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Author ID: bai.jushan Recent zbMATH articles by "Bai, Jushan"
Published as: Bai, Jushan
External Links: MGP
Documents Indexed: 48 Publications since 1989
Co-Authors: 15 Co-Authors with 31 Joint Publications
389 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

42 Publications have been cited 2,162 times in 1,286 Documents Cited by Year
Determining the number of factors in approximate factor models. Zbl 1103.91399
Bai, Jushan; Ng, Serena
418
2002
Estimating and testing linear models with multiple structural changes. Zbl 1056.62523
Bai, Jushan; Perron, Pierre
358
1998
Inferential theory for factor models of large dimensions. Zbl 1136.62354
Bai, Jushan
246
2003
Panel data models with interactive fixed effects. Zbl 1183.62196
Bai, Jushan
138
2009
Least squares estimation of a shift in linear processes. Zbl 0808.62079
Bai, Jushan
118
1994
A PANIC attack on unit roots and cointegration. Zbl 1091.62068
Bai, Jushan; Ng, Serena
109
2004
Testing for and dating common braks in multivariate time series. Zbl 0910.90074
Bai, Jushan; Lumsdaine, Robin L.; Stock, James H.
70
1998
Common breaks in means and variances for panel data. Zbl 1431.62353
Bai, Jushan
66
2010
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions. Zbl 1152.91721
Bai, Jushan; Ng, Serena
66
2006
Statistical analysis of factor models of high dimension. Zbl 1246.62144
Bai, Jushan; Li, Kunpeng
64
2012
Weak convergence of the sequential empirical processes of residuals in ARMA models. Zbl 0826.60016
Bai, Jushan
52
1994
Forecasting economic time series using targeted predictors. Zbl 1429.62419
Bai, Jushan; Ng, Serena
42
2008
A consistent test for conditional symmetry in time series models. Zbl 0971.62045
Bai, Jushan; Ng, Serena
37
2001
Principal components estimation and identification of static factors. Zbl 1284.62350
Bai, Jushan; Ng, Serena
35
2013
Likelihood ratio tests for multiple structural changes. Zbl 1041.62514
Bai, Jushan
33
1999
Testing for parameter constancy in linear regressions: An empirical distribution function approach. Zbl 0844.62032
Bai, Jushan
33
1996
Critical values for multiple structural change tests. Zbl 1032.62064
Bai, Jushan; Perron, Pierre
27
2003
Estimating cross-section common stochastic trends in nonstationary panel data. Zbl 1282.91264
Bai, Jushan
26
2004
On the partial sums of residuals in autoregressive and moving average models. Zbl 0768.62073
Bai, Jushan
23
1993
Evaluating latent and observed factors in macroeconomics and finance. Zbl 1337.62341
Bai, Jushan; Ng, Serena
23
2006
Theory and methods of panel data models with interactive effects. Zbl 1331.62112
Bai, Jushan; Li, Kunpeng
21
2014
Estimation of multiple-regime regressions with least absolutes deviation. Zbl 0952.62021
Bai, Jushan
20
1998
Panel unit root tests with cross-section dependence: a further investigation. Zbl 1294.62187
Bai, Jushan; Ng, Serena
18
2010
Instrumental variable estimation in a data rich environment. Zbl 1230.62148
Bai, Jushan; Ng, Serena
18
2010
Structural changes, common stochastic trends, and unit roots in panel data. Zbl 1168.91484
Bai, Jushan; Carrion-i-Silvestre, Josep Lluís
17
2009
Panel cointegration with global stochastic trends. Zbl 1429.62381
Bai, Jushan; Kao, Chihwa; Ng, Serena
16
2009
Testing multivariate distributions in GARCH models. Zbl 1418.62300
Bai, Jushan; Chen, Zhihong
13
2008
Fixed-effects dynamic panel models, a factor analytical method. Zbl 1274.62404
Bai, Jushan
12
2013
Efficient estimation of approximate factor models via penalized maximum likelihood. Zbl 1390.62107
Bai, Jushan; Liao, Yuan
11
2016
Generic consistency of the break-point estimators under specification errors in a multiple-break model. Zbl 1141.91633
Bai, Jushan; Chen, Haiqiang; Chong, Terence Tai-Leung; Wang, Seraph Xin
7
2008
Selecting instrumental variables in a data rich environment. Zbl 1266.62041
Ng, Serena; Bai, Jushan
6
2009
Rank regularized estimation of approximate factor models. Zbl 1452.62405
Bai, Jushan; Ng, Serena
6
2019
Identification theory for high dimensional static and dynamic factor models. Zbl 1293.62131
Bai, Jushan; Wang, Peng
3
2014
Numerical simulation on a coated piezoelectric sensor interacting with a crack. Zbl 1100.74647
Xiao, Z. M.; Bai, J.
