Jushan Bai | Academic Influence

Jushan Bai's AcademicInfluence.com Rankings

Jushan Bai

Economics

#2475

World Rank

#2828

Historical Rank

Financial Economics

#31

World Rank

#31

Historical Rank

Macroeconomics

#206

World Rank

#220

Historical Rank

economics Degrees

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Economics

Jushan Bai's Degrees

PhD Economics Princeton University
Masters Economics Princeton University
Bachelors Economics Peking University

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Why Is Jushan Bai Influential?

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According to Wikipedia, Jushan Bai is a Chinese American economist. He is a professor of economics at Columbia University. Biography Bai received his B.A. from Nankai University in 1985, M.A. from Pennsylvania State University in 1988, and Ph.D. from University of California, Berkeley in 1992. He taught at Massachusetts Institute of Technology, Boston College, and New York University before joining the Columbia faculty in 2008.

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Jushan Bai's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Estimating and testing linear models with multiple structural changes (1995) (5368)
Computation and Analysis of Multiple Structural-Change Models (1998) (4871)
DETERMINING THE NUMBER OF FACTORS INI APPROXIMATE FACTOR MODELS (2000) (3300)
A Panic Attack on Unit Roots and Cointegration (2001) (1630)
Inferential Theory for Factor Models of Large Dimensions (2003) (1477)
Panel Data Models With Interactive Fixed Effects (2009) (1125)
Estimating Multiple Breaks One at a Time (1997) (773)
Estimation of a Change Point in Multiple Regression Models (1997) (764)
Critical Values for Multiple Structural Change Tests (2003) (760)
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (2006) (567)
Forecasting economic time series using targeted predictors (2008) (555)
Determining the Number of Primitive Shocks in Factor Models (2007) (537)
Least squares estimation of a shift in linear processes (1994) (495)
Testing for and Dating Common Breaks in Multivariate Time Series (1998) (450)
Tests for Skewness, Kurtosis, and Normality for Time Series Data (2005) (439)
Large Dimensional Factor Analysis (2008) (388)
Panel cointegration with global stochastic trends (2008) (330)
Econometric Theory and Practice: Multiple Structural Change Models: A Simulation Analysis (2006) (292)
STATISTICAL ANALYSIS OF FACTOR MODELS OF HIGH DIMENSION (2012) (272)
Estimating cross-section common stochastic trends in nonstationary panel data (2004) (267)
Principal components estimation and identification of static factors (2013) (258)
Testing Parametric Conditional Distributions of Dynamic Models (2003) (249)
Likelihood ratio tests for multiple structural changes (1999) (242)
Structural changes, common stochastic trends and unit roots in panel data (2004) (240)
Common breaks in means and variances for panel data (2010) (233)
Evaluating latent and observed factors in macroeconomics and finance (2006) (223)
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (2010) (178)
PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION (2009) (162)
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence (2005) (158)
Estimating High Dimensional Covariance Matrices and its Applications (2011) (138)
Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models (1994) (127)
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership (2013) (113)
Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices (2000) (101)
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach (1996) (99)
Identification and Bayesian Estimation of Dynamic Factor Models (2015) (97)
Least Absolute Deviation Estimation of a Shift (1995) (97)
A consistent test for conditional symmetry in time series models (2001) (93)
Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension (2016) (90)
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures (2015) (84)
A New Look at Panel Testing of Stationarity and the PPP Hypothesis (2001) (75)
NOTES AND COMMENTS FIXED-EFFECTS DYNAMIC PANEL MODELS, A FACTOR ANALYTICAL METHOD (2013) (73)
Selecting Instrumental Variables in a Data Rich Environment (2009) (63)
Efficient Estimation of Approximate Factor Models via Regularized Maximum Likelihood (2012) (63)
Econometric Analysis of Large Factor Models (2016) (62)
Theory and methods of panel data models with interactive effects (2014) (58)
Asset Pricing with a General Multifactor Structure (2015) (54)
ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS (1993) (52)
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data (2019) (51)
Estimation and Inference of FAVAR Models (2014) (49)
Testing Panel Cointegration with Unobservable Dynamic Common Factors that are Correlated with the Regressors (2009) (49)
Identification and Estimation of Dynamic Factor Models (2012) (45)
Feasible generalized least squares for panel data with cross-sectional and serial correlations (2019) (45)
Testing multivariate distributions in GARCH models (2008) (44)
Theory and Applications of TAR Model with Two Threshold Variables (2012) (43)
A NOTE ON SPURIOUS BREAK (1998) (43)
Rank regularized estimation of approximate factor models (2019) (39)
Identification theory for high dimensional static and dynamic factor models (2014) (37)
