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 2 1,347
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 1 3 3 595
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 1 1 893 4 6 29 2,504
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 1 5 7 1,080
A Quantile-based Asset Pricing Model 0 0 1 65 0 0 4 87
A Test for Conditional Symmetry in Time Series Models 0 0 1 468 1 2 4 2,018
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 0 70 0 2 3 122
An Inequality for Vector-Valued Martingales and Its Applications 0 0 0 0 0 0 0 488
Approximate Factor Models with Weaker Loadings 0 1 9 60 0 2 18 48
Computation and Analysis of Multiple Structural-Change Models 2 3 8 2,518 2 8 47 5,336
Conditional Markov chain and its application in economic time series analysis 0 1 3 449 0 1 6 1,634
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 0 0 219 0 1 1 501
Determining the Number of Factors in Approximate Factor Models 0 1 6 399 0 3 17 1,142
Determining the Number of Factors in Approximate Factor Models 0 1 4 1,440 2 10 57 4,646
Efficient Estimation of Approximate Factor Models 0 0 1 103 0 0 2 212
Estimating & Testing Linear Models with Multiple Structural Changes 0 0 0 0 0 1 5 1,065
Estimating Multiple Breaks One at a Time 0 0 0 0 0 2 5 1,186
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 10 2 5 18 1,972
Estimating and Testing Linear Models with Multiple Structural Changes 0 4 15 758 2 18 58 1,969
Estimation and inference of FAVAR models 0 2 3 463 0 2 5 1,553
Estimation of Structural Change Based on Wald-Type Statistics 0 0 0 0 1 2 6 694
Estimation of multiple-regime regressions with least absolutes deviation 0 0 0 17 0 0 0 80
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 2 7 540 0 3 13 1,364
Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions 2 2 4 40 2 2 11 73
Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations 5 9 48 159 14 33 212 631
Identification and estimation of dynamic factor models 0 0 0 305 1 1 3 673
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity 0 0 4 16 0 0 7 19
Least squares estimation of a shift in linear processes 0 1 5 121 0 3 15 307
Likelihood approach to dynamic panel models with interactive effects 0 0 5 140 1 1 11 257
Likelihood ratio test for structural changes in factor models 0 3 7 23 0 5 23 31
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 1 1 4 62 2 2 19 150
Maximum likelihood estimation and inference for approximate factor models of high dimension 0 0 2 172 0 0 2 323
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 2 87 0 0 4 227
Olive: a simple method for estimating betas when factors are measured with error 0 1 1 55 0 2 2 166
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 1 2 722 0 1 5 1,492
Panel Cointegration with Global Stochastic Trends 0 0 1 470 0 1 8 1,040
Panel data models with grouped factor structure under unknown group membership 0 0 3 159 1 1 7 281
Practical notes on panel data models with interactive effects 0 0 1 103 0 0 3 89
Principal Components and Regularized Estimation of Factor Models 0 0 0 82 0 0 6 166
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 1 3 80 0 2 15 156
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 1 47 0 2 10 74
Robust Principal Component Analysis with Non-Sparse Errors 0 0 2 42 0 0 5 64
Simpler Proofs for Approximate Factor Models of Large Dimensions 0 0 1 49 1 2 7 55
Spatial panel data models with common shocks 0 0 0 109 0 4 4 212
Standard Errors for Panel Data Models with Unknown Clusters 1 2 7 46 2 3 10 97
Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses 0 0 0 0 1 1 1 309
Structural changes, common stochastic trends and unit roots in panel data 1 1 1 535 1 1 4 1,070
Testing Panel Cointegration with Unobservable Dynamic Common Factors 0 0 0 101 0 0 1 241
Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach 0 0 0 0 0 0 0 403
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 3 4,587 1 6 20 19,859
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 0 287
Theory and Applications of TAR Model with Two Threshold Variables 1 1 4 40 2 2 11 169
Theory and methods of panel data models with interactive effects 0 0 2 129 0 0 5 269
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 3 5 27 444 4 11 87 1,395
Weak convergence of the sequential empirical processes of residuals in ARMA models 0 0 0 22 0 0 1 87
the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later 0 0 0 1 0 0 0 16
the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California 0 0 0 5 0 0 1 31
Total Working Papers 16 44 199 18,161 49 162 830 63,717


