Edit Profile Bai, Jushan Compute Distance To: Compute Author ID: bai.jushan Published as: Bai, J.; Bai, Jushan External Links: MGP · Wikidata Documents Indexed: 42 Publications since 1989 all top 5 Co-Authors 11 single-authored 13 Ng, Serena 2 Ando, Tomohiro 2 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 Kao, Chihwa 1 Lumsdaine, Robin L. 1 Stock, James H. 1 Wang, Peng 1 Wang, Seraph Xin all top 5 Serials 13 Journal of Econometrics 8 Econometrica 3 The Annals of Statistics 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 Economics Letters 1 Journal of Time Series Econometrics Fields 35 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-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 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 1103.91399Bai, Jushan; Ng, Serena 317 2002 Estimating and testing linear models with multiple structural changes. Zbl 1056.62523Bai, Jushan; Perron, Pierre 304 1998 Inferential theory for factor models of large dimensions. Zbl 1136.62354Bai, Jushan 183 2003 Panel data models with interactive fixed effects. Zbl 1183.62196Bai, Jushan 92 2009 Least squares estimation of a shift in linear processes. Zbl 0808.62079Bai, Jushan 92 1994 A PANIC attack on unit roots and cointegration. Zbl 1091.62068Bai, Jushan; Ng, Serena 86 2004 Testing for and dating common braks in multivariate time series. Zbl 0910.90074Bai, Jushan; Lumsdaine, Robin L.; Stock, James H. 64 1998 Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions. Zbl 1152.91721Bai, Jushan; Ng, Serena 48 2006 Weak convergence of the sequential empirical processes of residuals in ARMA models. Zbl 0826.60016Bai, Jushan 47 1994 Common breaks in means and variances for panel data. Zbl 1431.62353Bai, Jushan 38 2010 Statistical analysis of factor models of high dimension. Zbl 1246.62144Bai, Jushan; Li, Kunpeng 36 2012 A consistent test for conditional symmetry in time series models. Zbl 0971.62045Bai, Jushan; Ng, Serena 36 2001 Forecasting economic time series using targeted predictors. Zbl 1429.62419Bai, Jushan; Ng, Serena 33 2008 Likelihood ratio tests for multiple structural changes. Zbl 1041.62514Bai, Jushan 31 1999 Testing for parameter constancy in linear regressions: An empirical distribution function approach. Zbl 0844.62032Bai, Jushan 31 1996 Critical values for multiple structural change tests. Zbl 1032.62064Bai, Jushan; Perron, Pierre 23 2003 Principal components estimation and identification of static factors. Zbl 1284.62350Bai, Jushan; Ng, Serena 22 2013 Estimating cross-section common stochastic trends in nonstationary panel data. Zbl 1282.91264Bai, Jushan 21 2004 Evaluating latent and observed factors in macroeconomics and finance. Zbl 1337.62341Bai, Jushan; Ng, Serena 19 2006 On the partial sums of residuals in autoregressive and moving average models. Zbl 0768.62073Bai, Jushan 19 1993 Estimation of multiple-regime regressions with least absolutes deviation. Zbl 0952.62021Bai, Jushan 17 1998 Panel unit root tests with cross-section dependence: a further investigation. Zbl 1294.62187Bai, Jushan; Ng, Serena 13 2010 Structural changes, common stochastic trends, and unit roots in panel data. Zbl 1168.91484Bai, Jushan; Carrion-i-Silvestre, Josep Lluís 13 2009 Instrumental variable estimation in a data rich environment. Zbl 1230.62148Bai, Jushan; Ng, Serena 12 2010 Testing multivariate distributions in GARCH models. Zbl 1418.62300Bai, Jushan; Chen, Zhihong 12 2008 Theory and methods of panel data models with interactive effects. Zbl 1331.62112Bai, Jushan; Li, Kunpeng 11 2014 Panel cointegration with global stochastic trends. Zbl 1429.62381Bai, Jushan; Kao, Chihwa; Ng, Serena 9 2009 Efficient estimation of approximate factor models via penalized maximum likelihood. Zbl 1390.62107Bai, Jushan; Liao, Yuan 7 2016 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 Fixed-effects dynamic panel models, a factor analytical method. Zbl 1274.62404Bai, Jushan 4 2013 Selecting instrumental variables in a data rich environment. Zbl 1266.62041Ng, Serena; Bai, Jushan 3 2009 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 