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主讲专家学者(二)白聚山教授概况
金沙电子游戏:2008年04月25日 00:00   编辑:worthdoor   点击:[]

白聚山教授

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.

Education

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.

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