Jushan Bai
Columbia University in the City of New York
H-index: 59
North America-United States
Top articles of Jushan Bai
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
The likelihood ratio test for structural changes in factor models | Journal of Econometrics | Jushan Bai Jiangtao Duan Xu Han | 2024/1/1 |
Causal inference using factor models | Available at SSRN 4779438 | Jushan Bai Peng Wang | 2024/3/31 |
Likelihood approach to dynamic panel models with interactive effects | Journal of Econometrics | Jushan Bai | 2024/3/1 |
Quasi-maximum likelihood estimation of break point in high-dimensional factor models | Journal of Econometrics | Jiangtao Duan Jushan Bai Xu Han | 2023/3/1 |
Efficiency of QMLE for dynamic panel data models with interactive effects | arXiv preprint arXiv:2312.07881 | Jushan Bai | 2023/12/13 |
Approximate factor models with weaker loadings | Journal of Econometrics | Jushan Bai Serena Ng | 2023/8/1 |
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity | Journal of Business & Economic Statistics | Tomohiro Ando Jushan Bai | 2023/7/3 |
Factor-based imputation of missing values and covariances in panel data of large dimensions | Journal of Econometrics | Ercument Cahan Jushan Bai Serena Ng | 2023/3/1 |
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity | Journal of Econometrics | Tomohiro Ando Jushan Bai Kunpeng Li | 2022/9/1 |
Feasible generalized least squares for panel data with cross-sectional and serial correlations | Empirical Economics | Jushan Bai Sung Hoon Choi Yuan Liao | 2021/1 |
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity | Tomohiro Ando Jushan Bai | 2021/12/23 | |
Matrix completion, counterfactuals, and factor analysis of missing data | Journal of the American Statistical Association | Jushan Bai Serena Ng | 2021/10/2 |
Dynamic spatial panel data models with common shocks | Journal of Econometrics | Jushan Bai Kunpeng Li | 2021/9/1 |
Estimation and inference of change points in high-dimensional factor models | Journal of Econometrics | Jushan Bai Xu Han Yutang Shi | 2020/11/1 |
Standard errors for panel data models with unknown clusters | Journal of Econometrics | Jushan Bai Sung Hoon Choi Yuan Liao | 2020/10/8 |
Simpler proofs for approximate factor models of large dimensions | arXiv preprint arXiv:2008.00254 | Jushan Bai Serena Ng | 2020/8/1 |
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity | Journal of the American Statistical Association | Tomohiro Ando Jushan Bai | 2020/1/2 |
