Bai, Jushan
- Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
2019/10/15 by Bai, Jushan, Ng, Serena · 6 citations
#Econometrics (econ.EM) #FOS: Economics and business
- Approximate Factor Models with Weaker Loadings
2021/09/08 by Jushan Bai, Bai, Jushan, Serena Ng +1 · 4 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
- Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions
2021/03/04 by Cahan, Ercument, Bai, Jushan, Ng, Serena · 2 citations
#Econometrics (econ.EM) #FOS: Economics and business
- 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, Bai, Jushan, Sung Hoon Choi +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
- Likelihood ratio test for structural changes in factor models
2022/06/16 by Bai, Jushan, Duan, Jiangtao, Han, Xu · 1 citation
#Econometrics (econ.EM) #FOS: Economics and business