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Author ID: bai.jushan Recent zbMATH articles by "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

Publications by Year

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 1103.91399
Bai, Jushan; Ng, Serena
384
2002
Estimating and testing linear models with multiple structural changes. Zbl 1056.62523
Bai, Jushan; Perron, Pierre
343
1998
Inferential theory for factor models of large dimensions. Zbl 1136.62354
Bai, Jushan
222
2003
Panel data models with interactive fixed effects. Zbl 1183.62196
Bai, Jushan
127
2009
Least squares estimation of a shift in linear processes. Zbl 0808.62079
Bai, Jushan
109
1994
A PANIC attack on unit roots and cointegration. Zbl 1091.62068
Bai, Jushan; Ng, Serena
97
2004
Testing for and dating common braks in multivariate time series. Zbl 0910.90074
Bai, Jushan; Lumsdaine, Robin L.; Stock, James H.
66
1998
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions. Zbl 1152.91721
Bai, Jushan; Ng, Serena
59
2006
Common breaks in means and variances for panel data. Zbl 1431.62353
Bai, Jushan
57
2010
Statistical analysis of factor models of high dimension. Zbl 1246.62144
Bai, Jushan; Li, Kunpeng
57
2012
Weak convergence of the sequential empirical processes of residuals in ARMA models. Zbl 0826.60016
Bai, Jushan
51
1994
Forecasting economic time series using targeted predictors. Zbl 1429.62419
Bai, Jushan; Ng, Serena
39
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
32
2013
Testing for parameter constancy in linear regressions: An empirical distribution function approach. Zbl 0844.62032
Bai, Jushan
32
1996
Likelihood ratio tests for multiple structural changes. Zbl 1041.62514
Bai, Jushan
31
1999
Critical values for multiple structural change tests. Zbl 1032.62064
Bai, Jushan; Perron, Pierre
26
2003
Estimating cross-section common stochastic trends in nonstationary panel data. Zbl 1282.91264
Bai, Jushan
23
2004
Evaluating latent and observed factors in macroeconomics and finance. Zbl 1337.62341
Bai, Jushan; Ng, Serena
23
2006
On the partial sums of residuals in autoregressive and moving average models. Zbl 0768.62073
Bai, Jushan
21
1993
Theory and methods of panel data models with interactive effects. Zbl 1331.62112
Bai, Jushan; Li, Kunpeng
20
2014
Estimation of multiple-regime regressions with least absolutes deviation. Zbl 0952.62021
Bai, Jushan
18
1998
Instrumental variable estimation in a data rich environment. Zbl 1230.62148
Bai, Jushan; Ng, Serena
17
2010
Structural changes, common stochastic trends, and unit roots in panel data. Zbl 1168.91484
Bai, Jushan; Carrion-i-Silvestre, Josep Lluís
16
2009
Panel unit root tests with cross-section dependence: a further investigation. Zbl 1294.62187
Bai, Jushan; Ng, Serena
14
2010
Panel cointegration with global stochastic trends. Zbl 1429.62381
Bai, Jushan; Kao, Chihwa; Ng, Serena
14
2009
Testing multivariate distributions in GARCH models. Zbl 1418.62300
Bai, Jushan; Chen, Zhihong
12
2008
Efficient estimation of approximate factor models via penalized maximum likelihood. Zbl 1390.62107
Bai, Jushan; Liao, Yuan
10
2016
Fixed-effects dynamic panel models, a factor analytical method. Zbl 1274.62404
Bai, Jushan
10
2013
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
Selecting instrumental variables in a data rich environment. Zbl 1266.62041
Ng, Serena; Bai, Jushan
5
2009
Rank regularized estimation of approximate factor models. Zbl 1452.62405
Bai, Jushan; Ng, Serena
4
2019
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
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
Electro-elastic stress analysis of piezoelectric inhomogneneity-crack interaction. Zbl 1047.74016
Xiao, 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 1096.74518
Bai, J.; Phoenix, S. L.
1
2005
Inferences in panel data with interactive effects using large covariance matrices. Zbl 1388.62356
Bai, Jushan; Liao, Yuan
1
2017
Rank regularized estimation of approximate factor models. Zbl 1452.62405
Bai, Jushan; Ng, Serena
4
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
10
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
20
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
32
2013
Fixed-effects dynamic panel models, a factor analytical method. Zbl 1274.62404
Bai, Jushan
10
2013
Statistical analysis of factor models of high dimension. Zbl 1246.62144
Bai, Jushan; Li, Kunpeng
57
2012
Common breaks in means and variances for panel data. Zbl 1431.62353
Bai, Jushan
57
2010
Instrumental variable estimation in a data rich environment. Zbl 1230.62148
Bai, Jushan; Ng, Serena
17
2010
Panel unit root tests with cross-section dependence: a further investigation. Zbl 1294.62187
Bai, Jushan; Ng, Serena
14
2010
Panel data models with interactive fixed effects. Zbl 1183.62196
Bai, Jushan
127
2009
Structural changes, common stochastic trends, and unit roots in panel data. Zbl 1168.91484
Bai, Jushan; Carrion-i-Silvestre, Josep Lluís
16
2009
Panel cointegration with global stochastic trends. Zbl 1429.62381
Bai, Jushan; Kao, Chihwa; Ng, Serena
14
2009
Selecting instrumental variables in a data rich environment. Zbl 1266.62041
Ng, Serena; Bai, Jushan
5
2009
Forecasting economic time series using targeted predictors. Zbl 1429.62419
Bai, Jushan; Ng, Serena
39
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
59
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
97
2004
Estimating cross-section common stochastic trends in nonstationary panel data. Zbl 1282.91264
Bai, Jushan
23
2004
Inferential theory for factor models of large dimensions. Zbl 1136.62354
Bai, Jushan
222
2003
Critical values for multiple structural change tests. Zbl 1032.62064
Bai, Jushan; Perron, Pierre
26
2003
Determining the number of factors in approximate factor models. Zbl 1103.91399
Bai, Jushan; Ng, Serena
384
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
31
1999
Estimating and testing linear models with multiple structural changes. Zbl 1056.62523
Bai, Jushan; Perron, Pierre
343
1998
Testing for and dating common braks in multivariate time series. Zbl 0910.90074
Bai, Jushan; Lumsdaine, Robin L.; Stock, James H.
66
1998
Estimation of multiple-regime regressions with least absolutes deviation. Zbl 0952.62021
Bai, Jushan
18
1998
Testing for parameter constancy in linear regressions: An empirical distribution function approach. Zbl 0844.62032
Bai, Jushan
32
1996
Least squares estimation of a shift in linear processes. Zbl 0808.62079
Bai, Jushan
109
1994
Weak convergence of the sequential empirical processes of residuals in ARMA models. Zbl 0826.60016
Bai, Jushan
51
1994
On the partial sums of residuals in autoregressive and moving average models. Zbl 0768.62073
Bai, Jushan
21
1993
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

Citations by Year