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 1 1 98
A PANIC Attack on Unit Roots and Cointegration 0 0 0 1,033 2 5 13 3,064
A consistent test for conditional symmetry in time series models 0 0 1 57 1 1 3 209
A simple new test for slope homogeneity in panel data models with interactive effects 0 1 2 34 0 3 9 122
Asset Pricing with a General Multifactor Structure 2 7 24 118 2 7 26 220
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 0 1 11 0 4 10 26
Boosting diffusion indices 1 2 3 110 1 3 7 401
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 1 5 28 1 2 8 82
Common breaks in means and variances for panel data 1 1 5 191 1 2 14 437
Computation and analysis of multiple structural change models 6 14 48 3,030 19 52 171 7,098
Conditional Markov chain and its application in economic time series analysis 0 0 0 0 0 0 2 161
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 0 0 3 196 1 1 11 717
Critical values for multiple structural change tests 0 0 0 450 1 3 13 1,060
Cross‐Sectional Dependence in Panel Data Models: A Special Issue 0 2 7 77 0 2 10 161
Determining the Number of Factors in Approximate Factor Models 0 0 0 1,297 5 22 97 4,965
Determining the Number of Primitive Shocks in Factor Models 0 1 6 381 0 2 12 853
Dynamic spatial panel data models with common shocks 0 1 5 20 1 3 16 55
Econometric Analysis of Large Factor Models 1 1 4 38 1 2 11 136
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 3 85 1 3 12 246
Estimating High Dimensional Covariance Matrices and its Applications 0 0 6 270 2 5 38 1,001
Estimating Multiple Breaks One at a Time 1 1 9 343 4 10 35 725
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 9 4 32 98 4,939
Estimating cross-section common stochastic trends in nonstationary panel data 0 1 3 325 0 1 13 720
Estimation Of A Change Point In Multiple Regression Models 3 5 21 949 8 14 56 2,531
Estimation and Inference of FAVAR Models 0 3 6 23 0 6 17 102
Estimation and inference of change points in high-dimensional factor models 0 0 6 14 1 4 12 43
Evaluating latent and observed factors in macroeconomics and finance 0 5 12 357 0 8 22 841
Extremum Estimation when the Predictors are Estimated from Large Panels 0 1 2 41 0 2 5 253
Factor-based imputation of missing values and covariances in panel data of large dimensions 0 1 2 2 2 10 19 19
Fama–MacBeth two-pass regressions: Improving risk premia estimates 1 1 5 92 2 2 17 364
Feasible generalized least squares for panel data with cross-sectional and serial correlations 2 7 15 26 6 22 58 113
Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method 0 1 1 73 0 2 3 253
Forecasting economic time series using targeted predictors 5 13 60 776 15 39 163 1,933
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 0 0 0 301
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT 0 1 4 107 1 2 8 263
Identification and Bayesian Estimation of Dynamic Factor Models 1 4 8 104 2 7 27 252
Identification theory for high dimensional static and dynamic factor models 0 0 4 110 0 0 7 303
Inferences in panel data with interactive effects using large covariance matrices 1 1 6 61 2 3 11 152
Inferential Theory for Factor Models of Large Dimensions 0 0 0 332 2 10 41 1,254
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES 0 1 4 17 1 4 12 66
Large Dimensional Factor Analysis 1 6 16 127 2 9 37 357
Least Absolute Deviation Estimation of a Shift 0 0 0 55 1 2 6 271
Likelihood ratio tests for multiple structural changes 0 1 3 269 0 2 4 569
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 1 4 7 1 3 11 23
Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension 0 1 9 101 0 4 25 283
OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR 0 0 0 0 0 0 0 182
ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS 0 0 0 0 0 0 1 9
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 0 0 1 100 1 1 2 251
Panel Data Models With Interactive Fixed Effects 4 4 27 527 9 19 92 1,503
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 0 6 55 1 1 16 170
Panel cointegration with global stochastic trends 0 1 6 298 1 5 22 785
Principal components estimation and identification of static factors 0 2 16 168 2 12 41 571
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 3 6 18 1 7 22 69
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 1 1 0 3 9 9
Rank regularized estimation of approximate factor models 0 1 2 34 1 2 10 106
Selecting Instrumental Variables in a Data Rich Environment 0 0 0 173 0 0 0 481
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 1 1 1 15 2 2 3 32
Special Issue on Big Data 0 0 0 7 0 0 2 39
Structural Changes in High Dimensional Factor Models 0 0 4 52 1 1 5 118
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 1 1 6 309 2 6 25 828
Testing For and Dating Common Breaks in Multivariate Time Series 0 3 12 588 0 5 24 1,335
Testing Parametric Conditional Distributions of Dynamic Models 0 0 0 165 0 0 0 489
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach 0 0 0 139 0 1 3 651
Testing multivariate distributions in GARCH models 0 0 2 129 0 0 3 311
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors 0 0 1 44 0 0 1 113
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 1 4 307 3 5 17 865
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 0 0 0 31
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 2 3 21 269 4 6 31 634
Total Journal Articles 34 106 439 15,233 122 397 1,520 47,624


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 2 44 2 2 7 168
INTERACTIVEEFFECTS: MATLAB function to estimate interactive fixed effects models 1 4 25 707 2 7 46 1,566
Total Software Items 1 4 27 751 4 9 53 1,734


Statistics updated 2024-02-04