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person:"Bai, Jushan"
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Search: subject_exact:"Estimation theory"
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Estimation theory
31
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31
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16
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16
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13
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13
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6
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6
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3
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31
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Bai, Jushan
Phillips, Peter C. B.
94
Baltagi, Badi H.
68
Lee, Lung-fei
68
Li, Qi
65
Linton, Oliver
57
Ullah, Aman
56
Newey, Whitney K.
54
Andrews, Donald W. K.
52
Tsionas, Efthymios G.
49
Su, Liangjun
48
Wooldridge, Jeffrey M.
45
Pesaran, M. Hashem
42
Kumbhakar, Subal
41
Robinson, Peter M.
41
White, Halbert
41
Gouriéroux, Christian
40
Ohtani, Kazuhiro
40
Gao, Jiti
38
Chen, Songnian
36
Simar, Léopold
36
Horowitz, Joel
35
McAleer, Michael
35
Parmeter, Christopher F.
35
Bera, Anil K.
34
Dufour, Jean-Marie
33
Hsiao, Cheng
33
Fan, Yanqin
32
Hahn, Jinyong
32
Krämer, Walter
32
Perron, Pierre
32
Cai, Zongwu
31
Florens, Jean-Pierre
31
Lütkepohl, Helmut
31
Chen, Xiaohong
30
Giles, David E. A.
30
Hansen, Bruce E.
29
Hendry, David F.
29
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28
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28
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Journal of econometrics
8
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4
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3
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2
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2
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2
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2
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1
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1
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1
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ECONIS (ZBW)
31
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31
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1
Factor-based imputation of missing values and covariances in panel data of large dimensions
Cahan, Ercument
;
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014340963
Saved in:
2
Large-scale generalized linear models for longitudinal data with grouped patterns of unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 983-994
Persistent link: https://www.econbiz.de/10014448483
Saved in:
3
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro
;
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
Saved in:
4
Feasible generalized least squares for panel data with cross-sectional and serial correlations
Bai, Jushan
;
Choi, Sung Hoon
;
Liao, Yuan
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
1
,
pp. 309-326
Persistent link: https://www.econbiz.de/10012488925
Saved in:
5
Dynamic spatial panel data models with common shocks
Bai, Jushan
;
Li, Kunpeng
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 134-160
Persistent link: https://www.econbiz.de/10013275367
Saved in:
6
Rank regularized estimation of approximate factor models
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 78-96
Persistent link: https://www.econbiz.de/10012303892
Saved in:
7
Selecting the regularization parameters in high-dimensional panel data models : consistency and efficiency
Ando, Tomohiro
;
Bai, Jushan
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 183-211
Persistent link: https://www.econbiz.de/10012038541
Saved in:
8
Inferences in panel data with interactive effects using large covariance matrices
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10011897698
Saved in:
9
Estimation and inference of FAVAR models
Bai, Jushan
;
Li, Kunpeng
;
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
Saved in:
10
Econometric analysis of large factor models
Bai, Jushan
;
Wang, Peng
- In:
Annual review of economics
8
(
2016
),
pp. 53-80
Persistent link: https://www.econbiz.de/10011743160
Saved in:
11
Efficient estimation of approximate factor models via penalized maximum likelihood
Bai, Jushan
;
Liao, Yuan
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011594307
Saved in:
12
A simple new test for slope homogeneity in panel data models with interactive effects
Ando, Tomohiro
;
Bai, Jushan
- In:
Economics letters
136
(
2015
),
pp. 112-117
Persistent link: https://www.econbiz.de/10011435963
Saved in:
13
Unbalanced panel data models with interactive effects
Bai, Jushan
;
Liao, Yuan
;
Yang, Jisheng
- In:
The Oxford handbook of panel data
,
(pp. 149-170)
.
2015
Persistent link: https://www.econbiz.de/10010472606
Saved in:
14
Testing panel cointegration with unobservable dynamic common factors that are correlated with the regressors
Bai, Jushan
;
Carrion i Silvestre, Josep Lluís
- In:
The econometrics journal
16
(
2013
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10009783333
Saved in:
15
OLIVE : a simple method for estimating betas when factors are measured with error
Meng, J. Ginger
;
Hu, Gang
;
Bai, Jushan
- In:
The journal of financial research
34
(
2011
)
1
,
pp. 27-60
Persistent link: https://www.econbiz.de/10009010664
Saved in:
16
Conditional Markov chain and its application in economic time series analysis
Bai, Jushan
;
Wang, Peng
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 715-734
Persistent link: https://www.econbiz.de/10009408923
Saved in:
17
Common breaks in means and variances for panel data
Bai, Jushan
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 78-92
Persistent link: https://www.econbiz.de/10008661845
Saved in:
18
Panel data models with interactive fixed effects
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
4
,
pp. 1229-1279
Persistent link: https://www.econbiz.de/10003881957
Saved in:
19
Extremum estimation when the predictors are estimated from large panels
Bai, Jushan
;
Ng, Serena
- In:
Annals of economics and finance
9
(
2008
)
2
,
pp. 201-222
Persistent link: https://www.econbiz.de/10003796412
Saved in:
20
Generic consistency of the break-point estimators under specification errors in a multiple-break model
Bai, Jushan
;
Chen, Haiqiang
;
Chong, Terence Tai-Leung
; …
- In:
The econometrics journal
11
(
2008
)
2
,
pp. 287-307
Persistent link: https://www.econbiz.de/10003750801
Saved in:
21
Forecasting economic time series using targeted predictors
Bai, Jushan
;
Ng, Serena
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
Saved in:
22
Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan
;
Ng, Serena
- In:
Econometrica : journal of the Econometric Society, an …
74
(
2006
)
4
,
pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
Saved in:
23
On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan
;
Kao, Chihwa
- In:
Panel data econometrics : theoretical contributions and …
,
(pp. 1-30)
.
2006
Persistent link: https://www.econbiz.de/10003331420
Saved in:
24
Computation and analysis of multiple structural change models
Bai, Jushan
;
Perron, Pierre
- In:
Journal of applied econometrics
18
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001738235
Saved in:
25
Critical values for multiple structural change tests
Bai, Jushan
;
Perron, Pierre
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 72-78
Persistent link: https://www.econbiz.de/10001781042
Saved in:
26
Testing parametric conditional distributions of dynamic models
Bai, Jushan
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 531-549
Persistent link: https://www.econbiz.de/10001791740
Saved in:
27
A note on spurious break
Bai, Jushan
- In:
Econometric theory
14
(
1998
)
5
,
pp. 663-669
Persistent link: https://www.econbiz.de/10001381135
Saved in:
28
Estimating and testing linear models with multiple structural changes
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10001233472
Saved in:
29
Estimation of a change point in multiple regression models
Bai, Jushan
- In:
The review of economics and statistics
79
(
1997
)
4
,
pp. 551-563
Persistent link: https://www.econbiz.de/10001229894
Saved in:
30
Testing for parameter constancy in linear regressions : an empirical distribution function approach
Bai, Jushan
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 597-622
Persistent link: https://www.econbiz.de/10001199893
Saved in:
31
Least absolute deviation estimation of a shift
Bai, Jushan
- In:
Econometric theory
11
(
1995
)
3
,
pp. 403-436
Persistent link: https://www.econbiz.de/10001186559
Saved in:
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