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Jushan Bai cover

Jushan Bai (Jushan Bai)

columbia university

54H-index
211Paper Count
2.6WCitation Count
Published Papers 36
Publication Date
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Taxonomy and Estimation of Multiple Breakpoints in High-Dimensional Factor Models*
errJournal of the American Statistical Association
IF3
err2026-08-18
err0
errOAAI
errJiangtao Duan; Jushan Bai; Xu Han
errShare
errSave
Reprint of: The likelihood ratio test for structural changes in factor models
errJOURNAL OF ECONOMETRICS
IF4
err2024-09-01
err0
PREAI
errBai, Jushan; Duan, Jiangtao; Han, Xu
errShare
errSave
Scenario-based quantile connectedness of the US interbank liquidity risk network
errJOURNAL OF ECONOMETRICS
IF4
err2024-09-01
err0
PREAI
errAndo, Tomohiro; Bai, Jushan; Lu, Lina; Vojtech, Cindy M.
errShare
errSave
Standard errors for panel data models with unknown clusters
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err5
errOAAI
errBai, Jushan; Choi, Sung Hoon; Liao, Yuan
errShare
errSave
The likelihood ratio test for structural changes in factor models
errJOURNAL OF ECONOMETRICS
IF4
err2024-01-01
err3
errOAAI
errBai, Jushan; Duan, Jiangtao; Han, Xu
errShare
errSave
Approximate factor models with weaker loadings
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err13
errOAAI
errBai, Jushan; Ng, Serena
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errSave
Factor-based imputation of missing values and covariances in panel data of large dimensions
errJOURNAL OF ECONOMETRICS
IF4
err2023-03-01
err17
errOAAI
errCahan, Ercument; Bai, Jushan; Ng, Serena
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errSave
Quasi-maximum likelihood estimation of break point in high-dimensional factor models
errJOURNAL OF ECONOMETRICS
IF4
err2023-03-01
err8
errOAAI
errDuan, Jiangtao; Bai, Jushan; Han, Xu
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errSave
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
errJOURNAL OF ECONOMETRICS
IF4
err2022-09-01
err8
errOAAI
errAndo, Tomohiro; Bai, Jushan; Li, Kunpeng
errShare
errSave
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2021-09-20
err52
errOAAI
errBai, Jushan; Ng, Serena
errShare
errSave
Dynamic spatial panel data models with common shocks
errJOURNAL OF ECONOMETRICS
IF4
err2021-09-01
err14
PREAI
errBai, Jushan; Li, Kunpeng
errShare
errSave
Estimation and inference of change points in high-dimensional factor models
errJOURNAL OF ECONOMETRICS
IF4
err2020-11-01
err19
PREAI
errBai, Jushan; Han, Xu; Shi, Yutang
errShare
errSave
Rank regularized estimation of approximate factor models
errJOURNAL OF ECONOMETRICS
IF4
err2019-09-01
err43
errOAAI
errBai, Jushan; Ng, Serena
errShare
errSave
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2019-04-11
err37
errOAAI
errAndo, Tomohiro; Bai, Jushan
errShare
errSave
Inferences in panel data with interactive effects using large covariance matrices
errJOURNAL OF ECONOMETRICS
IF4
err2017-09-01
err17
PREAI
errBai, Jushan; Liao, Yuan
errShare
errSave
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2017-04-25
err72
errOAAI
errAndo, Tomohiro; Bai, Jushan
errShare
errSave
Econometric Analysis of Large Factor Models
errANNUAL REVIEW OF ECONOMICS
IF0
err2016-10-31
err44
errOAAI
errBai, Jushan; Wang, Peng
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errSave
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE FOR APPROXIMATE FACTOR MODELS OF HIGH DIMENSION
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2016-05-01
err72
errOAAI
errBai, Jushan; Li, Kunpeng
errShare
errSave
Efficient estimation of approximate factor models via penalized maximum likelihood
errJOURNAL OF ECONOMETRICS
IF4
err2016-03-01
err34
PREAI
errBai, Jushan; Liao, Yuan
errShare
errSave
Fama-MacBeth two-pass regressions: Improving risk premia estimates
errFINANCE RESEARCH LETTERS
IF6.9
err2015-11-01
err17
PREAI
errBai, Jushan; Zhou, Guofu
errShare
errSave

Research Directions

Panel Data ModelsInstrumental Variables Estimation with Many IVsLarge Dimensional Factor AnalysisHigh Dimensional Covariance MatricesWeak Convergence and Empirical ProcessesFactor-Augmented Vector Autoregression (FAVAR)
Co-authors
Cooperation Journals
X
Xu Han
H-index: 75 · Papers: 862
S
Serena Ng
H-index: 60 · Papers: 272
P
Pierre Perrón
H-index: 58 · Papers: 295
G
Guofu Zhou
H-index: 53 · Papers: 301
T
Tomohiro Ando
H-index: 36 · Papers: 266
View more