Edit Profile (opens in new tab) Bai, Jushan Compute Distance To: Compute Author ID: bai.jushan Published as: Bai, Jushan External Links: MGP Documents Indexed: 45 Publications since 1989 Co-Authors: 15 Co-Authors with 28 Joint Publications 367 Co-Co-Authors all top 5 Co-Authors 11 single-authored 13 Ng, Serena 3 Ando, Tomohiro 3 Li, Kunpeng 2 Liao, Yuan 2 Perron, Pierre 1 Carrion-i-Silvestre, Josep Lluís 1 Chen, Haiqiang 1 Chen, Zhihong 1 Chong, Terence Tai-Leung 1 Dakshinamurthy, V. 1 Han, Xu 1 Kao, Chihwa 1 Lumsdaine, Robin L. 1 Maeda, Ryotaro 1 Phoenix, S. Leigh 1 Shi, Yutang 1 Stock, James H. 1 Wang, Seraph Xin all top 5 Serials 15 Journal of Econometrics 8 Econometrica 3 The Annals of Statistics 2 International Journal of Solids and Structures 2 The Review of Economic Studies 2 Journal of Time Series Analysis 2 The Econometrics Journal 2 Econometric Theory 1 Journal of the American Statistical Association 1 Journal of Statistical Planning and Inference 1 Mechanics Research Communications 1 Finite Elements in Analysis and Design 1 Econometric Reviews 1 Economics Letters 1 International Journal for Computational Methods in Engineering Science and Mechanics 1 Journal of Time Series Econometrics Fields 38 Statistics (62-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Mechanics of deformable solids (74-XX) 3 Numerical analysis (65-XX) 2 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 39 Publications have been cited 1,991 times in 1,186 Documents Cited by ▼ Year ▼ Determining the number of factors in approximate factor models. Zbl 1103.91399Bai, Jushan; Ng, Serena 384 2002 Estimating and testing linear models with multiple structural changes. Zbl 1056.62523Bai, Jushan; Perron, Pierre 343 1998 Inferential theory for factor models of large dimensions. Zbl 1136.62354Bai, Jushan 222 2003 Panel data models with interactive fixed effects. Zbl 1183.62196Bai, Jushan 127 2009 Least squares estimation of a shift in linear processes. Zbl 0808.62079Bai, Jushan 109 1994 A PANIC attack on unit roots and cointegration. Zbl 1091.62068Bai, Jushan; Ng, Serena 97 2004 Testing for and dating common braks in multivariate time series. Zbl 0910.90074Bai, Jushan; Lumsdaine, Robin L.; Stock, James H. 66 1998 Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions. Zbl 1152.91721Bai, Jushan; Ng, Serena 59 2006 Common breaks in means and variances for panel data. Zbl 1431.62353Bai, Jushan 57 2010 Statistical analysis of factor models of high dimension. Zbl 1246.62144Bai, Jushan; Li, Kunpeng 57 2012 Weak convergence of the sequential empirical processes of residuals in ARMA models. Zbl 0826.60016Bai, Jushan 51 1994 Forecasting economic time series using targeted predictors. Zbl 1429.62419Bai, Jushan; Ng, Serena 39 2008 A consistent test for conditional symmetry in time series models. Zbl 0971.62045Bai, Jushan; Ng, Serena 37 2001 Principal components estimation and identification of static factors. Zbl 1284.62350Bai, Jushan; Ng, Serena 32 2013 Testing for parameter constancy in linear regressions: An empirical distribution function approach. Zbl 0844.62032Bai, Jushan 32 1996 Likelihood ratio tests for multiple structural changes. Zbl 1041.62514Bai, Jushan 31 1999 Critical values for multiple structural change tests. Zbl 1032.62064Bai, Jushan; Perron, Pierre 26 2003 Estimating cross-section common stochastic trends in nonstationary panel data. Zbl 1282.91264Bai, Jushan 23 2004 Evaluating latent and observed factors in macroeconomics and finance. Zbl 1337.62341Bai, Jushan; Ng, Serena 23 2006 On the partial sums of residuals in autoregressive and moving average models. Zbl 0768.62073Bai, Jushan 21 1993 Theory and methods of panel data models with interactive effects. Zbl 1331.62112Bai, Jushan; Li, Kunpeng 20 2014 Estimation of multiple-regime regressions with least absolutes deviation. Zbl 0952.62021Bai, Jushan 18 1998 Instrumental