| Year |
Citation |
Score |
| 2020 |
Ando T, Bai J. Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity Journal of the American Statistical Association. 115: 266-279. DOI: 10.1080/01621459.2018.1543598 |
0.347 |
|
| 2020 |
Bai J, Han X, Shi Y. Estimation and inference of change points in high-dimensional factor models Journal of Econometrics. DOI: 10.1016/J.Jeconom.2019.08.013 |
0.536 |
|
| 2019 |
Bai J, Ng S. Rank regularized estimation of approximate factor models Journal of Econometrics. 212: 78-96. DOI: 10.1016/J.Jeconom.2019.04.021 |
0.503 |
|
| 2017 |
Ando T, Bai J. Clustering huge number of financial time series: A panel data approach with high-dimensional predictors and factor structures Journal of the American Statistical Association. 112: 1182-1198. DOI: 10.2139/Ssrn.2642526 |
0.358 |
|
| 2017 |
Bai J, Liao Y. Inferences in panel data with interactive effects using large covariance matrices Journal of Econometrics. 200: 59-78. DOI: 10.1016/J.Jeconom.2017.05.014 |
0.485 |
|
| 2016 |
Bai J, Han X. Structural Changes in High Dimensional Factor Models Frontiers of Economics in China. 11: 9-39. DOI: 10.3868/S060-005-016-0003-9 |
0.388 |
|
| 2016 |
Bai J, Liao Y. Efficient estimation of approximate factor models via penalized maximum likelihood Journal of Econometrics. 191: 1-18. DOI: 10.2139/Ssrn.2152416 |
0.5 |
|
| 2016 |
Bai J, Li K. Maximum likelihood estimation and inference for approximate factor models of high dimension Review of Economics and Statistics. 98: 298-309. DOI: 10.1162/Rest_A_00519 |
0.535 |
|
| 2016 |
Bai J, Wang P. Econometric Analysis of Large Factor Models Annual Review of Economics. 8: 53-80. DOI: 10.1146/Annurev-Economics-080315-015356 |
0.46 |
|
| 2016 |
Ando T, Bai J. Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency Econometric Reviews. 1-29. DOI: 10.1080/07474938.2015.1092822 |
0.419 |
|
| 2016 |
Bai J, Li K, Lu L. Estimation and Inference of FAVAR Models Journal of Business and Economic Statistics. 34: 620-641. DOI: 10.1080/07350015.2015.1111222 |
0.522 |
|
| 2016 |
Ando T, Bai J. Panel Data Models with Grouped Factor Structure Under Unknown Group Membership Journal of Applied Econometrics. 31: 163-191. DOI: 10.1002/Jae.2467 |
0.402 |
|
| 2015 |
Bai J, Zhou G. Fama-MacBeth Two-Pass Regressions: Improving Risk Premia Estimates Finance Research Letters. 15: 31-40. DOI: 10.2139/Ssrn.2591754 |
0.456 |
|
| 2015 |
Ando T, Bai J. Asset Pricing with a General Multifactor Structure Journal of Financial Econometrics. 13: 556-604. DOI: 10.1093/Jjfinec/Nbu026 |
0.411 |
|
| 2015 |
Bai J, Wang P. Identification and Bayesian Estimation of Dynamic Factor Models Journal of Business & Economic Statistics. 33: 221-240. DOI: 10.1080/07350015.2014.941467 |
0.451 |
|
| 2015 |
Ando T, Bai J. A simple new test for slope homogeneity in panel data models with interactive effects Economics Letters. 136: 112-117. DOI: 10.1016/J.Econlet.2015.09.019 |
0.419 |
|
| 2014 |
Bai J, Li K. Theory and methods of panel data models with interactive effects Annals of Statistics. 42: 142-170. DOI: 10.1214/13-Aos1183 |
0.512 |
|
| 2014 |
Bai J, Wang P. Identification theory for high dimensional static and dynamic factor models Journal of Econometrics. 178: 794-804. DOI: 10.1016/J.Jeconom.2013.11.001 |
0.35 |
|
| 2013 |
Bai J. Fixed-effects dynamic panel models, a factor analytical method Econometrica. 81: 285-314. DOI: 10.3982/Ecta9409 |
0.497 |
|
| 2013 |
Bai J, Carrion‐i‐Silvestre JL. Testing Panel Cointegration with Unobservable Dynamic Common Factors that are Correlated with the Regressors Econometrics Journal. 16: 222-249. DOI: 10.1111/Ectj.12002 |
