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Jushan Bai

Global rank #531 99%

Institution: Columbia University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.columbia.edu/~jb3064/

First Publication: 1995

Most Recent: 2024

RePEc ID: pba53 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 9.55 1.01 0.00 20.11
Last 10 Years 0.00 15.58 4.69 0.00 35.86
All Time 1.68 33.35 13.74 0.00 87.64

Publication Statistics

Raw Publications 45
Coauthorship-Adjusted Count 49.98

Publications (45)

Year Article Journal Tier Authors
2024 Scenario-based quantile connectedness of the U.S. interbank liquidity risk network Journal of Econometrics A 4
2024 The likelihood ratio test for structural changes in factor models Journal of Econometrics A 3
2024 Likelihood approach to dynamic panel models with interactive effects Journal of Econometrics A 1
2024 Standard errors for panel data models with unknown clusters Journal of Econometrics A 3
2024 Reprint of: The likelihood ratio test for structural changes in factor models Journal of Econometrics A 3
2023 Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity Journal of Business & Economic Statistics A 2
2023 Factor-based imputation of missing values and covariances in panel data of large dimensions Journal of Econometrics A 3
2023 Quasi-maximum likelihood estimation of break point in high-dimensional factor models Journal of Econometrics A 3
2023 Approximate factor models with weaker loadings Journal of Econometrics A 2
2022 Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity Journal of Econometrics A 3
2021 Dynamic spatial panel data models with common shocks Journal of Econometrics A 2
2021 Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data Journal of the American Statistical Association B 2
2020 Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity Journal of the American Statistical Association B 2
2020 Estimation and inference of change points in high-dimensional factor models Journal of Econometrics A 3
2019 Rank regularized estimation of approximate factor models Journal of Econometrics A 2
2017 Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures Journal of the American Statistical Association B 2
2017 Inferences in panel data with interactive effects using large covariance matrices Journal of Econometrics A 2
2016 Panel Data Models with Grouped Factor Structure Under Unknown Group Membership Journal of Applied Econometrics B 2
2016 Efficient estimation of approximate factor models via penalized maximum likelihood Journal of Econometrics A 2
2016 Special Issue on Big Data Journal of Business & Economic Statistics A 3
2016 Estimation and Inference of FAVAR Models Journal of Business & Economic Statistics A 3
2016 Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension Review of Economics and Statistics A 2
2016 Cross‐Sectional Dependence in Panel Data Models: A Special Issue Journal of Applied Econometrics B 3
2015 A simple new test for slope homogeneity in panel data models with interactive effects Economics Letters C 2
2015 Identification and Bayesian Estimation of Dynamic Factor Models Journal of Business & Economic Statistics A 2
2014 Identification theory for high dimensional static and dynamic factor models Journal of Econometrics A 2
2013 Principal components estimation and identification of static factors Journal of Econometrics A 2
2011 Conditional Markov chain and its application in economic time series analysis Journal of Applied Econometrics B 2
2010 PANEL UNIT ROOT TESTS WITH CROSS-SECTION DEPENDENCE: A FURTHER INVESTIGATION Econometric Theory B 2
2010 INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT Econometric Theory B 2
2010 Common breaks in means and variances for panel data Journal of Econometrics A 1
2009 Panel cointegration with global stochastic trends Journal of Econometrics A 3
2009 Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data Review of Economic Studies S 2
2008 Testing multivariate distributions in GARCH models Journal of Econometrics A 2
2008 Forecasting economic time series using targeted predictors Journal of Econometrics A 2
2006 Evaluating latent and observed factors in macroeconomics and finance Journal of Econometrics A 2
2004 Estimating cross-section common stochastic trends in nonstationary panel data Journal of Econometrics A 1
2003 Testing Parametric Conditional Distributions of Dynamic Models Review of Economics and Statistics A 1
2001 A consistent test for conditional symmetry in time series models Journal of Econometrics A 2
1999 Likelihood ratio tests for multiple structural changes Journal of Econometrics A 1
1998 A NOTE ON SPURIOUS BREAK Econometric Theory B 1
1998 Testing For and Dating Common Breaks in Multivariate Time Series Review of Economic Studies S 3
1997 Estimating Multiple Breaks One at a Time Econometric Theory B 1
1997 Estimation Of A Change Point In Multiple Regression Models Review of Economics and Statistics A 1
1995 Least Absolute Deviation Estimation of a Shift Econometric Theory B 1