Professor Jushan Bai


Department of Economics
Boston College
Chestnut Hill, MA 02467 USA
tel: 617.552.3689
fax: 617.552.2308
Internet: Jushan.Bai@bc.edu

Personal Home Page


Ph.D., University of California Berkeley, 1992

Joined the economics faculty, 1998



Research interests:

Time Series Econometrics

Current teaching:

Econometrics

Curriculum vitae


Research

Personal Home Page

Link: Access Working Papers and Published Works via RePEc

Downloadable Boston College Working Papers

Working Paper 519. Jushan Bai and Serena Ng (Johns Hopkins University), "A PANIC Attack on Unit Roots and Cointegration" (12/2001: 340 Kb, Adobe Acrobat format)

Working Paper 518. Jushan Bai and Serena Ng (Johns Hopkins University), "A New Look at Panel Testing of Stationarity and the PPP Hypothesis" (10/2001: 216 Kb, Adobe Acrobat format)

Working Paper 440. Jushan Bai and Serena Ng, "Determining the Number of Factors in Approximate Factor Models" (10/1999: 251 Kb, Adobe Acrobat format)

Working Paper 410. Jushan Bai and Serena Ng, "A Test for Conditional Symmetry in Time Series Models" (8/98: 281 Kb, Adobe Acrobat format)



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