0.424 |
|
| 2013 |
Bai J, Ng S. Principal components estimation and identification of static factors Journal of Econometrics. 176: 18-29. DOI: 10.1016/J.Jeconom.2013.03.007 |
0.458 |
|
| 2012 |
Bai J, Li K. Statistical Analysis Of Factor Models Of High Dimension Annals of Statistics. 40: 436-465. DOI: 10.1214/11-Aos966 |
0.534 |
|
| 2012 |
Chen H, Chong TTL, Bai J. Theory and Applications of TAR Model with Two Threshold Variables Econometric Reviews. 31: 142-170. DOI: 10.1080/07474938.2011.607100 |
0.395 |
|
| 2011 |
Bai J, Shi S. Estimating High Dimensional Covariance Matrices and its Applications Annals of Economics and Finance. 12: 199-215. DOI: 10.7916/D8Rj4Sgp |
0.446 |
|
| 2011 |
Meng JG, Hu G, Bai J. Olive: A simple method for estimating betas when factors are measured with error Journal of Financial Research. 34: 27-60. DOI: 10.1111/J.1475-6803.2010.01284.X |
0.403 |
|
| 2010 |
Bai J, Ng S. Instrumental Variable Estimation In A Data Rich Environment Econometric Theory. 26: 1577-1606. DOI: 10.1017/S0266466609990727 |
0.52 |
|
| 2010 |
Bai J, Ng S. Panel Unit Root Tests With Cross-Section Dependence: A Further Investigation Econometric Theory. 26: 1088-1114. DOI: 10.1017/S0266466609990478 |
0.435 |
|
| 2010 |
Bai J. Common breaks in means and variances for panel data Journal of Econometrics. 157: 78-92. DOI: 10.1016/J.Jeconom.2009.10.020 |
0.487 |
|
| 2010 |
Bai J, Wang P. Conditional Markov chain and its application in economic time series analysis Journal of Applied Econometrics. 26: 715-734. DOI: 10.1002/Jae.1140 |
0.319 |
|
| 2009 |
Bai J. Panel data models with interactive fixed effects Econometrica. 77: 1229-1279. DOI: 10.3982/Ecta6135 |
0.459 |
|
| 2009 |
Ng S, Bai J. Selecting Instrumental Variables In A Data Rich Environment Journal of Time Series Econometrics. 1: 1-34. DOI: 10.2202/1941-1928.1014 |
0.395 |
|
| 2009 |
Bai J, Carrion-I-Silvestre JL. Structural Changes, Common Stochastic Trends, and Unit Roots in Panel Data The Review of Economic Studies. 76: 471-501. DOI: 10.1111/J.1467-937X.2008.00530.X |
0.408 |
|
| 2009 |
Bai J, Kao C, Ng S. Panel cointegration with global stochastic trends Journal of Econometrics. 149: 82-99. DOI: 10.1016/J.Jeconom.2008.10.012 |
0.535 |
|
| 2009 |
Bai J, Ng S. Boosting diffusion indices Journal of Applied Econometrics. 24: 607-629. DOI: 10.1002/Jae.1063 |
0.449 |
|
| 2008 |
Bai J, Chen H, Chong TTL, Wang SX. Generic Consistency of the Break-Point Estimators under Specification Errors in a Multiple-Break Model Econometrics Journal. 11: 287-307. DOI: 10.1111/J.1368-423X.2008.00237.X |
0.496 |
|
| 2008 |
Bai J, Ng S. Forecasting economic time series using targeted predictors Journal of Econometrics. 146: 304-317. DOI: 10.1016/J.Jeconom.2008.08.010 |
0.398 |
|
| 2008 |
Bai J, Chen Z. Testing multivariate distributions in GARCH models Journal of Econometrics. 143: 19-36. DOI: 10.1016/J.Jeconom.2007.08.012 |
0.391 |
|
| 2007 |
Bai J, Ng S. Determining the Number of Primitive Shocks in Factor Models Journal of Business & Economic Statistics. 25: 52-60. DOI: 10.1198/073500106000000413 |
0.461 |
|
| 2006 |
Bai J, Ng S. Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions Econometrica. 74: 1133-1150. DOI: 10.1111/J.1468-0262.2006.00696.X |
0.45 |
|
| 2006 |
Bai J, Ng S. Evaluating latent and observed factors in macroeconomics and finance Journal of Econometrics. 131: 507-537. DOI: 10.1016/J.Jeconom.2005.01.015 |
0.435 |
|
| 2005 |
