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 2 484 3 4 17 1,319
A New Look at Panel Testing of Stationarity and the PPP Hypothesis 0 0 0 87 0 1 4 585
A Note on Spurious Break and Regime Shift in Cointegrating Relationship 0 0 0 0 0 2 8 527
A PANIC Attack on Unit Roots and Cointegration 0 0 1 890 2 6 36 2,378
A Panic Attack on Unit Roots and Cointegration 0 0 0 158 3 3 34 1,055
A Quantile-based Asset Pricing Model 1 1 7 52 3 6 26 44
A Test for Conditional Symmetry in Time Series Models 0 0 0 465 0 1 4 2,002
A simple new test for slope homogeneity in panel data models with interactive effects 1 1 2 63 1 1 7 106
An Inequality for Vector-Valued Martingales and Its Applications 0 0 0 0 0 2 6 486
Computation and Analysis of Multiple Structural-Change Models 0 4 12 2,495 4 16 54 5,199
Conditional Markov chain and its application in economic time series analysis 1 2 8 427 20 63 140 1,507
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor 0 0 2 216 0 0 6 491
Determining the Number of Factors in Approximate Factor Models 4 8 19 1,415 10 20 71 4,455
Determining the Number of Factors in Approximate Factor Models 0 0 2 389 2 7 42 1,081
Efficient Estimation of Approximate Factor Models 0 0 1 101 1 1 7 206
Estimating & Testing Linear Models with Multiple Structural Changes 0 0 0 0 1 4 11 1,045
Estimating Multiple Breaks One at a Time 0 0 0 0 1 4 18 1,164
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 10 4 9 48 1,891
Estimating and Testing Linear Models with Multiple Structural Changes 3 8 22 715 13 29 94 1,811
Estimation and inference of FAVAR models 3 7 25 431 15 43 252 1,433
Estimation of Structural Change Based on Wald-Type Statistics 0 0 0 0 2 4 15 664
Estimation of multiple-regime regressions with least absolutes deviation 0 0 0 16 0 0 5 78
Evaluating Latent and Observed Factors in Macroeconomics and Financ 0 0 3 531 1 2 19 1,339
Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations 1 1 8 30 4 7 36 57
Identification and estimation of dynamic factor models 1 7 27 293 2 16 66 625
Least squares estimation of a shift in linear processes 0 0 4 106 5 7 17 242
Likelihood approach to dynamic panel models with interactive effects 0 1 8 130 2 4 18 224
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data 3 4 14 27 5 10 37 48
Maximum likelihood estimation and inference for approximate factor models of high dimension 1 3 6 164 2 4 11 290
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 1 1 2 79 4 5 18 197
Olive: a simple method for estimating betas when factors are measured with error 0 0 1 52 1 1 8 156
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence 0 0 0 719 1 1 12 1,470
Panel Cointegration with Global Stochastic Trends 0 0 0 468 1 6 26 1,007
Panel data models with grouped factor structure under unknown group membership 1 3 6 149 1 3 15 255
Practical notes on panel data models with interactive effects 1 1 4 99 1 2 10 75
Principal Components and Regularized Estimation of Factor Models 1 1 9 74 1 1 17 137
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 1 1 5 64 1 2 21 100
Robust Principal Component Analysis with Non-Sparse Errors 2 2 11 36 2 2 17 46
Spatial panel data models with common shocks 0 0 3 106 0 0 9 196
Standard Errors for Panel Data Models with Unknown Clusters 0 1 12 31 2 4 41 51
Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses 0 0 0 0 0 4 9 298
Structural changes, common stochastic trends and unit roots in panel data 0 0 2 531 0 0 10 1,051
Testing Panel Cointegration with Unobservable Dynamic Common Factors 0 0 0 100 0 0 6 224
Testing for Parameter Constancy in Linear Regressions: Empirical Distribution Function Approach 0 0 0 0 0 2 6 391
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 0 5 4,573 6 19 64 19,759
The Impact of 1989 California Major Anti-Smoking Legislation on Cigarette Consumption: Three Years Later 0 0 0 0 0 0 1 824
The Impact of a Large Tax Increase on Cigarette Consumption: The Case of California 0 0 0 1 1 2 3 286
Theory and Applications of TAR Model with Two Threshold Variables 0 1 2 32 2 7 14 133
Theory and methods of panel data models with interactive effects 0 0 4 121 0 0 7 246
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 4 7 35 342 13 25 96 1,071
Weak convergence of the sequential empirical processes of residuals in ARMA models 0 0 0 20 0 0 5 79
the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later 0 0 0 1 0 0 0 10
the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California 0 0 0 5 0 1 2 30
Total Working Papers 31 66 274 17,298 143 363 1,526 60,444


