Jushan Bai
- Estimating and Testing Linear Models with Multiple Structural Changes
1998/01/01 by Jushan Bai, Pierre Perron, Pierre Perrón · 88 citations
Mathematics · Decision Sciences · #Advanced Statistical Methods and Models #Statistical Methods and Inference #Advanced Statistical Process Monitoring
- Statistical analysis of factor models of high dimension
2012/02/01 by Jushan Bai, Kunpeng Li · 20 citations
Mathematics · Economics, Econometrics and Finance · #Statistical Methods and Inference #Financial Risk and Volatility Modeling #Statistical Methods and Bayesian Inference
- Computation and analysis of multiple structural change models
2002/10/08 by Jushan Bai, Pierre Perron · 12 citations
- Approximate Factor Models with Weaker Loadings
2021/09/08 by Jushan Bai, Bai, Jushan, Serena Ng +1 · 3 citations
Economics, Econometrics and Finance · #Econometrics (econ.EM) #Economic theories and models #FOS: Computer and information sciences #FOS: Economics and business #Firm Innovation and Growth #Methodology (stat.ME) #Monetary Policy and Economic Impact
- Principal Components and Regularized Estimation of Factor Models
2017/08/27 by Jushan Bai, Bai, Jushan, Serena Ng +1 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Methodology (stat.ME) #Sparse and Compressive Sensing Techniques #Spatial and Panel Data Analysis #Statistical Methods and Inference
- Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations
2019/10/20 by Jushan Bai, Sung Hoon Choi, Bai, Jushan +3 · 1 citation
Economics, Econometrics and Finance · #Econometrics (econ.EM) #Economic and Environmental Valuation #FOS: Economics and business #Regional Economics and Spatial Analysis #Spatial and Panel Data Analysis