Jushan Bai
1997–2020 年に発表
- 30
- 論文数
- 22,702
- 被引用数
- 30
- h 指数
- 30
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Economics, Econometrics and Finance44.1%
- Mathematics14.9%
- Computer Science13.6%
- Social Sciences4.9%
- Engineering4.6%
- Decision Sciences4.1%
- その他13.8%
トピック
- Monetary Policy and Economic Impact6.9%
- Statistical Methods and Inference5.6%
- Market Dynamics and Volatility4.6%
- Financial Risk and Volatility Modeling4.3%
- Energy, Environment, Economic Growth3.7%
- Complex Systems and Time Series Analysis3.3%
- その他71.6%
共著者
- Serena Ng11
- Pierre Perrón4
- Chihwa Kao2
- James H. Stock2
- Andrew Harvey1
- Arthur S. Goldberger1
- Bo E. Honoré1
- Brownwyn H. Hall1
- David A. Freedman1
- David F. Hendry1
- Donald W. K. Andrews1
- Douglas G. Steigerwald1
- Guido W. Imbens1
- Hidehiko Ichimura1
- Jeffrey M. Wooldridge1
- Josep Lluís Carrion‐i‐Silvestre1
- Kunpeng Li1
- Michael Jansson1
- N. E. Savin1
- Ole E. Barndorff–Nielsen1
- Peng Wang1
- Peter J. Bickel1
- Robin L. Lumsdaine1
- Ron C. Mittelhammer1
全論文
- Estimating and Testing Linear Models with Multiple Structural Changes
著者: Jushan Bai, Pierre Perrón - Econometrica 1998 被引用: 6,013
- Inferential Theory for Factor Models of Large Dimensions
著者: Jushan Bai - Econometrica 2003 被引用: 1,742
- Panel Data Models With Interactive Fixed Effects
著者: Jushan Bai - Econometrica 2009 被引用: 1,670
- Statistical analysis of factor models of high dimension
著者: Jushan Bai, Kunpeng Li - The Annals of Statistics 2012 被引用: 328
- Tests for Skewness, Kurtosis, and Normality for Time Series Data
著者: Jushan Bai, Serena Ng - Journal of Business and Economic Statistics 2004 被引用: 499
- Feasible generalized least squares for panel data with cross-sectional and serial correlations
著者: Jushan Bai, Sung Hoon Choi, Yuan Liao - Empirical Economics 2020 被引用: 284
- Estimating Multiple Breaks One at a Time
著者: Jushan Bai - Econometric Theory 1997 被引用: 832
- Identification and Inference for Econometric Models
著者: Donald W. K. Andrews, Donald W. K. Andrews, Donald W. K. Andrews, Thomas J. Rothenberg, Arthur S. Goldberger, Jeffrey M. Wooldridge, David A. Freedman, James H. Stock, James H. Stock, Douglas G. Steigerwald, Hidehiko Ichimura, Donald W. K. Andrews, Guido W. Imbens, Whitney K. Newey, Ron C. Mittelhammer, Ole E. Barndorff–Nielsen, N. E. Savin, Michael Jansson, Samuel B. Thompson, Andrew Harvey, Jushan Bai, Brownwyn H. Hall, David F. Hendry, Peter J. Bickel, Bo E. Honoré - Cambridge University Press eBooks 2005 被引用: 717
- Forecasting economic time series using targeted predictors
著者: Jushan Bai, Serena Ng - Journal of Econometrics 2008 被引用: 721
- Common breaks in means and variances for panel data
著者: Jushan Bai - Journal of Econometrics 2009 被引用: 275
- A PANIC Attack on Unit Roots and Cointegration
著者: Jushan Bai, Serena Ng - Econometrica 2004 被引用: 1,869
- Principal components estimation and identification of static factors
著者: Jushan Bai, Serena Ng - Journal of Econometrics 2013 被引用: 305
- Critical values for multiple structural change tests
著者: Jushan Bai, Pierre Perrón - Econometrics Journal 2003 被引用: 837
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
著者: Jushan Bai, Serena Ng - Econometrica 2006 被引用: 653
- Determining the Number of Primitive Shocks in Factor Models
著者: Jushan Bai, Serena Ng - Journal of Business and Economic Statistics 2006 被引用: 553
- Likelihood ratio tests for multiple structural changes
著者: Jushan Bai - Journal of Econometrics 1999 被引用: 248
- Evaluating latent and observed factors in macroeconomics and finance
著者: Jushan Bai, Serena Ng - Journal of Econometrics 2005 被引用: 228
- Estimation of a Change Point in Multiple Regression Models
著者: Jushan Bai - The Review of Economics and Statistics 1997 被引用: 838
- Multiple Structural Change Models: A Simulation Analysis
著者: Jushan Bai, Pierre Perrón - Cambridge University Press eBooks 2006 被引用: 310
- Testing Parametric Conditional Distributions of Dynamic Models
著者: Jushan Bai - The Review of Economics and Statistics 2003 被引用: 266
- Determining the Number of Factors in Approximate Factor Models
著者: Jushan Bai, Serena Ng - Econometrica 2002 被引用: 765
- Computation and analysis of multiple structural change models
著者: Jushan Bai, Pierre Perrón - Journal of Applied Econometrics 2002 被引用: 609
- Testing For and Dating Common Breaks in Multivariate Time Series
著者: Jushan Bai, Robin L. Lumsdaine, James H. Stock - The Review of Economic Studies 1998 被引用: 454
- Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data
著者: Jushan Bai, Josep Lluís Carrion‐i‐Silvestre - The Review of Economic Studies 2009 被引用: 296