2
2002
Dynamic spatial panel data models with common shocks. Zbl 07376511
Bai, Jushan; Li, Kunpeng
1
2021
Estimation and inference of change points in high-dimensional factor models. Zbl 1464.62315
Bai, Jushan; Han, Xu; Shi, Yutang
1
2020
Quantile co-movement in financial markets: a panel quantile model with unobserved heterogeneity. Zbl 1437.62379
Ando, Tomohiro; Bai, Jushan
1
2020
Electro-elastic stress analysis of piezoelectric inhomogneneity-crack interaction. Zbl 1047.74016
Xiao, Z. M.; Bai, J.; Maeda, R.
1
2001
A simple new test for slope homogeneity in panel data models with interactive effects. Zbl 1398.62361
Ando, Tomohiro; Bai, Jushan
1
2015
Inferences in panel data with interactive effects using large covariance matrices. Zbl 1388.62356
Bai, Jushan; Liao, Yuan
1
2017
A new look at panel testing of stationarity and the PPP hypothesis. Zbl 1119.62079
Bai, Jushan; Ng, Serena
1
2005
Compressive failure model for fiber composites by kink band initiation from obliquely aligned, shear-dislocated fiber breaks. Zbl 1096.74518
Bai, J.; Phoenix, S. L.
1
2005
Dynamic spatial panel data models with common shocks. Zbl 07376511
Bai, Jushan; Li, Kunpeng
1
2021
Estimation and inference of change points in high-dimensional factor models. Zbl 1464.62315
Bai, Jushan; Han, Xu; Shi, Yutang
1
2020
Quantile co-movement in financial markets: a panel quantile model with unobserved heterogeneity. Zbl 1437.62379
Ando, Tomohiro; Bai, Jushan
1
2020
Rank regularized estimation of approximate factor models. Zbl 1452.62405
Bai, Jushan; Ng, Serena
6
2019
Inferences in panel data with interactive effects using large covariance matrices. Zbl 1388.62356
Bai, Jushan; Liao, Yuan
1
2017
Efficient estimation of approximate factor models via penalized maximum likelihood. Zbl 1390.62107
Bai, Jushan; Liao, Yuan
11
2016
A simple new test for slope homogeneity in panel data models with interactive effects. Zbl 1398.62361
Ando, Tomohiro; Bai, Jushan
1
2015
Theory and methods of panel data models with interactive effects. Zbl 1331.62112
Bai, Jushan; Li, Kunpeng
21
2014
Identification theory for high dimensional static and dynamic factor models. Zbl 1293.62131
Bai, Jushan; Wang, Peng
3
2014
Principal components estimation and identification of static factors. Zbl 1284.62350
Bai, Jushan; Ng, Serena
35
2013
Fixed-effects dynamic panel models, a factor analytical method. Zbl 1274.62404
Bai, Jushan
12
2013
Statistical analysis of factor models of high dimension. Zbl 1246.62144
Bai, Jushan; Li, Kunpeng
64
2012
Common breaks in means and variances for panel data. Zbl 1431.62353
Bai, Jushan
66
2010
Panel unit root tests with cross-section dependence: a further investigation. Zbl 1294.62187
Bai, Jushan; Ng, Serena
18
2010
Instrumental variable estimation in a data rich environment. Zbl 1230.62148
Bai, Jushan; Ng, Serena
18
2010
Panel data models with interactive fixed effects. Zbl 1183.62196
Bai, Jushan
138
2009
Structural changes, common stochastic trends, and unit roots in panel data. Zbl 1168.91484
Bai, Jushan; Carrion-i-Silvestre, Josep Lluís
17
2009
Panel cointegration with global stochastic trends. Zbl 1429.62381
Bai, Jushan; Kao, Chihwa; Ng, Serena
16
2009
Selecting instrumental variables in a data rich environment. Zbl 1266.62041
Ng, Serena; Bai, Jushan
6
2009
Forecasting economic time series using targeted predictors. Zbl 1429.62419
Bai, Jushan; Ng, Serena
42
2008
Testing multivariate distributions in GARCH models. Zbl 1418.62300
Bai, Jushan; Chen, Zhihong
13
2008
Generic consistency of the break-point estimators under specification errors in a multiple-break model. Zbl 1141.91633
Bai, Jushan; Chen, Haiqiang; Chong, Terence Tai-Leung; Wang, Seraph Xin
7
2008
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions. Zbl 1152.91721
Bai, Jushan; Ng, Serena
66
2006
Evaluating latent and observed factors in macroeconomics and finance. Zbl 1337.62341
Bai, Jushan; Ng, Serena
23
2006
A new look at panel testing of stationarity and the PPP hypothesis. Zbl 1119.62079
Bai, Jushan; Ng, Serena
1
2005
Compressive failure model for fiber composites by kink band initiation from obliquely aligned, shear-dislocated fiber breaks. Zbl 1096.74518
Bai, J.; Phoenix, S. L.