variable estimation in a data rich environment. Zbl 1230.62148Bai, Jushan; Ng, Serena 17 2010 Structural changes, common stochastic trends, and unit roots in panel data. Zbl 1168.91484Bai, Jushan; Carrion-i-Silvestre, Josep Lluís 16 2009 Panel unit root tests with cross-section dependence: a further investigation. Zbl 1294.62187Bai, Jushan; Ng, Serena 14 2010 Panel cointegration with global stochastic trends. Zbl 1429.62381Bai, Jushan; Kao, Chihwa; Ng, Serena 14 2009 Testing multivariate distributions in GARCH models. Zbl 1418.62300Bai, Jushan; Chen, Zhihong 12 2008 Efficient estimation of approximate factor models via penalized maximum likelihood. Zbl 1390.62107Bai, Jushan; Liao, Yuan 10 2016 Fixed-effects dynamic panel models, a factor analytical method. Zbl 1274.62404Bai, Jushan 10 2013 Generic consistency of the break-point estimators under specification errors in a multiple-break model. Zbl 1141.91633Bai, Jushan; Chen, Haiqiang; Chong, Terence Tai-Leung; Wang, Seraph Xin 6 2008 Selecting instrumental variables in a data rich environment. Zbl 1266.62041Ng, Serena; Bai, Jushan 5 2009 Rank regularized estimation of approximate factor models. Zbl 1452.62405Bai, Jushan; Ng, Serena 4 2019 Identification theory for high dimensional static and dynamic factor models. Zbl 1293.62131Bai, Jushan; Wang, Peng 2 2014 Numerical simulation on a coated piezoelectric sensor interacting with a crack. Zbl 1100.74647Xiao, Z. M.; Bai, J. 2 2002 A simple new test for slope homogeneity in panel data models with interactive effects. Zbl 1398.62361Ando, Tomohiro; Bai, Jushan 1 2015 A new look at panel testing of stationarity and the PPP hypothesis. Zbl 1119.62079Bai, Jushan; Ng, Serena 1 2005 Electro-elastic stress analysis of piezoelectric inhomogneneity-crack interaction. Zbl 1047.74016Xiao, Z. M.; Bai, J.; Maeda, R. 1 2001 Compressive failure model for fiber composites by kink band initiation from obliquely aligned, shear-dislocated fiber breaks. Zbl 1096.74518Bai, J.; Phoenix, S. L. 1 2005 Inferences in panel data with interactive effects using large covariance matrices. Zbl 1388.62356Bai, Jushan; Liao, Yuan 1 2017 Rank regularized estimation of approximate factor models. Zbl 1452.62405Bai, Jushan; Ng, Serena 4 2019 Inferences in panel data with interactive effects using large covariance matrices. Zbl 1388.62356Bai, Jushan; Liao, Yuan 1 2017 Efficient estimation of approximate factor models via penalized maximum likelihood. Zbl 1390.62107Bai, Jushan; Liao, Yuan 10 2016 A simple new test for slope homogeneity in panel data models with interactive effects. Zbl 1398.62361Ando, Tomohiro; Bai, Jushan 1 2015 Theory and methods of panel data models with interactive effects. Zbl 1331.62112Bai, Jushan; Li, Kunpeng 20 2014 Identification theory for high dimensional static and dynamic factor models. Zbl 1293.62131Bai, Jushan; Wang, Peng 2 2014 Principal components estimation and identification of static factors. Zbl 1284.62350Bai, Jushan; Ng, Serena 32 2013 Fixed-effects dynamic panel models, a factor analytical method. Zbl 1274.62404Bai, Jushan 10 2013 Statistical analysis of factor models of high dimension. Zbl 1246.62144Bai, Jushan; Li, Kunpeng 57 2012 Common breaks in means and variances for panel data. Zbl 1431.62353Bai, Jushan 57 2010 Instrumental variable estimation in a data rich environment. Zbl 1230.62148Bai, Jushan; Ng, Serena 17 2010 Panel unit root tests with cross-section dependence: a further investigation. Zbl 1294.62187Bai, Jushan; Ng, Serena 14 2010 Panel data models with interactive fixed effects. Zbl 1183.62196Bai, Jushan 127 2009 Structural changes, common stochastic trends, and unit roots in panel data. Zbl 1168.91484Bai, Jushan; Carrion-i-Silvestre, Josep Lluís 16 2009 Panel cointegration with global stochastic trends. Zbl 1429.62381Bai, Jushan; Kao, Chihwa; Ng, Serena 14 2009 Selecting instrumental variables in a data rich