J. Bai

发表

Computation and Analysis of Multiple Structural-Change Models

P. Perron, J. Bai, Jushan Bai, 1998 .

Estimating and testing linear models with multiple structural changes

P. Perron, J. Bai, Jushan Bai, 1995 .

Estimation of a Change Point in Multiple Regression Models

J. Bai, Jushan Bai, 1997, Review of Economics and Statistics.

Determining the Number of Factors in Approximate Factor Models

J. Bai, Serena Ng, Jushan Bai, 2000 .

Inferential Theory for Factor Models of Large Dimensions

J. Bai, Jushan Bai, 2003 .

Testing Parametric Conditional Distributions of Dynamic Models

Jushan Bai, J. Bai, Jushan Bai, 2003, Review of Economics and Statistics.

Panel Data Models With Interactive Fixed Effects

J. Bai, Jushan Bai, 2009 .

Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension

Kunpeng Li, Jushan Bai, J. Bai, 2016, Review of Economics and Statistics.

STATISTICAL ANALYSIS OF FACTOR MODELS OF HIGH DIMENSION

Kunpeng Li, Jushan Bai, J. Bai, 2012, 1205.6617.

Theory and methods of panel data models with interactive effects

Kunpeng Li, Jushan Bai, J. Bai, 2014, 1402.6550.

A Panic Attack on Unit Roots and Cointegration

J. Bai, Serena Ng, Jushan Bai, 2001 .

PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION

Serena Ng, Jushan Bai, J. Bai, 2009, Econometric Theory.

Forecasting economic time series using targeted predictors

J. Bai, Serena Ng, Jushan Bai, 2008 .

Least squares estimation of a shift in linear processes

J. Bai, Jushan Bai, 1994 .

Econometric Theory and Practice: Multiple Structural Change Models: A Simulation Analysis

P. Perron, J. Bai, Jushan Bai, 2006 .

Estimating Multiple Breaks One at a Time

J. Bai, Jushan Bai, 1997, Econometric Theory.

Efficient Estimation of Approximate Factor Models

Yuan Liao, J. Bai, Jushan Bai, 2012 .

Least Absolute Deviation Estimation of a Shift

J. Bai, Jushan Bai, 1995, Econometric Theory.

Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach

J. Bai, Jushan Bai, 1996 .

Testing for and Dating Common Breaks in Multivariate Time Series

J. Stock, J. Bai, R. Lumsdaine, 1998 .

Likelihood ratio tests for multiple structural changes

J. Bai, Jushan Bai, 1999 .

Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices

J. Bai, Jushan Bai, 2000 .

Critical Values for Multiple Structural Change Tests

P. Perron, J. Bai, Jushan Bai, 2003 .

Common breaks in means and variances for panel data

J. Bai, Jushan Bai, 2010 .

Large Dimensional Factor Analysis

J. Bai, Serena Ng, Jushan Bai, 2008 .

Principal components estimation and identification of static factors

J. Bai, Serena Ng, Jushan Bai, 2013 .

Rank regularized estimation of approximate factor models

J. Bai, Serena Ng, Jushan Bai, 2019, Journal of Econometrics.

NOTES AND COMMENTS FIXED-EFFECTS DYNAMIC PANEL MODELS, A FACTOR ANALYTICAL METHOD

Jushan Bai, J. Bai, Jushan Bai, 2013 .

Principal Components and Regularized Estimation of Factor Models

Serena Ng, Jushan Bai, J. Bai, 2017, 1708.08137.

Tests for Skewness, Kurtosis, and Normality for Time Series Data

Serena Ng, Jushan Bai, J. Bai, 2005 .

Panel cointegration with global stochastic trends

Serena Ng, Jushan Bai, Chihwa Kao, 2008, 0805.1768.

Fama-MacBeth Two-Pass Regressions: Improving Risk Premia Estimates

Guofu Zhou, Jushan Bai, Guofu Zhou, 2015 .

Simpler Proofs for Approximate Factor Models of Large Dimensions

J. Bai, Serena Ng, Jushan Bai, 2020, 2008.00254.

Statistical Inferences Using Large Estimated Covariances for Panel Data and Factor Models

Yuan Liao, J. Bai, Jushan Bai, 2013, 1307.2662.

INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT

Serena Ng, Jushan Bai, J. Bai, 2010, Econometric Theory.

Selecting Instrumental Variables in a Data Rich Environment

Serena Ng, Jushan Bai, J. Bai, 2009 .

Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors

J. Bai, T. Ando, Jushan Bai, 2013 .

Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity

J. Bai, T. Ando, Jushan Bai, 2018, Journal of the American Statistical Association.

Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data

J. Bai, Serena Ng, 2019, 1910.06677.

The Impact of California Proposition 99, a Major Anti-Smoking Law, on Cigarette Consumption

T. Hu, J. Bai, H. Sung, 1994, Journal of public health policy.

PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS BY JUSHAN BAI1

J. Bai, 2009 .

Likelihood ratio test for structural changes in factor models

Jiangtao Duan, J. Bai, Xu Han, 2022, 2206.08052.

Estimation and Inference of Change Points in High Dimensional Factor Models

J. Bai, Xu Han, Yutang Shi, 2018 .

Estimation and inference of change points in high-dimensional factor models

J. Bai, Xu Han, Yutang Shi, 2020 .

Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity

J. Bai, T. Ando, Jushan Bai, 2022, Journal of Business & Economic Statistics.

Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity

J. Bai, T. Ando, Jushan Bai, 2022, SSRN Electronic Journal.

Robust Principal Component Analysis with Non-Sparse Errors

J. Bai, Junlong Feng, Jushan Bai, 2019, 1902.08735.

Likelihood ratio test for structural changes in factor models

Jiangtao Duan, J. Bai, Xu Han, 2022, 2206.08052.

Practical notes on panel data models with interactive effects

J. Bai, Kunpeng Li, Jushan Bai, 2017 .

On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence

J. Bai, C. Kao, Jushan Bai, 2005 .

Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions

J. Bai, Serena Ng, Jushan Bai, 2006 .

Factor-based imputation of missing values and covariances in panel data of large dimensions

J. Bai, Serena Ng, Ercument Cahan, 2021, Journal of Econometrics.

Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency

J. Bai, T. Ando, 2018 .