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J

Jushan Bai

columbia university

54H指数
211论文数
2.6W被引数
收录论文 36
发表时间
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Taxonomy and Estimation of Multiple Breakpoints in High-Dimensional Factor Models*高维因子模型中多重断点的分类与估计
errJournal of the American Statistical Association
IF3
err2026-08-18
err0
errOAAI
errJiangtao Duan; Jushan Bai; Xu Han
err分享
err收藏
Reprint of: The likelihood ratio test for structural changes in factor models转载：因子模型中结构变化似然比检验
errJOURNAL OF ECONOMETRICS
IF4
err2024-09-01
err0
PREAI
errBai, Jushan; Duan, Jiangtao; Han, Xu
err分享
err收藏
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.
err分享
err收藏
Standard errors for panel data models with unknown clusters具有未知聚类的面板数据模型的标准误差
errJOURNAL OF ECONOMETRICS
IF4
err2024-03-01
err5
errOAAI
errBai, Jushan; Choi, Sung Hoon; Liao, Yuan
err分享
err收藏
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
err分享
err收藏
Approximate factor models with weaker loadings
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err13
errOAAI
errBai, Jushan; Ng, Serena
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
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
err分享
err收藏
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data矩阵补全、反事实和缺失数据的因子分析
errJOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
IF3
err2021-09-20
err52
errOAAI
errBai, Jushan; Ng, Serena
err分享
err收藏
Dynamic spatial panel data models with common shocks具有共同冲击的动态空间面板数据模型
errJOURNAL OF ECONOMETRICS
IF4
err2021-09-01
err14
PREAI
errBai, Jushan; Li, Kunpeng
err分享
err收藏
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
err分享
err收藏
Rank regularized estimation of approximate factor models
errJOURNAL OF ECONOMETRICS
IF4
err2019-09-01
err43
errOAAI
errBai, Jushan; Ng, Serena
err分享
err收藏
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
err分享
err收藏
Inferences in panel data with interactive effects using large covariance matrices
errJOURNAL OF ECONOMETRICS
IF4
err2017-09-01
err17
PREAI
errBai, Jushan; Liao, Yuan
err分享
err收藏
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
err分享
err收藏
Econometric Analysis of Large Factor Models
errANNUAL REVIEW OF ECONOMICS
IF0
err2016-10-31
err44
errOAAI
errBai, Jushan; Wang, Peng
err分享
err收藏
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
err分享
err收藏
Efficient estimation of approximate factor models via penalized maximum likelihood
errJOURNAL OF ECONOMETRICS
IF4
err2016-03-01
err34
PREAI
errBai, Jushan; Liao, Yuan
err分享
err收藏
Fama-MacBeth two-pass regressions: Improving risk premia estimates
errFINANCE RESEARCH LETTERS
IF6.9
err2015-11-01
err17
PREAI
errBai, Jushan; Zhou, Guofu
err分享
err收藏

研究方向

暂无研究方向
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