environment. Zbl 1266.62041Ng, Serena; Bai, Jushan 5 2009 Forecasting economic time series using targeted predictors. Zbl 1429.62419Bai, Jushan; Ng, Serena 39 2008 Testing multivariate distributions in GARCH models. Zbl 1418.62300Bai, Jushan; Chen, Zhihong 12 2008 Generic consistency of the break-point estimators under specification errors in a multiple-break model. Zbl 1141.91633Bai, Jushan; Chen, Haiqiang; Chong, Terence Tai-Leung; Wang, Seraph Xin 6 2008 Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions. Zbl 1152.91721Bai, Jushan; Ng, Serena 59 2006 Evaluating latent and observed factors in macroeconomics and finance. Zbl 1337.62341Bai, Jushan; Ng, Serena 23 2006 A new look at panel testing of stationarity and the PPP hypothesis. Zbl 1119.62079Bai, Jushan; Ng, Serena 1 2005 Compressive failure model for fiber composites by kink band initiation from obliquely aligned, shear-dislocated fiber breaks. Zbl 1096.74518Bai, J.; Phoenix, S. L. 1 2005 A PANIC attack on unit roots and cointegration. Zbl 1091.62068Bai, Jushan; Ng, Serena 97 2004 Estimating cross-section common stochastic trends in nonstationary panel data. Zbl 1282.91264Bai, Jushan 23 2004 Inferential theory for factor models of large dimensions. Zbl 1136.62354Bai, Jushan 222 2003 Critical values for multiple structural change tests. Zbl 1032.62064Bai, Jushan; Perron, Pierre 26 2003 Determining the number of factors in approximate factor models. Zbl 1103.91399Bai, Jushan; Ng, Serena 384 2002 Numerical simulation on a coated piezoelectric sensor interacting with a crack. Zbl 1100.74647Xiao, Z. M.; Bai, J. 2 2002 A consistent test for conditional symmetry in time series models. Zbl 0971.62045Bai, Jushan; Ng, Serena 37 2001 Electro-elastic stress analysis of piezoelectric inhomogneneity-crack interaction. Zbl 1047.74016Xiao, Z. M.; Bai, J.; Maeda, R. 1 2001 Likelihood ratio tests for multiple structural changes. Zbl 1041.62514Bai, Jushan 31 1999 Estimating and testing linear models with multiple structural changes. Zbl 1056.62523Bai, Jushan; Perron, Pierre 343 1998 Testing for and dating common braks in multivariate time series. Zbl 0910.90074Bai, Jushan; Lumsdaine, Robin L.; Stock, James H. 66 1998 Estimation of multiple-regime regressions with least absolutes deviation. Zbl 0952.62021Bai, Jushan 18 1998 Testing for parameter constancy in linear regressions: An empirical distribution function approach. Zbl 0844.62032Bai, Jushan 32 1996 Least squares estimation of a shift in linear processes. Zbl 0808.62079Bai, Jushan 109 1994 Weak convergence of the sequential empirical processes of residuals in ARMA models. Zbl 0826.60016Bai, Jushan 51 1994 On the partial sums of residuals in autoregressive and moving average models. Zbl 0768.62073Bai, Jushan 21 1993 all cited Publications top 5 cited Publications all top 5 Cited by 1,626 Authors 24 Bai, Jushan 23 Su, Liangjun 21 Horváth, Lajos 19 Fan, Jianqing 18 Hušková, Marie 17 Shin, Dongwan 17 Westerlund, Joakim 16 Perron, Pierre 15 Lee, Sangyeol 14 Pesaran, M. Hashem 13 Aue, Alexander 12 Kapetanios, George 12 Linton, Oliver Bruce 12 Trapani, Lorenzo 11 Ciuperca, Gabriela 11 Hsiao, Cheng 11 Ng, Serena 10 Li, Kunpeng 10 Ling, Shiqing 9 Barigozzi, Matteo 9 Hallin, Marc 9 Liao, Yuan 9 Phillips, Peter Charles Bonest 8 Ando, Tomohiro 8 Kirch, Claudia 8 Kurozumi, Eiji 8 Peng, Bin 8 Perron, Benoit 8 Yamagata, Takashi 7 Baltagi, Badi H. 7 Chan, Ngai Hang 7 Gao, Jiti 7 Gonçalves, Sílvia 7 Kao, Chihwa 7 Kokoszka, Piotr S. 7 Leybourne, Stephen J. 7 Lippi, Marco 7 Marcellino, Massimiliano 7 Meintanis, Simos G. 7 Miao, Bai-qi 7 Taylor, A. M. Robert 6 Baek, Changryong 6 Battaglia, Francesco Paolo 6 Chen, Rong 6 Galeano, Pedro 6 Harvey, David I. 6 Jin, Hao 6 Li, Qi 6 Moon, Hyungsik Roger 6 Onatski, Alexei 6 Peña, Daniel 6 Tian, Zheng 6 Xiao, Zhijie 5 Bodnar, Taras 5 Cui, Guowei 5 Delgado, Miguel Ángel 5 Forni, Mario 5 Fukuda, Kosei 