1
2005
A PANIC attack on unit roots and cointegration. Zbl 1091.62068
Bai, Jushan; Ng, Serena
109
2004
Estimating cross-section common stochastic trends in nonstationary panel data. Zbl 1282.91264
Bai, Jushan
26
2004
Inferential theory for factor models of large dimensions. Zbl 1136.62354
Bai, Jushan
246
2003
Critical values for multiple structural change tests. Zbl 1032.62064
Bai, Jushan; Perron, Pierre
27
2003
Determining the number of factors in approximate factor models. Zbl 1103.91399
Bai, Jushan; Ng, Serena
418
2002
Numerical simulation on a coated piezoelectric sensor interacting with a crack. Zbl 1100.74647
Xiao, Z. M.; Bai, J.
2
2002
A consistent test for conditional symmetry in time series models. Zbl 0971.62045
Bai, Jushan; Ng, Serena
37
2001
Electro-elastic stress analysis of piezoelectric inhomogneneity-crack interaction. Zbl 1047.74016
Xiao, Z. M.; Bai, J.; Maeda, R.
1
2001
Likelihood ratio tests for multiple structural changes. Zbl 1041.62514
Bai, Jushan
33
1999
Estimating and testing linear models with multiple structural changes. Zbl 1056.62523
Bai, Jushan; Perron, Pierre
358
1998
Testing for and dating common braks in multivariate time series. Zbl 0910.90074
Bai, Jushan; Lumsdaine, Robin L.; Stock, James H.
70
1998
Estimation of multiple-regime regressions with least absolutes deviation. Zbl 0952.62021
Bai, Jushan
20
1998
Testing for parameter constancy in linear regressions: An empirical distribution function approach. Zbl 0844.62032
Bai, Jushan
33
1996
Least squares estimation of a shift in linear processes. Zbl 0808.62079
Bai, Jushan
118
1994
Weak convergence of the sequential empirical processes of residuals in ARMA models. Zbl 0826.60016
Bai, Jushan
52
1994
On the partial sums of residuals in autoregressive and moving average models. Zbl 0768.62073
Bai, Jushan
23
1993
all top 5

Cited by 1,746 Authors

