Jushan Bai

economist (Columbia University)

Jushan Bai (born ca. 1957) an American economist, and Professor of Economics at Columbia University and Dean of School of Finance at Nankai University, China.

Quotes edit

  • Central to both the theoretical and the empirical validity of factor models is the correct specification of the number of factors.
    • Jushan Bai and Serena Ng. "Determining the number of factors in approximate factor models." Econometrica 70.1 (2002): 191-221.

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