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 1 1 1 491 1 1 2 1,349
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 0 10 2,519
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 1 1 9 1,094
A Quantile-based Asset Pricing Model 0 0 0 65 1 1 7 98
A Test for Conditional Symmetry in Time Series Models 0 0 0 470 1 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 0 0 0 488
Approximate Factor Models with Weaker Loadings 1 1 2 62 3 4 9 64
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 0 0 0 0 1 1
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 7 7 1 2 8 8
Causal inference using factor models 0 1 9 49 1 5 34 64
Computation and Analysis of Multiple Structural-Change Models 0 1 5 2,524 1 5 28 5,371
Conditional Markov chain and its application in economic time series analysis 0 1 1 451 0 1 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 0 1 5 404 0 1 13 1,162
Determining the Number of Factors in Approximate Factor Models 1 5 20 1,465 9 23 70 4,734
Efficiency of QMLE for dynamic panel data models with interactive effects 1 2 2 12 3 4 11 23
Efficient Estimation of Approximate Factor Models 0 0 0 103 0 0 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 0 0 10 3 4 16 1,996
Estimating and Testing Linear Models with Multiple Structural Changes 1 1 9 771 2 3 24 2,003
Estimation and inference of FAVAR models 1 1 2 465 2 11 17 1,573
Estimation of Structural Change Based on Wald-Type Statistics 0 0 0 0 0 1 5 701
Estimation of multiple-regime regressions with least absolutes deviation 0 0 0 17 0 0 1 82
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 1 1 2 43 2 2 6 83
Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations 3 8 32 205 10 25 117 793
Identification and estimation of dynamic factor models 0 2 3 308 1 3 9 682
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 1 4 125 1 1 7 316
Likelihood approach to dynamic panel models with interactive effects 0 2 2 142 3 5 7 266
Likelihood ratio test for structural changes in factor models 0 0 0 25 2 2 7 44
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 0 0 64 0 2 6 161
Maximum likelihood estimation and inference for approximate factor models of high dimension 0 0 1 175 0 0 4 330
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 2 9 1,503
Panel Cointegration with Global Stochastic Trends 0 0 0 471 0 1 4 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 1 105 0 0 2 92
Principal Components and Regularized Estimation of Factor Models 0 0 2 84 0 3 6 175
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 4 85 2 3 12 171
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 1 48 0 0 9 88
Robust Principal Component Analysis with Non-Sparse Errors 0 0 0 42 1 1 1 65
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 0 0 3 4 1 1 10 15
Simpler Proofs for Approximate Factor Models of Large Dimensions 0 1 2 52 0 2 6 65
Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models 0 1 2 2 1 6 8 8
Spatial panel data models with common shocks 0 0 1 111 2 4 8 223
Standard Errors for Panel Data Models with Unknown Clusters 0 0 1 47 1 1 2 100
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 2 3 7 1,078
Testing Panel Cointegration with Unobservable Dynamic Common Factors 0 0 1 102 1 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 1 1 4 4,594 2 4 14 19,880
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 1 3 44 1 1 5 184
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 0 5 8 462 2 9 36 1,461
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 13 39 151 18,418 65 152 632 64,640
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 7 1,042 0 2 22 3,101
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 8 135
Approximate factor models with weaker loadings 0 0 2 3 1 2 12 17
Asset Pricing with a General Multifactor Structure 0 1 8 132 0 2 13 243
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 1 7 18 0 2 16 44
Boosting diffusion indices 0 1 2 114 1 2 7 412
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 0 3 36 2 3 13 102
Common breaks in means and variances for panel data 0 0 2 199 2 3 7 454
Computation and analysis of multiple structural change models 4 12 31 3,095 13 43 147 7,385
Conditional Markov chain and its application in economic time series analysis 0 0 0 0 0 0 2 165
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 2 11 1,075
Cross‐Sectional Dependence in Panel Data Models: A Special Issue 0 0 4 83 3 3 10 173
Determining the Number of Factors in Approximate Factor Models 0 0 0 1,297 4 7 36 5,034
