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Publications by Jushan Bai

Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension

Review of Economics and Statistics

Social Sciences

English

Estimation and Inference of FAVAR Models

Journal of Business and Economic Statistics

Social Sciences

English

Conditional Markov Chain and Its Application in Economic Time Series Analysis

Journal of Applied Econometrics

Social Sciences

English

Instrumental Variable Estimation in a Data Rich Environment

Econometric Theory

Social Sciences

English

Theory and Applications of TAR Model With Two Threshold Variables

Econometric Reviews

English

Tests for Skewness, Kurtosis, and Normality for Time Series Data

Journal of Business and Economic Statistics

Social Sciences

English

Least Squares Estimation of a Shift in Linear Processes

Journal of Time Series Analysis

Applied Mathematics

English