×

zbMATH — the first resource for mathematics

Bai, Jushan

Compute Distance To:
Author ID: bai.jushan Recent zbMATH articles by "Bai, Jushan"
Published as: Bai, J.; Bai, Jushan
External Links: MGP · Wikidata
Documents Indexed: 42 Publications since 1989

Publications by Year

Citations contained in zbMATH

39 Publications have been cited 1,659 times in 1,011 Documents Cited by Year
Determining the number of factors in approximate factor models. Zbl 1103.91399
Bai, Jushan; Ng, Serena
317
2002
Estimating and testing linear models with multiple structural changes. Zbl 1056.62523
Bai, Jushan; Perron, Pierre
304
1998
Inferential theory for factor models of large dimensions. Zbl 1136.62354
Bai, Jushan
183
2003
Panel data models with interactive fixed effects. Zbl 1183.62196
Bai, Jushan
92
2009
Least squares estimation of a shift in linear processes. Zbl 0808.62079
Bai, Jushan
92
1994
A PANIC attack on unit roots and cointegration. Zbl 1091.62068
Bai, Jushan; Ng, Serena
86
2004
Testing for and dating common braks in multivariate time series. Zbl 0910.90074
Bai, Jushan; Lumsdaine, Robin L.; Stock, James H.
64
1998
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions. Zbl 1152.91721
Bai, Jushan; Ng, Serena
48
2006
Weak convergence of the sequential empirical processes of residuals in ARMA models. Zbl 0826.60016
Bai, Jushan
47
1994
Common breaks in means and variances for panel data. Zbl 1431.62353
Bai, Jushan
38
2010
Statistical analysis of factor models of high dimension. Zbl 1246.62144
Bai, Jushan; Li, Kunpeng
36
2012
A consistent test for conditional symmetry in time series models. Zbl 0971.62045
Bai, Jushan; Ng, Serena
36
2001
Forecasting economic time series using targeted predictors. Zbl 1429.62419
Bai, Jushan; Ng, Serena
33
2008
Likelihood ratio tests for multiple structural changes. Zbl 1041.62514
Bai, Jushan
31
1999
Testing for parameter constancy in linear regressions: An empirical distribution function approach. Zbl 0844.62032
Bai, Jushan
31
1996
Critical values for multiple structural change tests. Zbl 1032.62064
Bai, Jushan; Perron, Pierre
23
2003
Principal components estimation and identification of static factors. Zbl 1284.62350
Bai, Jushan; Ng, Serena
22
2013
Estimating cross-section common stochastic trends in nonstationary panel data. Zbl 1282.91264
Bai, Jushan
21
2004
Evaluating latent and observed factors in macroeconomics and finance. Zbl 1337.62341
Bai, Jushan; Ng, Serena
19
2006
On the partial sums of residuals in autoregressive and moving average models. Zbl 0768.62073
Bai, Jushan
19
1993
Estimation of multiple-regime regressions with least absolutes deviation. Zbl 0952.62021
Bai, Jushan
17
1998
Panel unit root tests with cross-section dependence: a further investigation. Zbl 1294.62187
Bai, Jushan; Ng, Serena
13
2010
Structural changes, common stochastic trends, and unit roots in panel data. Zbl 1168.91484
Bai, Jushan; Carrion-i-Silvestre, Josep Lluís
13
2009
Instrumental variable estimation in a data rich environment. Zbl 1230.62148
Bai, Jushan; Ng, Serena
12
2010
Testing multivariate distributions in GARCH models. Zbl 1418.62300
Bai, Jushan; Chen, Zhihong
12
2008
Theory and methods of panel data models with interactive effects. Zbl 1331.62112
Bai, Jushan; Li, Kunpeng
11
2014
Panel cointegration with global stochastic trends. Zbl 1429.62381
Bai, Jushan; Kao, Chihwa; Ng, Serena
9
2009
Efficient estimation of approximate factor models via penalized maximum likelihood. Zbl 1390.62107
Bai, Jushan; Liao, Yuan
7
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
6
2008
Fixed-effects dynamic panel models, a factor analytical method. Zbl 1274.62404
Bai, Jushan
4
2013
Selecting instrumental variables in a data rich environment. Zbl 1266.62041
Ng, Serena; Bai, Jushan
3
2009
Identification theory for high dimensional static and dynamic factor models. Zbl 1293.62131
Bai, Jushan; Wang, Peng
2
2014
Numerical simulation on a coated piezoelectric sensor interacting with a crack. Zbl 1100.74647
