- Faculty of Arts and Sciences
- Professor of Economics
Financial and Business Analytics Affiliated Member
Foundations of Data Science Affiliated Member
Jushan Bai is Professor of Economics at Columbia University in the city of New York. He earned his Ph.D. in economics from the University of California at Berkeley in 1992. He is a fellow of Econometric Society. He has previously taught at the Massachusetts Institute of Technology, Boston College, and New York University. His teaching and research field is econometrics, a subject that uses quantitative methods to analyze economic data, to test economic theory and hypothesis, and to model and forecast economic variables. He has published numerous articles in leading economic and statistical journals, such as Econometrica, Review of Economic Studies, Review of Economics and Statistics, Journal of American Statistical Association, Annals of Statistics, Journal of Econometrics, and Econometric Theory. His current research centers on panel data analysis with interactive effects, cross-sectional dependence, high dimensional factor models, instrumental variables estimation and selection, and robust principal components analysis.