Determining the Number of Primitive Shocks in Factor Models 0 0 1 383 0 1 6 860
Dynamic spatial panel data models with common shocks 0 0 3 25 0 2 9 69
Econometric Analysis of Large Factor Models 1 1 11 49 1 1 24 166
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 1 88 0 1 7 256
Estimating High Dimensional Covariance Matrices and its Applications 1 2 4 275 1 5 14 1,021
Estimating Multiple Breaks One at a Time 0 0 4 352 0 2 18 756
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 9 8 15 72 5,054
Estimating cross-section common stochastic trends in nonstationary panel data 0 0 1 326 0 0 5 727
Estimation Of A Change Point In Multiple Regression Models 0 2 10 970 3 8 26 2,577
Estimation and Inference of FAVAR Models 0 1 4 28 0 1 7 117
Estimation and inference of change points in high-dimensional factor models 0 0 1 16 3 4 14 61
Evaluating latent and observed factors in macroeconomics and finance 0 0 5 368 1 5 28 883
Extremum Estimation when the Predictors are Estimated from Large Panels 0 0 0 41 0 2 3 256
Factor-based imputation of missing values and covariances in panel data of large dimensions 0 0 2 6 1 3 8 38
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 1 2 95 0 3 9 378
Feasible generalized least squares for panel data with cross-sectional and serial correlations 3 7 22 57 8 21 88 245
Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method 0 1 1 74 0 2 4 257
Forecasting economic time series using targeted predictors 4 15 38 854 11 48 118 2,141
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 0 0 8 275
Identification and Bayesian Estimation of Dynamic Factor Models 0 6 23 136 2 9 45 314
Identification theory for high dimensional static and dynamic factor models 0 1 12 124 0 4 23 331
Inferences in panel data with interactive effects using large covariance matrices 0 0 0 65 2 2 4 161
Inferential Theory for Factor Models of Large Dimensions 0 0 0 332 1 4 19 1,280
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES 0 0 0 19 0 0 1 75
Large Dimensional Factor Analysis 2 2 23 155 5 15 58 430
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 1 7 280
Likelihood approach to dynamic panel models with interactive effects 2 2 7 10 4 4 17 24
Likelihood ratio tests for multiple structural changes 0 0 0 269 1 2 6 575
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 0 1 4 13 3 7 17 47
Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension 0 0 4 110 2 5 16 308
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 0 0 0 9
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 0 0 2 102 0 1 5 256
Panel Data Models With Interactive Fixed Effects 2 11 43 586 5 22 103 1,653
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 2 6 63 2 6 20 197
Panel cointegration with global stochastic trends 0 0 0 304 1 1 3 797
Principal components estimation and identification of static factors 1 2 6 177 3 6 16 594
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 2 6 27 1 3 26 100
Quasi-maximum likelihood estimation of break point in high-dimensional factor models 0 0 3 6 0 1 13 26
Rank regularized estimation of approximate factor models 2 3 4 42 3 5 9 121
Reprint of: The likelihood ratio test for structural changes in factor models 0 0 0 0 0 0 5 5
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 0 0 2 2 1 3 8 8
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 1 2 4 38
Special Issue on Big Data 0 0 0 7 1 1 2 43
Standard errors for panel data models with unknown clusters 0 0 0 2 0 1 10 14
Structural Changes in High Dimensional Factor Models 0 0 2 55 0 2 6 127
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 1 3 15 327 7 13 35 874
Testing For and Dating Common Breaks in Multivariate Time Series 0 0 0 588 2 4 7 1,342
Testing Parametric Conditional Distributions of Dynamic Models 0 0 2 171 0 0 8 501
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 1 2 4 319
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors 0 0 2 46 1 2 7 121
Tests for Skewness, Kurtosis, and Normality for Time Series Data 1 1 2 312 1 2 10 888
The likelihood ratio test for structural changes in factor models 0 1 2 4 0 4 8 16
Theory and Applications of TAR Model with Two Threshold Variables 0 0 0 2 1 1 5 37
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 1 4 7 284 2 7 15 660
Total Journal Articles 25 88 368 15,837 116 339 1,336 49,722


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 0 1 4 172
INTERACTIVEEFFECTS: MATLAB function to estimate interactive fixed effects models 3 10 24 744 4 15 38 1,627
Total Software Items 3 10 24 788 4 16 42 1,799


Statistics updated 2025-08-05