Jushan Bai (Professor of Economics, New York University)
Jushan Bai is a co-editor for Annals of Economics and Finance and associate editor for Economics Letters, Studies of Nonlinear Dynamics and Econometrics, and Foundations and Trends in Econometrics.
Ph.D. in economics, University of California-Berkeley, 1992
B.S. in mathematics, Nankai University, 1982
Selected Publications of Jushan Bai
Confidence intervals for diffusion index forecasts and inference for factor augmented regressions, (with Serena Ng), forthcoming Econometrica, 2005.
A Panic Attack on Unit Roots and Cointegration (with Serena Ng), Econometrica 72, 1127-1177, 2004.
Estimating Cross-Section Common Stochastic Trends in Nonstationary Panel Data, Journal of Econometrics 122, 137-183, 2004.
Testing Parametric Conditional Distributions of Dynamic Models, Review of Economics and Statistics 85, 531-549, 2003.
Inferential Theory for Factor Models of Large Dimensions, Econometrica 71, 135-171,2003
Determine the Number of Factors in Approximate Factor Models (with Serena Ng), Econometrica 70, 191-221, 2002.
Vector Autoregressive Models with Structural Change in Regression Coefficients and in Variance-Covariance Matrix, Annals of Economics and Finance 1, 303-339, 2000.
Testing for and Dating Common Breaks in Stationary and Nonstationary Multiple Time Series (with Robin Lumsdaine and James Stock), Review of Economic Studies 65, 395-432, 1998.
Testing for Parameter Constancy in Linear Regressions: an Empirical Distribution Function Approach, Econometrica, 64, 597-622, 1996.