Rank regularized estimation of approximate factor models. Zbl 07100391Bai, Jushan; Ng, Serena 1 2019 Inferences in panel data with interactive effects using large covariance matrices. Zbl 1388.62356Bai, Jushan; Liao, Yuan 1 2017 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 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 Electro-elastic stress analysis of piezoelectric inhomogneneity-crack interaction. Zbl 1047.74016Xiao, Z. M.; Bai, J.; Maeda, R. 1 2001 Rank regularized estimation of approximate factor models. Zbl 07100391Bai, Jushan; Ng, Serena 1 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 7 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 11 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 22 2013 Fixed-effects dynamic panel models, a factor analytical method. Zbl 1274.62404Bai, Jushan 4 2013 Statistical analysis of factor models of high dimension. Zbl 1246.62144Bai, Jushan; Li, Kunpeng 36 2012 Common breaks in means and variances for panel data. Zbl 1431.62353Bai, Jushan 38 2010 Panel unit root tests with cross-section dependence: a further investigation. Zbl 1294.62187Bai, Jushan; Ng, Serena 13 2010 Instrumental variable estimation in a data rich environment. Zbl 1230.62148Bai, Jushan; Ng, Serena 12 2010 Panel data models with interactive fixed effects. Zbl 1183.62196Bai, Jushan 92 2009 Structural changes, common stochastic trends, and unit roots in panel data. Zbl 1168.91484Bai, Jushan; Carrion-i-Silvestre, Josep Lluís 13 2009 Panel cointegration with global stochastic trends. Zbl 1429.62381Bai, Jushan; Kao, Chihwa; Ng, Serena 9 2009 Selecting instrumental variables in a data rich environment. Zbl 1266.62041Ng, Serena; Bai, Jushan 3 2009 Forecasting economic time series using targeted predictors. Zbl 1429.62419Bai, Jushan; Ng, Serena 33 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 48 2006 Evaluating latent and observed factors in macroeconomics and finance. Zbl 1337.62341Bai, Jushan; Ng, Serena 19 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 86 2004 Estimating cross-section common stochastic trends in nonstationary panel data. Zbl 1282.91264Bai, Jushan 21 2004 Inferential theory for factor models of large dimensions. Zbl 1136.62354Bai, Jushan 183 2003 Critical values for multiple structural change tests. Zbl 1032.62064Bai, Jushan; Perron, Pierre 23 2003 Determining the number of factors in approximate factor models. Zbl 1103.91399Bai, Jushan; Ng, Serena 317 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 36 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 304 1998 Testing for and dating common braks in multivariate time series. Zbl 0910.90074Bai, Jushan; Lumsdaine, Robin L.; Stock, James H. 64 1998 Estimation of multiple-regime regressions with least absolutes deviation. Zbl 0952.62021Bai, Jushan 17 1998 Testing for parameter constancy in linear regressions: An empirical distribution function approach. Zbl 0844.62032Bai, Jushan 31 1996 Least squares estimation of a shift in linear processes. Zbl 0808.62079Bai, Jushan 92 1994 Weak convergence of the sequential empirical processes of residuals in ARMA models. Zbl 0826.60016Bai, Jushan 47 1994 On the partial sums of residuals in autoregressive and moving average models. Zbl 0768.62073Bai, Jushan 19 1993 all cited Publications top 5 cited Publications 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 all top 5 Cited in 19 Fields 932 Statistics (62-XX) 273 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 117 Numerical analysis (65-XX) 101 Probability theory and stochastic processes (60-XX) 12 Linear and multilinear algebra; matrix theory (15-XX) 8 Operations research, mathematical programming (90-XX) 7 Biology and other natural sciences (92-XX) 5 General and overarching topics; collections (00-XX) 4 Computer science (68-XX) 4 Mechanics of deformable solids (74-XX) 4 Systems theory; control (93-XX) 3 Geophysics (86-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 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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