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A PANIC Attack on Unit Roots and Cointegration 0 0 1 1,031 3 8 47 3,008
A consistent test for conditional symmetry in time series models 0 0 0 55 0 0 5 195
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 2 28 1 2 6 90
Asset Pricing with a General Multifactor Structure 1 8 15 63 1 10 27 133
Boosting diffusion indices 0 0 0 103 0 0 4 379
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 0 3 18 0 0 13 50
Common breaks in means and variances for panel data 0 0 5 175 0 2 15 392
Computation and analysis of multiple structural change models 3 17 72 2,901 27 80 296 6,540
Conditional Markov chain and its application in economic time series analysis 0 0 0 0 1 1 7 151
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions 0 1 4 180 1 8 26 656
Critical values for multiple structural change tests 1 3 11 445 5 14 40 973
Cross‐Sectional Dependence in Panel Data Models: A Special Issue 0 0 1 63 0 3 6 135
Determining the Number of Factors in Approximate Factor Models 0 0 4 1,297 13 43 104 4,742
Determining the Number of Primitive Shocks in Factor Models 3 8 23 348 5 13 47 763
Econometric Analysis of Large Factor Models 1 2 5 20 1 7 28 80
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 3 65 0 1 12 187
Estimating High Dimensional Covariance Matrices and its Applications 0 2 13 251 5 14 55 875
Estimating Multiple Breaks One at a Time 0 2 7 324 4 16 44 636
Estimating and Testing Linear Models with Multiple Structural Changes 0 0 0 9 23 60 190 4,602
Estimating cross-section common stochastic trends in nonstationary panel data 0 1 4 316 0 2 10 686
Estimation Of A Change Point In Multiple Regression Models 8 21 57 850 14 40 123 2,282
Estimation and Inference of FAVAR Models 0 1 2 5 1 6 20 48
Evaluating latent and observed factors in macroeconomics and finance 1 1 5 333 3 4 21 778
Extremum Estimation when the Predictors are Estimated from Large Panels 0 0 2 37 0 0 6 236
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 1 6 55 2 10 43 247
Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method 0 0 0 72 3 9 21 243
Forecasting economic time series using targeted predictors 7 21 102 595 21 51 237 1,452
Generic consistency of the break-point estimators under specification errors in a multiple-break model 0 0 0 44 0 0 2 299
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT 1 1 2 97 2 4 12 234
Identification and Bayesian Estimation of Dynamic Factor Models 2 3 8 55 3 6 19 116
Identification theory for high dimensional static and dynamic factor models 0 1 7 101 0 3 15 281
Inferences in panel data with interactive effects using large covariance matrices 0 0 7 34 1 2 21 96
Inferential Theory for Factor Models of Large Dimensions 0 0 0 332 3 13 37 1,135
LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES 0 1 3 5 2 3 9 23
Large Dimensional Factor Analysis 0 0 7 93 2 5 28 264
Least Absolute Deviation Estimation of a Shift 1 1 1 48 3 5 10 242
Likelihood ratio tests for multiple structural changes 1 1 3 262 3 4 9 546
Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension 3 5 14 50 5 11 41 154
OLIVE: A SIMPLE METHOD FOR ESTIMATING BETAS WHEN FACTORS ARE MEASURED WITH ERROR 0 0 0 0 0 2 4 174
ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS 0 0 0 0 0 0 1 3
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION 1 1 2 97 1 3 8 233
Panel Data Models With Interactive Fixed Effects 2 3 7 442 6 16 53 1,226
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 1 1 2 43 1 1 8 136
Panel cointegration with global stochastic trends 1 1 11 282 2 6 37 709
Principal components estimation and identification of static factors 0 1 7 122 1 8 31 378
Rank regularized estimation of approximate factor models 0 0 15 19 2 7 50 59
Selecting Instrumental Variables in a Data Rich Environment 0 0 8 167 2 7 36 455
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 1 1 1 10 1 2 9 23
Special Issue on Big Data 0 0 1 5 1 1 10 27
Structural Changes in High Dimensional Factor Models 1 2 12 39 1 5 26 95
Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data 0 2 17 266 0 8 44 703
Testing For and Dating Common Breaks in Multivariate Time Series 1 1 4 568 3 5 21 1,287
Testing Parametric Conditional Distributions of Dynamic Models 0 1 2 161 0 3 7 478
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach 0 0 1 133 0 5 8 634
Testing multivariate distributions in GARCH models 1 1 2 125 1 2 10 303
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors 1 1 2 41 2 3 8 103
Tests for Skewness, Kurtosis, and Normality for Time Series Data 0 1 6 280 2 4 26 785
Theory and Applications of TAR Model with Two Threshold Variables 0 0 2 2 0 0 5 22
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices 0 0 6 213 2 3 24 534
Total Journal Articles 43 119 507 13,775 186 551 2,082 42,316


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 3 35 2 5 21 142
INTERACTIVEEFFECTS: MATLAB function to estimate interactive fixed effects models 1 12 55 571 7 25 107 1,320
Total Software Items 1 13 58 606 9 30 128 1,462


Statistics updated 2021-01-03