 42
Standard errors for panel data models with unknown clusters 0 0 0 2 0 2 10 14
Structural Changes in High Dimensional Factor Models 0 0 2 55 1 2 6 127
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 0 4 14 326 2 10 29 867
Testing For and Dating Common Breaks in Multivariate Time Series 0 0 0 588 1 2 5 1,340
Testing Parametric Conditional Distributions of Dynamic Models 0 1 3 171 0 1 9 501
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach 0 0 1 140 0 1 3 655
Testing multivariate distributions in GARCH models 0 1 1 131 0 1 4 318
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors 0 1 2 46 1 2 7 120
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 2 311 0 2 11 887
The likelihood ratio test for structural changes in factor models 1 1 2 4 3 4 8 16
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 0 1 4 36
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 2 4 6 283 2 6 14 658
Total Journal Articles 26 93 373 15,812 90 322 1,328 49,606


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 0 0 44 1 3 4 172
INTERACTIVEEFFECTS: MATLAB function to estimate interactive fixed effects models 5 9 22 741 7 15 36 1,623
Total Software Items 5 9 22 785 8 18 40 1,795


Statistics updated 2025-07-04