2 papers
econ.EM2026
Taxonomy and Estimation of Multiple Breakpoints in High-Dimensional Factor Models
Jiangtao Duan, Jushan Bai, Xu Han
This paper proposes a quasi-maximum likelihood (QML) estimator for break points in high-dimensional factor models, specifically accounting for multiple structural breaks. We begin…
econ.EM2025
Bayesian inference for dynamic spatial quantile models with interactive effects
Tomohiro Ando, Jushan Bai, Kunpeng Li +1
With the rapid advancement of information technology and data collection systems, large-scale spatial panel data presents new methodological and computational challenges. This pape…