5 Hall, Alastair R. 5 Jin, Baisuo 5 Jin, Sainan 5 Ke, Yuan 5 Kim, Dukpa 5 Kong, Xinbing 5 Medeiros, Marcelo C. 5 Neumeyer, Natalie 5 Pan, Guangming 5 Pang, Tianxiao 5 Prášková, Zuzana 5 Sarafidis, Vasilis 5 Seo, Myunghwan 5 Steinebach, Josef G. 5 Sul, Donggyu 5 Swanson, Norman Rasmus 5 Timmermann, Allan G. 5 Urbain, Jean-Pierre 5 Vogelsang, Timothy J. 5 Wang, Weichen 5 Weidner, Martin P. 5 Xiu, Dacheng 5 Yang, Yanrong 5 Yao, Qiwei 5 Yau, Chun Yip 4 Bai, Zhi-Dong 4 Bardet, Jean-Marc 4 Boldea, Otilia 4 Breitung, Jorg 4 Carrasco, Marine 4 Castle, Jennifer L. 4 Chang, Seong Yeon 4 Chen, Mingjing 4 Chong, Terence Tai-Leung 4 Costantini, Mauro 4 Demetrescu, Matei 4 Fryzlewicz, Piotr 4 Gil-Alana, Luis Alberiko 4 Giraitis, Liudas 4 Han, Chirok 4 Han, Xu 4 Hanck, Christoph ...and 1,526 more Authors all top 5 Cited in 131 Serials 307 Journal of Econometrics 66 Economics Letters 60 Econometric Theory 46 Computational Statistics and Data Analysis 40 Econometric Reviews 38 The Annals of Statistics 38 Journal of Time Series Analysis 33 Journal of Statistical Planning and Inference 32 Journal of Multivariate Analysis 25 Electronic Journal of Statistics 24 Statistics & Probability Letters 23 Journal of the American Statistical Association 22 Communications in Statistics. Theory and Methods 22 The Econometrics Journal 21 Journal of Economic Dynamics & Control 21 Statistical Papers 20 Journal of Applied Statistics 19 Journal of Statistical Computation and Simulation 12 Statistics 12 Journal of Forecasting 11 Quantitative Finance 10 Test 10 Bernoulli 10 Journal of the Korean Statistical Society 9 Computational Statistics 8 Metrika 8 Annals of the Institute of Statistical Mathematics 8 Statistical Methods and Applications 7 Annals of Operations Research 7 Communications in Statistics. Simulation and Computation 7 Stochastic Processes and their Applications 7 Statistics and Computing 6 Mathematics and Computers in Simulation 6 Open Economies Review 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 Journal of the Royal Statistical Society. Series B. Statistical Methodology 4 Scandinavian Journal of Statistics 4 Acta Mathematicae Applicatae Sinica. English Series 4 Cybernetics and Systems Analysis 4 Computational Economics 4 Statistica Sinica 4 International Journal of Theoretical and Applied Finance 4 AStA. Advances in Statistical Analysis 4 The Annals of Applied Statistics 3 Psychometrika 3 Biometrics 3 Statistical Science 3 Applied Mathematics. Series B (English Edition) 3 Journal of Nonparametric Statistics 3 Journal of Inequalities and Applications 3 Random Matrices: Theory and Applications 3 Bayesian Analysis 3 Journal of Econometric Methods 2 Lithuanian Mathematical Journal 2 Chaos, Solitons and Fractals 2 Kybernetika 2 Metron 2 The Annals of Applied Probability 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 Statistical Theory and Practice 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 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 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 1 Mathematical Methods of Statistics 1 Mathematical Problems in Engineering 1 Soft Computing ...and 31 more Serials all top 5 Cited in 19 Fields 1,087 Statistics (62-XX) 272 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 126 Numerical analysis (65-XX) 117 Probability theory and stochastic processes (60-XX) 16 Linear and multilinear algebra; matrix theory (15-XX) 13 Operations research, mathematical programming (90-XX) 8 Computer science (68-XX) 8 Biology and other natural sciences (92-XX) 6 General and overarching topics; collections (00-XX) 6 Geophysics (86-XX) 6 Systems theory; control (93-XX) 4 Dynamical systems and ergodic theory (37-XX) 2 History and biography (01-XX) 2 Combinatorics (05-XX) 2 Information and communication theory, circuits (94-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) Citations by Year