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D-Index & Metrics

Economics and Finance

D-Index
59
Citations
43603
World Ranking
842
National Ranking
526

Research.com Recognitions

  • 2013 - Fellows of the Econometric Society

Overview

Jushan Bai is affiliated with Columbia University in the United States. Their research primarily spans the fields of Economics, Econometrics and Finance, and Mathematics, with a particular focus on Economics and Econometrics as well as Statistics and Probability.

The main topics covered in their work include:

  • Spatial and Panel Data Analysis
  • Statistical Methods and Inference
  • Monetary Policy and Economic Impact
  • Regional Economics and Spatial Analysis
  • Regional Economic and Spatial Analysis
  • Economic theories and models
  • Advanced Causal Inference Techniques

Jushan Bai has published extensively in several academic venues, with the most frequent being:

  • Journal of Econometrics (7 publications)
  • arXiv (Cornell University) (7 publications)
  • SSRN Electronic Journal (4 publications)
  • Journal of the American Statistical Association (2 publications)
  • Empirical Economics (1 publication)

Their recent papers include:

  • "Feasible generalized least squares for panel data with cross-sectional and serial correlations," 2020, Empirical Economics
  • "Approximate factor models with weaker loadings," 2023, Journal of Econometrics
  • "Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data," 2021, Journal of the American Statistical Association
  • "Estimation and inference of change points in high-dimensional factor models," 2020, Journal of Econometrics
  • "Standard errors for panel data models with unknown clusters," 2020, Journal of Econometrics

Frequent co-authors of Jushan Bai include:

  • Serena Ng
  • Tomohiro Ando
  • Xu Han
  • Jiangtao Duan
  • Yong Song

Jushan Bai was recognized as a Fellow of the Econometric Society in 2013.

Best Publications

  • Estimating and testing linear models with multiple structural changes

    Jushan Bai;Pierre Perron

  • Computation and analysis of multiple structural change models

    Jushan Bai;Pierre Perron

  • Determining the Number of Factors in Approximate Factor Models

    Jushan Bai;Serena Ng

  • A PANIC Attack on Unit Roots and Cointegration

    Jushan Bai;Serena Ng

  • Inferential Theory for Factor Models of Large Dimensions

    Jushan Bai

  • Panel Data Models With Interactive Fixed Effects

    Jushan Bai

  • ESTIMATING MULTIPLE BREAKS ONE AT A TIME

    Jushan Bai

  • Critical values for multiple structural change tests

    Jushan Bai;Pierre Perron

  • ESTIMATION OF A CHANGE POINT IN MULTIPLE REGRESSION MODELS

    Jushan Bai

  • Forecasting economic time series using targeted predictors

    Jushan Bai;Serena Ng

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

    Jushan Bai;Serena Ng

  • LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

    Jushan Bai

  • Determining the Number of Primitive Shocks in Factor Models

    Jushan Bai;Serena Ng

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

    Jushan Bai;Serena Ng

  • Testing for and Dating Common Breaks in Multivariate Time Series

    Jushan Bai;Robin L. Lumsdaine;James H. Stock

  • Large Dimensional Factor Analysis

    Jushan Bai;Serena Ng

  • Panel cointegration with global stochastic trends

    Jushan Bai;Jushan Bai;Chihwa Kao;Serena Ng

  • Multiple structural change models:a simulation analysis

    Jushan Bai;Pierre Perron

  • Estimating cross-section common stochastic trends in nonstationary panel data

    Jushan Bai

  • Testing Parametric Conditional Distributions of Dynamic Models

    Jushan Bai

  • Computation and Analysis of Multiple Structural-Change Models

    Jushan Bai;Pierre Perron

Frequent Co-Authors

Serena Ng
Serena Ng Columbia University
James H. Stock
James H. Stock Harvard University
Guofu Zhou
Guofu Zhou Washington University in St. Louis
Badi H. Baltagi
Badi H. Baltagi Syracuse University
Ruey S. Tsay
Ruey S. Tsay University of Chicago

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