Bai J, Ng S. Tests for Skewness, Kurtosis, and Normality for Time Series Data Journal of Business & Economic Statistics. 23: 49-60. DOI: 10.1198/073500104000000271 |
0.396 |
|
| 2005 |
Bai J, Kao C. On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence Contributions to Economic Analysis. 274: 3-30. DOI: 10.1016/S0573-8555(06)74001-9 |
0.483 |
|
| 2004 |
Bai J, Ng S. A PANIC Attack on Unit Roots and Cointegration Econometrica. 72: 1127-1177. DOI: 10.2139/Ssrn.294808 |
0.468 |
|
| 2004 |
Bai J. Estimating cross-section common stochastic trends in nonstationary panel data Journal of Econometrics. 122: 137-183. DOI: 10.1016/J.Jeconom.2003.10.022 |
0.512 |
|
| 2003 |
Bai J. Testing parametric conditional distributions of dynamic models Review of Economics and Statistics. 85: 531-549. DOI: 10.1162/003465303322369704 |
0.398 |
|
| 2003 |
Bai J. Inferential Theory for Factor Models of Large Dimensions Econometrica. 71: 135-171. DOI: 10.1111/1468-0262.00392 |
0.503 |
|
| 2003 |
Bai J, Perron P. Critical values for multiple structural change tests The Econometrics Journal. 6: 72-78. DOI: 10.1111/1368-423X.00102 |
0.323 |
|
| 2003 |
Bai J, Perron P. Computation and analysis of multiple structural change models Journal of Applied Econometrics. 18: 1-22. DOI: 10.1002/Jae.659 |
0.461 |
|
| 2002 |
Bai J, Ng S. Determining the Number of Factors in Approximate Factor Models Econometrica. 70: 191-221. DOI: 10.1111/1468-0262.00273 |
0.478 |
|
| 2001 |
Bai J, Ng S. A consistent test for conditional symmetry in time series models Journal of Econometrics. 103: 225-258. DOI: 10.1016/S0304-4076(01)00044-6 |
0.439 |
|
| 1999 |
Bai J. Likelihood ratio tests for multiple structural changes Journal of Econometrics. 91: 299-323. DOI: 10.1016/S0304-4076(98)00079-7 |
0.419 |
|
| 1998 |
Bai J, Perron P. Estimating and testing linear models with multiple structural changes Econometrica. 66: 47-78. DOI: 10.2307/2998540 |
0.522 |
|
| 1998 |
Bai J, Lumsdaine RL, Stock JH. Testing for and Dating Common Breaks in Multivariate Time Series The Review of Economic Studies. 65: 395-432. DOI: 10.1111/1467-937X.00051 |
0.572 |
|
| 1998 |
Bai J. A Note On Spurious Break Econometric Theory. 14: 663-669. DOI: 10.1017/S0266466698145061 |
0.456 |
|
| 1998 |
Bai J. Estimation of Multiple-Regime Regressions with Least Absolutes Deviation Journal of Statistical Planning and Inference. 74: 103-134. DOI: 10.1016/S0378-3758(98)00082-2 |
0.488 |
|
| 1997 |
Bai J. Estimation Of A Change Point In Multiple Regression Models The Review of Economics and Statistics. 79: 551-563. DOI: 10.1162/003465397557132 |
0.446 |
|
| 1997 |
Bai J. Estimating Multiple Breaks One At A Time Econometric Theory. 13: 315-352. DOI: 10.1017/S0266466600005831 |
0.497 |
|
| 1996 |
Bai J. Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach Econometrica. 64: 597-622. DOI: 10.2307/2171863 |
0.428 |
|
| 1995 |
Bai J. Least absolute deviation estimation of a shift Econometric Theory. 11: 403-436. DOI: 10.1017/S026646660000935X |
0.477 |
|
| 1994 |
Bai J. Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models Annals of Statistics. 22: 2051-2061. DOI: 10.1214/Aos/1176325771 |
0.378 |
|
| 1994 |
Bai J. Least squares estimation of a shift in linear processes Journal of Time Series Analysis. 15: 453-472. DOI: 10.1111/J.1467-9892.1994.Tb00204.X |
0.455 |
|
| 1993 |
Bai J. On The Partial Sums Of Residuals In Autoregressive And Moving Average Models Journal of Time Series Analysis. 14: 247-260. DOI: 10.1111/J.1467-9892.1993.Tb00142.X |
0.466 |
|
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