Jushan Bai

Discipline

Economies et finances (14)

Type de document

Textes imprimés (14)

Co-auteur

Date

Source

Mot-clé

science économique (14) Economics (14) Econometrics (14) papier (11) Paper (11) Models (11) spectacle (7) modèle (7) Manufacturers' agents (7) Example (7) Commission merchants (7) analyse (6) méthode (6) Analysis (6) Estimates (5) Error (5) Structure (5) Number (5) Estimates (5) temps (durée) (4) Nossa Senhora do Monte (4) Values (4) Time (4) puits (3) statistiques (3) méthodologie (3) distribution (3) Case (3) Methodology (3) Statistics (3)

Documents écrit par Jushan Bai (14) | parle de Jushan Bai (0)

Global identification of dynamic panel models with interactive effects
Jushan Bai et al. (19 avr. 2025)
Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models
Jiangtao Duan et al. (9 mars 2025)
Bayesian inference for dynamic spatial quantile models with interactive effects
Tomohiro Ando et al. (2 mars 2025)
Efficiency of QMLE for dynamic panel data models with interactive effects
Jushan Bai (12 déc. 2023)
Likelihood ratio test for structural changes in factor models
Jushan Bai et al. (16 juin 2022)
Approximate Factor Models with Weaker Loadings
Jushan Bai et al. (8 sept. 2021)
Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions
Ercument Cahan et al. (4 mars 2021)
Quasi-maximum likelihood estimation of break point in high-dimensional factor models
Jiangtao Duan et al. (24 févr. 2021)
Simpler Proofs for Approximate Factor Models of Large Dimensions
Jushan Bai et al. (1 août 2020)
Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations
Jushan Bai et al. (20 oct. 2019)
Standard Errors for Panel Data Models with Unknown Clusters
Jushan Bai et al. (16 oct. 2019)
Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data
Jushan Bai et al. (15 oct. 2019)
Robust Principal Component Analysis with Non-Sparse Errors
Jushan Bai et al. (22 févr. 2019)
Principal Components and Regularized Estimation of Factor Models
Jushan Bai et al. (27 août 2017)