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (2018) (37)
Conditional Markov chain and its application in economic time series analysis (2011) (36)
The Impact of California Proposition 99, a Major Anti-Smoking Law, on Cigarette Consumption (1994) (34)
Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor (2004) (29)
Principal Components and Regularized Estimation of Factor Models (2017) (27)
Generic Consistency of the Break-Point Estimators Under Specification Errors in a Multiple-Break Model (2008) (26)
Estimation of Multiple-Regime Regressions with Least Absolutes Deviation (1998) (25)
Fama-MacBeth Two-Pass Regressions: Improving Risk Premia Estimates (2015) (25)
Dynamic spatial panel data models with common shocks (2015) (24)
Extremum Estimation when the Predictors are Estimated from Large Panels (2008) (24)
Likelihood Approach to Dynamic Panel Models with Interactive Effects (2013) (23)
A Simple New Test for Slope Homogeniety in Panel Data Models with Interactive Effects (2014) (22)
Spatial Panel Data Models with Common Shocks (2013) (22)
OLIVE: A Simple Method for Estimating Betas When Factors Are Measured with Error (2010) (22)
Estimation of Structural Change Based on Wald-Type Statistics (1994) (21)
Inferences in panel data with interactive effects using large covariance matrices (2017) (21)
Statistical Inferences Using Large Estimated Covariances for Panel Data and Factor Models (2013) (19)
Unbalanced Panel Data Models with Interactive Effects (2015) (17)
Likelihood approach to small T dynamic panel models with interactive eects (2009) (17)
A Test for Conditional Symmetry in Time Series Models (1998) (14)
Efficient Estimation of Approximate Factor Models (2012) (13)
Estimation and Inference of Change Points in High Dimensional Factor Models (2018) (11)
Estimation and inference of change points in high-dimensional factor models (2020) (11)
RECENT DEVELOPMENTS IN LARGE DIMENSIONAL FACTOR ANALYSIS (2008) (10)
Structural Changes in High Dimensional Factor Models (2016) (10)
PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS BY JUSHAN BAI1 (2009) (9)
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors (2013) (8)
Standard errors for panel data models with unknown clusters (2019) (7)
the Impact of 1989 California Major Anti-Smoking Legislation Cigarette Consumption: Three Years Later (1992) (7)
Cross‐Sectional Dependence in Panel Data Models: A Special Issue (2016) (7)
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (2021) (6)
Household Expenditure Patterns in Tianjin, (1987) (6)
Simpler Proofs for Approximate Factor Models of Large Dimensions (2020) (6)
Quasi-maximum likelihood estimation of break point in high-dimensional factor models (2021) (6)
Robust Principal Component Analysis with Non-Sparse Errors (2019) (5)
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (2018) (5)
Factor-based imputation of missing values and covariances in panel data of large dimensions (2021) (5)
Special Issue on Big Data (2016) (4)
the Impact of a Large Tax Increase on Cigarette Consumption: The Case of California (1991) (4)
A note on spurious break and regime shift in cointegrating relationship (1996) (4)
Testing Parametric Conditional Distributions of Dynamic Models 1 (2002) (4)
An Inequality for Vector-Valued Martingales and Its Applications (1996) (3)
Approximate factor models with weaker loadings (2021) (3)
Feasible generalized least squares for panel data with cross-sectional and serial correlations (2020) (3)
Estimation and Inference of Structural Changes in High Dimensional Factor Models (2017) (3)
Asset Pricing with a General Multifactor Structure July 2014 (2014) (2)
Confldence Intervals for Factor Forecasts with Many Predictors (2003) (2)
approximate factor models of high dimension (2014) (1)
Likelihood ratio test for structural changes in factor models (2022) (1)
A Quantile-based Asset Pricing Model (2019) (1)
Least Absolute Deviation Estimation of a Shift Author ( s ) : (2008) (0)
CENTRE FOR ECONOMETRIC ANALYSIS CEA@Cass (2006) (0)
Testing Multivariate Distributions Jushan Bai (2006) (0)
COMMONBREAKS: MATLAB functions to estimate common breaks for panel data (2017) (0)
Stochastic Equicontinuity and Weak Convergence of Unbounded Sequential Empirical Proceses (1994) (0)
Large-scale generalized linear models for longitudinal data with grouped patterns of unobserved heterogeneity* (2022) (0)
COINTEGRATION WITH GLOBAL STOCHASTIC TRENDS (2007) (0)
de travail du personnel 2019-16 Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects by Kerem Tuzcuoglu (2019) (0)
Common Breaks in Multivariate Time Series (2007) (0)
A FACTOR ANALYTICAL METHOD (2013) (0)
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity (2022) (0)
Supplement to “Estimation and inference of FAVAR models” (2015) (0)
INTERACTIVEEFFECTS: MATLAB function to estimate interactive fixed effects models (2015) (0)
Iubkabies) S (2011) (0)
Practical notes on panel data models with interactive effects (2017) (0)
Advances in Economics and Econometrics: Panel Data Models and Factor Analysis (2013) (0)
Generalized Principal Components for Panel Data and Factor Models (2013) (0)
Editorial collaborators (2007) (0)
GMM Estimation for Tobit Models with Endogenous Regressors (2003) (0)

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What Schools Are Affiliated With Jushan Bai?

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