26 Bai, Jushan
24 Su, Liangjun
21 Horváth, Lajos
20 Fan, Jianqing
20 Westerlund, Joakim
19 Hušková, Marie
18 Perron, Pierre
17 Shin, Dongwan
16 Lee, Sangyeol
15 Pesaran, M. Hashem
13 Aue, Alexander
13 Linton, Oliver Bruce
13 Trapani, Lorenzo
12 Ciuperca, Gabriela
12 Kapetanios, George
12 Ng, Serena
11 Hsiao, Cheng
11 Li, Kunpeng
10 Ando, Tomohiro
10 Kao, Chihwa
10 Ling, Shiqing
9 Baltagi, Badi H.
9 Barigozzi, Matteo
9 Hallin, Marc
9 Kirch, Claudia
9 Liao, Yuan
9 Peng, Bin
9 Phillips, Peter Charles Bonest
8 Chan, Ngai Hang
8 Gao, Jiti
8 Kurozumi, Eiji
8 Perron, Benoit
8 Yamagata, Takashi
8 Yau, Chun Yip
7 Gonçalves, Sílvia
7 Hall, Alastair R.
7 Jin, Hao
7 Kokoszka, Piotr S.
7 Kong, Xinbing
7 Leybourne, Stephen J.
7 Lippi, Marco
7 Marcellino, Massimiliano
7 Miao, Bai-qi
7 Pang, Tianxiao
7 Sarafidis, Vasilis
7 Taylor, A. M. Robert
6 Baek, Changryong
6 Battaglia, Francesco Paolo
6 Chen, Rong
6 Chong, Terence Tai-Leung
6 Galeano, Pedro
6 Harvey, David I.
6 Jin, Sainan
6 Li, Qi
6 Meintanis, Simos G.
6 Moon, Hyungsik Roger
6 Onatski, Alexei
6 Peña, Daniel
6 Prášková, Zuzana
6 Steinebach, Josef G.
6 Sul, Donggyu
6 Tian, Zheng
6 Xiao, Zhijie
6 Yang, Yanrong
5 Bai, Zhi-Dong
5 Bodnar, Taras
5 Boldea, Otilia
5 Breitung, Jorg
5 Carrasco, Marine
5 Castle, Jennifer L.
5 Chen, Mingjing
5 Cui, Guowei
5 Delgado, Miguel Ángel
5 Forni, Mario
5 Fukuda, Kosei
5 Han, Xu
5 Hanck, Christoph
5 Hendry, David F.
5 Jin, Baisuo
5 Ke, Yuan
5 Kejriwal, Mohitosh
5 Kim, Dukpa
5 Medeiros, Marcelo C.
5 Neumeyer, Natalie
5 Ng, Chi Tim
5 Pan, Guangming
5 Qin, Ruibing
5 Seo, Myunghwan
5 Shin, Yongcheol
5 Swanson, Norman Rasmus
5 Timmermann, Allan G.
5 Tsay, Ruey S.
5 Urbain, Jean-Pierre
5 Urga, Giovanni
5 Vogelsang, Timothy J.
5 Wang, Weichen
5 Weidner, Martin P.
5 Xiu, Dacheng
5 Yao, Qiwei
5 Zhang, Rongmao
...and 1,646 more Authors
all top 5

Cited in 136 Serials

318 Journal of Econometrics
78 Econometric Reviews
67 Economics Letters
61 Econometric Theory
48 Computational Statistics and Data Analysis
39 The Annals of Statistics
38 Journal of Time Series Analysis
35 Journal of Statistical Planning and Inference
34 Journal of Multivariate Analysis
32 Communications in Statistics. Theory and Methods
26 Statistics & Probability Letters
25 Electronic Journal of Statistics
23 Journal of the American Statistical Association
22 Journal of Economic Dynamics & Control
22 Statistical Papers
22 The Econometrics Journal
22 Journal of Applied Statistics
20 Journal of Statistical Computation and Simulation
14 Communications in Statistics. Simulation and Computation
13 Quantitative Finance
12 Statistics
12 Journal of Forecasting
11 Bernoulli
11 Journal of the Korean Statistical Society
10 Computational Statistics
10 Test
9 Metrika
9 Annals of Operations Research
8 Annals of the Institute of Statistical Mathematics
8 Statistical Methods and Applications
7 Stochastic Processes and their Applications
7 Open Economies Review
7 Statistics and Computing
6 Mathematics and Computers in Simulation
6 Journal of Machine Learning Research (JMLR)
6 Science China. Mathematics
6 Journal of Time Series Econometrics
5 Insurance Mathematics & Economics
5 European Journal of Operational Research
5 Statistica Sinica
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 The Annals of Applied Statistics
4 Scandinavian Journal of Statistics
4 Acta Mathematicae Applicatae Sinica. English Series
4 Cybernetics and Systems Analysis
4 Computational Economics
4 Journal of Nonparametric Statistics
4 International Journal of Theoretical and Applied Finance
4 AStA. Advances in Statistical Analysis
3 Psychometrika
3 Biometrics
3 Statistical Science
3 Applied Mathematics. Series B (English Edition)
3 Journal of Inequalities and Applications
3 Journal of Statistical Theory and Practice
3 Random Matrices: Theory and Applications
3 Bayesian Analysis
3 Journal of Econometric Methods
2 Lithuanian Mathematical Journal
2 Kybernetika
2 Metron
2 The Annals of Applied Probability
2 Soft Computing
2 Studies in Nonlinear Dynamics and Econometrics
2 Macroeconomic Dynamics
2 Statistical Inference for Stochastic Processes
2 Applied Stochastic Models in Business and Industry
2 Journal of Systems Science and Complexity
2 North American Actuarial Journal
2 Thai Journal of Mathematics
2 Journal of Agricultural, Biological, and Environmental Statistics
2 Journal of Probability and Statistics
2 Annals of Finance
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 Mathematical Biosciences
1 Moscow University Mathematics Bulletin
1 Physica A
1 Chaos, Solitons and Fractals
1 Applied Mathematics and Computation
1 Fuzzy Sets and Systems
1 International Economic Review
1 International Statistical Review
1 Journal of Computational and Applied Mathematics
1 Journal of Economic Theory
1 Operations Research
1 Statistica Neerlandica
1 Theoretical Population Biology
1 Chinese Annals of Mathematics. Series B
1 American Journal of Mathematical and Management Sciences
1 Sequential Analysis
1 Science in China. Series A
1 Neural Computation
1 Economic Quality Control
1 Applied Mathematical Modelling
1 Automation and Remote Control
1 Mathematical Programming. Series A. Series B
1 SIAM Journal on Optimization
...and 36 more Serials

Citations by Year