Xiao, Z. M.; Bai, J.
2
2002
Rank regularized estimation of approximate factor models. Zbl 07100391
Bai, Jushan; Ng, Serena
1
2019
Inferences in panel data with interactive effects using large covariance matrices. Zbl 1388.62356
Bai, Jushan; Liao, Yuan
1
2017
A simple new test for slope homogeneity in panel data models with interactive effects. Zbl 1398.62361
Ando, Tomohiro; Bai, Jushan
1
2015
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
Electro-elastic stress analysis of piezoelectric inhomogneneity-crack interaction. Zbl 1047.74016
Xiao, Z. M.; Bai, J.; Maeda, R.
1
2001
Rank regularized estimation of approximate factor models. Zbl 07100391
Bai, Jushan; Ng, Serena
1
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
7
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
11
2014
Identification theory for high dimensional static and dynamic factor models. Zbl 1293.62131
Bai, Jushan; Wang, Peng
2
2014
Principal components estimation and identification of static factors. Zbl 1284.62350
Bai, Jushan; Ng, Serena
22
2013
Fixed-effects dynamic panel models, a factor analytical method. Zbl 1274.62404
Bai, Jushan
4
2013
Statistical analysis of factor models of high dimension. Zbl 1246.62144
Bai, Jushan; Li, Kunpeng
36
2012
Common breaks in means and variances for panel data. Zbl 1431.62353
Bai, Jushan
38
2010
Panel unit root tests with cross-section dependence: a further investigation. Zbl 1294.62187
Bai, Jushan; Ng, Serena
13
2010
Instrumental variable estimation in a data rich environment. Zbl 1230.62148
Bai, Jushan; Ng, Serena
12
2010
Panel data models with interactive fixed effects. Zbl 1183.62196
Bai, Jushan
92
2009
Structural changes, common stochastic trends, and unit roots in panel data. Zbl 1168.91484
Bai, Jushan; Carrion-i-Silvestre, Josep Lluís
13
2009
Panel cointegration with global stochastic trends. Zbl 1429.62381
Bai, Jushan; Kao, Chihwa; Ng, Serena
9
2009
Selecting instrumental variables in a data rich environment. Zbl 1266.62041
Ng, Serena; Bai, Jushan
3
2009
Forecasting economic time series using targeted predictors. Zbl 1429.62419
Bai, Jushan; Ng, Serena
33
2008
Testing multivariate distributions in GARCH models. Zbl 1418.62300
Bai, Jushan; Chen, Zhihong
12
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
6
2008
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions. Zbl 1152.91721
Bai, Jushan; Ng, Serena
48
2006
Evaluating latent and observed factors in macroeconomics and finance. Zbl 1337.62341
Bai, Jushan; Ng, Serena
19
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
86
2004
Estimating cross-section common stochastic trends in nonstationary panel data. Zbl 1282.91264
Bai, Jushan
21
2004
Inferential theory for factor models of large dimensions. Zbl 1136.62354
Bai, Jushan
183
2003
Critical values for multiple structural change tests. Zbl 1032.62064
Bai, Jushan; Perron, Pierre
23
2003
Determining the number of factors in approximate factor models. Zbl 1103.91399
Bai, Jushan; Ng, Serena
317
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
36
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
31
1999
Estimating and testing linear models with multiple structural changes. Zbl 1056.62523
Bai, Jushan; Perron, Pierre
304
1998
Testing for and dating common braks in multivariate time series. Zbl 0910.90074
Bai, Jushan; Lumsdaine, Robin L.; Stock, James H.
64
1998
Estimation of multiple-regime regressions with least absolutes deviation. Zbl 0952.62021
Bai, Jushan
17
1998
Testing for parameter constancy in linear regressions: An empirical distribution function approach. Zbl 0844.62032
Bai, Jushan
31
1996
Least squares estimation of a shift in linear processes. Zbl 0808.62079
Bai, Jushan
92
1994
Weak convergence of the sequential empirical processes of residuals in ARMA models. Zbl 0826.60016
Bai, Jushan
47
1994
On the partial sums of residuals in autoregressive and moving average models. Zbl 0768.62073
Bai, Jushan
19
1993
all top 5

