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Bai, Jushan
 SSRN Author Rank: 32,661 by Downloads
 

New York University (NYU) - Department of Economics


 269 Mercer Street, 7th Floor
 New York, NY 10003
 United States
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. Bai, Jushan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
562		 Total
Citations
137
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
OLIVE: A Simple Method for Estimating Betas When Factors Are Measured with Error | Show Abstract | Download |
Journal of Financial Research, Vol. 34, 27-60, 2011
Accepted Paper Series
Meng, J. Ginger
Stonehill College - Department of Business Administration
Hu, Gang
Babson College, Finance Division
Bai, Jushan
New York University (NYU) - Department of Economics
Posted:
02 Mar 07
Last Revised:
10 Nov 11
302
(47,703) 		3
2.  
A PANIC Attack on Unit Roots and Cointegration | Show Abstract | Download |
Boston College Working Paper No. 519
Working Paper Series
Bai, Jushan
New York University (NYU) - Department of Economics
Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
Posted:
23 Dec 01
197
(75,794) 		106
3.  
Bai, Jushan
New York University (NYU) - Department of Economics
Liao, Yuan
University of Maryland
Posted:
27 Sep 12
Last Revised:
30 Sep 12
26
(254,606) 		 
4.  
On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence | Show Abstract | Download |
Syracuse University Center for Policy Research Working Paper No. 75
Working Paper Series
Bai, Jushan
New York University (NYU) - Department of Economics
Kao, Chihwa
Syracuse University
Posted:
20 Apr 11
19
(278,339) 		6
5.  
Critical Values for Multiple Structural Change Tests | Show Abstract | Download |
Econometrics Journal, Vol. 6, pp. 72-78, June 2003
Accepted Paper Series
Bai, Jushan
New York University (NYU) - Department of Economics
Perron, Pierre
Boston University - Department of Economics
Posted:
22 Sep 03
16
(288,975) 		22
6.  
Generic Consistency of the Break-Point Estimators Under Specification Errors in a Multiple-Break Model | Show Abstract | Download |
Econometrics Journal, Vol. 11, Issue 2, pp. 287-307, July 2008
Accepted Paper Series
Bai, Jushan
New York University (NYU) - Department of Economics
Chen, Haiqiang
Xiamen University - Wang Yanan Institute for studies in Economics
Chong, Terence T. L.
Chinese University of Hong Kong (CUHK) - Department of Economics
Wang, Seraph Xin
The Chinese University of Hong Kong
Posted:
14 Jul 08
2
(335,378) 		 
7.  
Panel Cointegration with Global Stochastic Trends | Show Abstract |
Journal of Econometrics, Vol. 149, No. 1, 2009
Accepted Paper Series
Bai, Jushan
New York University (NYU) - Department of Economics
Kao, Chihwa
Syracuse University
Ng, Serena
Columbia University
Posted:
21 Apr 11
 
8.  
Determining the Number of Factors in Approximate Factor Models | Show Abstract |
Econometrica, Vol. 70, pp. 191-221, January 2002
Accepted Paper Series
Bai, Jushan
New York University (NYU) - Department of Economics
Ng, Serena
University of Michigan at Ann Arbor - Department of Economics
Posted:
15 May 02
 
9.  
An Inequality for Vector-Valued Martingales and Its Applications | Show Abstract |
Massachusetts Institute of Technology, Department of Economics Working Paper No. 96-16
Working Paper Series
Bai, Jushan
New York University (NYU) - Department of Economics
Posted:
03 Dec 98
 
10.  
A Note on Spurious Break and Regime Shift in a Cointegrating Relationship | Show Abstract |
Massachusetts Institute of Technology, Department of Economics Working Paper No. 96-13
Working Paper Series
Bai, Jushan
New York University (NYU) - Department of Economics
Posted:
03 Dec 98
 
11.  
Estimation of a Change Point in Multiple Regression Models | Show Abstract |
The Review of Economics and Statistics, Vol. LXXIX, No. 4 (November 1997)
Accepted Paper Series
Bai, Jushan
New York University (NYU) - Department of Economics
Posted:
22 Mar 98
 

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