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 0 0 2 597
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 1 1 491 1 2 3 1,350
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 0 9 2,519
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 0 1 8 1,094
A Quantile-based Asset Pricing Model 0 0 0 65 0 1 4 98
A Test for Conditional Symmetry in Time Series Models 0 0 0 470 0 1 1 2,021
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 1 1 1 489
Approximate Factor Models with Weaker Loadings 0 1 2 62 0 3 8 64
Bayesian inference for dynamic spatial quantile models with interactive effects 1 1 8 8 1 3 9 9
Bayesian inference for dynamic spatial quantile models with interactive effects 1 1 1 1 1 1 2 2
Causal inference using factor models 0 1 7 49 1 4 30 65
Computation and Analysis of Multiple Structural-Change Models 0 0 4 2,524 5 8 32 5,376
Conditional Markov chain and its application in economic time series analysis 0 0 1 451 0 0 4 1,642
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 0 1 220 0 1 4 506
Determining the Number of Factors in Approximate Factor Models 2 5 22 1,467 3 19 69 4,737
Determining the Number of Factors in Approximate Factor Models 0 1 5 404 0 1 12 1,162
Efficiency of QMLE for dynamic panel data models with interactive effects 0 2 2 12 0 4 11 23
Efficient Estimation of Approximate Factor Models 0 0 0 103 1 1 4 217
Estimating & Testing Linear Models with Multiple Structural Changes 0 0 0 0 1 1 2 1,070
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 9 771 4 7 28 2,007
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 10 0 4 14 1,996
Estimation and inference of FAVAR models 1 2 3 466 2 10 19 1,575
Estimation of Structural Change Based on Wald-Type Statistics 0 0 0 0 3 4 7 704
Estimation of multiple-regime regressions with least absolutes deviation 0 0 0 17 1 1 2 83
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 0 0 540 0 0 2 1,371
Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions 0 1 2 43 1 3 7 84
Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations 1 8 31 206 7 26 112 800
Identification and estimation of dynamic factor models 0 1 2 308 4 6 11 686
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity 0 0 2 19 0 0 8 28
Least squares estimation of a shift in linear processes 1 2 5 126 1 2 8 317
Likelihood approach to dynamic panel models with interactive effects 0 0 2 142 0 3 7 266
Likelihood ratio test for structural changes in factor models 0 0 0 25 1 3 8 45
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 0 64 1 3 6 162
Maximum likelihood estimation and inference for approximate factor models of high dimension 0 0 0 175 1 1 4 331
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 1 88 0 0 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 3 10 1,504
Panel Cointegration with Global Stochastic Trends 0 0 0 471 2 3 6 1,050
Panel data models with grouped factor structure under unknown group membership 0 0 1 160 1 1 10 293
Practical notes on panel data models with interactive effects 0 0 1 105 0 0 2 92
Principal Components and Regularized Estimation of Factor Models 0 0 2 84 0 2 6 175
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 3 85 1 3 12 172
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 0 48 1 1 7 89
Robust Principal Component Analysis with Non-Sparse Errors 0 0 0 42 0 1 1 65
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 1 1 3 5 2 3 10 17
Simpler Proofs for Approximate Factor Models of Large Dimensions 0 0 2 52 0 1 6 65
Spatial panel data models with common shocks 0 0 0 111 0 3 7 223
Standard Errors for Panel Data Models with Unknown Clusters 0 0 1 47 1 2 3 101
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 0 1 1 537 0 3 7 1,078
Taxonomy and Estimation of Multiple Breakpoints in High-Dimensional Factor Models 1 1 3 3 1 3 9 9
Testing Panel Cointegration with Unobservable Dynamic Common Factors 0 0 1 102 0 1 5 246
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 4,594 3 6 15 19,883
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 1 2 4 45 4 5 8 188
Theory and methods of panel data models with interactive effects 0 0 0 129 0 0 4 273
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 1 4 9 463 3 10 38 1,464
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 1 1 1 2 1 1 2 18
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 12 39 152 18,430 62 177 647 64,702
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 1 2 100
A PANIC Attack on Unit Roots and Cointegration 1 1 6 1,043 1 1 20 3,102
A consistent test for conditional symmetry in time series models 0 0 1 58 0 0 5 216
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 3 38 0 0 6 135
Approximate factor models with weaker loadings 0 0 2 3 0 2 10 17
Asset Pricing with a General Multifactor Structure 0 1 8 132 0 1 13 243
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 1 7 18 0 1 14 44
Boosting diffusion indices 0 0 2 114 0 1 6 412
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 1 1 4 37 1 3 14 103
Common breaks in means and variances for panel data 0 0 2 199 0 2 7 454
Computation and analysis of multiple structural change models 5 11 33 3,100 28 52 162 7,413