Cited by 1,371 Authors

21 Bai, Jushan
20 Horváth, Lajos
18 Fan, Jianqing
18 Su, Liangjun
16 Hušková, Marie
15 Shin, Dongwan
14 Westerlund, Joakim
13 Aue, Alexander
13 Perron, Pierre
12 Lee, Sangyeol
12 Pesaran, M. Hashem
11 Ciuperca, Gabriela
11 Trapani, Lorenzo
10 Ling, Shiqing
10 Ng, Serena
9 Kapetanios, George
9 Linton, Oliver Bruce
8 Barigozzi, Matteo
8 Hallin, Marc
8 Hsiao, Cheng
8 Phillips, Peter Charles Bonest
7 Kirch, Claudia
7 Kokoszka, Piotr S.
7 Kurozumi, Eiji
7 Leybourne, Stephen J.
7 Li, Kunpeng
7 Liao, Yuan
7 Miao, Bai-qi
7 Perron, Benoit
6 Ando, Tomohiro
6 Battaglia, Francesco Paolo
6 Galeano, Pedro
6 Gonçalves, Sílvia
6 Harvey, David I.
6 Kao, Chihwa
6 Lippi, Marco
6 Marcellino, Massimiliano
6 Meintanis, Simos G.
6 Moon, Hyungsik Roger
6 Peng, Bin
6 Taylor, A. M. Robert
6 Tian, Zheng
6 Xiao, Zhijie
6 Yamagata, Takashi
5 Baek, Changryong
5 Baltagi, Badi H.
5 Bodnar, Taras
5 Delgado, Miguel Ángel
5 Forni, Mario
5 Fukuda, Kosei
5 Hall, Alastair R.
5 Jin, Baisuo
5 Jin, Hao
5 Kong, Xinbing
5 Li, Qi
5 Medeiros, Marcelo C.
5 Neumeyer, Natalie
5 Peña, Daniel
5 Prášková, Zuzana
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 Yao, Qiwei
4 Bardet, Jean-Marc
4 Boldea, Otilia
4 Breitung, Jorg
4 Carrasco, Marine
4 Castle, Jennifer L.
4 Chan, Ngai Hang
4 Chen, Rong
4 Costantini, Mauro
4 Cui, Guowei
4 Gao, Jiti
4 Gil-Alana, Luis Alberiko
4 Han, Chirok
4 Hanck, Christoph
4 Hendry, David F.
4 Jiménez-Gamero, María Dolores
4 Kejriwal, Mohitosh
4 Kim, Dukpa
4 Kim, Jaehee H.
4 Larsson, Rolf
4 Na, Okyoung
4 Ngatchou Wandji, Joseph
4 Oka, Tatsushi
4 Onatski, Alexei
4 Palm, Franz C.
4 Pan, Guangming
4 Parolya, Nestor R.
4 Qin, Ruibing
4 Qu, Zhongjun
4 Reichlin, Lucrezia
4 Shin, Yongcheol
4 Tsay, Ruey S.
4 Urga, Giovanni
4 von Sachs, Rainer
...and 1,271 more Authors
all top 5

Cited in 119 Serials

263 Journal of Econometrics
62 Economics Letters
55 Econometric Theory
42 Computational Statistics and Data Analysis
38 Journal of Time Series Analysis
32 The Annals of Statistics
28 Journal of Multivariate Analysis
28 Journal of Statistical Planning and Inference
23 Statistics & Probability Letters
22 The Econometrics Journal
21 Journal of Economic Dynamics & Control
20 Journal of the American Statistical Association
20 Electronic Journal of Statistics
19 Statistical Papers
18 Econometric Reviews
17 Journal of Statistical Computation and Simulation
16 Communications in Statistics. Theory and Methods
16 Journal of Applied Statistics
12 Journal of Forecasting
11 Statistics
10 Test
9 Quantitative Finance
7 Annals of the Institute of Statistical Mathematics
7 Computational Statistics
7 Communications in Statistics. Simulation and Computation
7 Stochastic Processes and their Applications
7 Statistical Methods and Applications
7 Statistics and Computing
6 Metrika
6 Mathematics and Computers in Simulation
6 Open Economies Review
6 Bernoulli
6 Journal of Time Series Econometrics
5 European Journal of Operational Research
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 Journal of the Korean Statistical Society
5 Science China. Mathematics
4 Scandinavian Journal of Statistics
4 Acta Mathematicae Applicatae Sinica. English Series
4 Annals of Operations Research
4 Computational Economics
4 AStA. Advances in Statistical Analysis
4 The Annals of Applied Statistics
3 Biometrics
3 Cybernetics and Systems Analysis
3 Journal of Nonparametric Statistics
3 Journal of Econometric Methods
2 Acta Mechanica
2 Lithuanian Mathematical Journal
2 Kybernetika
2 Insurance Mathematics & Economics
2 The Annals of Applied Probability
2 Applied Mathematics. Series B (English Edition)
2 Journal of Inequalities and Applications
2 Studies in Nonlinear Dynamics and Econometrics
2 International Journal of Theoretical and Applied Finance
2 Macroeconomic Dynamics
2 Applied Stochastic Models in Business and Industry
2 Journal of Systems Science and Complexity
2 Journal of Machine Learning Research (JMLR)
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 Random Matrices: Theory and Applications
2 Annals of Finance
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 Journal of the Franklin Institute
1 Journal of the Mechanics and Physics of Solids
1 Mathematical Biosciences
1 Moscow University Mathematics Bulletin
1 Psychometrika
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 Meccanica
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 Statistical Science
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 Statistica Sinica
1 Mathematical Problems in Engineering
1 Soft Computing
1 Australian & New Zealand Journal of Statistics
...and 19 more Serials

Citations by Year

Wikidata Timeline

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.