Conditional Markov chain and its application in economic time series analysis 0 0 0 0 0 0 1 165
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 0 0 2 199 1 1 3 726
Critical values for multiple structural change tests 0 0 0 450 1 1 12 1,076
Cross‐Sectional Dependence in Panel Data Models: A Special Issue 0 0 3 83 0 3 9 173
Determining the Number of Factors in Approximate Factor Models 0 0 0 1,297 5 11 37 5,039
Determining the Number of Primitive Shocks in Factor Models 0 0 1 383 1 1 7 861
Dynamic spatial panel data models with common shocks 0 0 3 25 3 3 11 72
Econometric Analysis of Large Factor Models 0 1 10 49 0 1 22 166
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 1 88 0 0 7 256
Estimating High Dimensional Covariance Matrices and its Applications 1 2 5 276 3 7 17 1,024
Estimating Multiple Breaks One at a Time 0 0 4 352 0 1 18 756
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 9 11 21 80 5,065
Estimating cross-section common stochastic trends in nonstationary panel data 0 0 1 326 2 2 7 729
Estimation Of A Change Point In Multiple Regression Models 0 1 10 970 1 5 25 2,578
Estimation and Inference of FAVAR Models 2 3 5 30 2 3 7 119
Estimation and inference of change points in high-dimensional factor models 0 0 1 16 0 4 14 61
Evaluating latent and observed factors in macroeconomics and finance 2 2 7 370 2 3 28 885
Extremum Estimation when the Predictors are Estimated from Large Panels 0 0 0 41 0 1 3 256
Factor-based imputation of missing values and covariances in panel data of large dimensions 0 0 2 6 1 4 9 39
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 1 2 95 0 1 8 378
Feasible generalized least squares for panel data with cross-sectional and serial correlations 2 7 23 59 4 18 88 249
Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method 0 0 1 74 3 4 7 260
Forecasting economic time series using targeted predictors 2 10 38 856 14 44 128 2,155
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 0 4 112 1 1 8 276
Identification and Bayesian Estimation of Dynamic Factor Models 0 3 21 136 0 5 41 314
Identification theory for high dimensional static and dynamic factor models 1 1 13 125 5 6 27 336
Inferences in panel data with interactive effects using large covariance matrices 0 0 0 65 2 4 6 163
Inferential Theory for Factor Models of Large Dimensions 0 0 0 332 3 5 21 1,283
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES 1 1 1 20 2 2 3 77
Large Dimensional Factor Analysis 0 2 22 155 5 15 58 435
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 0 7 280
Likelihood approach to dynamic panel models with interactive effects 0 2 7 10 1 5 18 25
Likelihood ratio tests for multiple structural changes 0 0 0 269 0 1 6 575
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 1 4 13 2 7 19 49
Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension 0 0 4 110 0 3 14 308
OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR 0 0 0 0 0 0 2 185
ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS 0 0 0 0 1 1 1 10
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 0 0 2 102 1 1 6 257
Panel Data Models With Interactive Fixed Effects 1 9 42 587 6 21 100 1,659
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 0 6 63 0 2 19 197
Panel cointegration with global stochastic trends 0 0 0 304 2 3 5 799
Principal components estimation and identification of static factors 0 1 5 177 1 5 15 595
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 0 6 27 0 1 25 100
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 1 1 2 7 1 2 11 27
Rank regularized estimation of approximate factor models 0 2 4 42 1 4 9 122
Reprint of: The likelihood ratio test for structural changes in factor models 0 0 0 0 1 1 6 6
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 3 3 5 5 3 4 11 11
Selecting Instrumental Variables in a Data Rich Environment 0 0 0 173 0 0 2 483
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 0 1 17 0 1 4 38
Special Issue on Big Data 0 0 0 7 2 3 4 45
Standard errors for panel data models with unknown clusters 1 1 1 3 4 4 14 18
Structural Changes in High Dimensional Factor Models 0 0 2 55 0 1 6 127
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 1 2 16 328 1 10 36 875
Testing For and Dating Common Breaks in Multivariate Time Series 0 0 0 588 0 3 7 1,342
Testing Parametric Conditional Distributions of Dynamic Models 0 0 1 171 0 0 7 501
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach 0 0 1 140 1 1 4 656
Testing multivariate distributions in GARCH models 0 0 1 131 1 2 5 320
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors 0 0 2 46 1 3 8 122
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 1 2 312 0 1 9 888
The likelihood ratio test for structural changes in factor models 0 1 1 4 1 4 8 17
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 0 1 4 37
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 0 3 7 284 0 4 15 660
Total Journal Articles 25 76 371 15,862 134 340 1,384 49,856


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 2 5 173
INTERACTIVEEFFECTS: MATLAB function to estimate interactive fixed effects models 1 9 25 745 2 13 39 1,629
Total Software Items 1 9 25 789 3 15 44 1,802


Statistics updated 2025-09-05