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Estimation and inference of FAVAR models
Bai, Jushan; Li, Kunpeng; Lu, Lina - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
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Efficient estimation of heterogeneous coefficients in panel data models with common shocks
Li, Kunpeng; Cui, Guowei; Lu, Lina - In: Journal of econometrics 216 (2020) 2, pp. 327-353
Persistent link: https://www.econbiz.de/10012439719
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Quasi maximum likelihood analysis of high dimensional constrained factor models
Li, Kunpeng; Li, Qi; Lu, Lina - In: Journal of econometrics 206 (2018) 2, pp. 574-612
Persistent link: https://www.econbiz.de/10012110418
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A spatial panel quantile model with unobserved heterogeneity
Ando, Tomohiro; Li, Kunpeng; Lu, Lina - In: Journal of econometrics 232 (2023) 1, pp. 191-213
Persistent link: https://www.econbiz.de/10013472892
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Dynamic spatial panel data models with common shocks
Bai, Jushan; Li, Kunpeng - In: Journal of econometrics 224 (2021) 1, pp. 134-160
Persistent link: https://www.econbiz.de/10013275367
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Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro; Bai, Jushan; Li, Kunpeng - In: Journal of econometrics 230 (2022) 1, pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
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Simultaneous spatial panel data models with common shocks
Lu, Lina - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 608-623
Persistent link: https://www.econbiz.de/10014448377
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Fixed-effects dynamic spatial panel data models and impulse response analysis
Li, Kunpeng - In: Journal of econometrics 198 (2017) 1, pp. 102-121
Persistent link: https://www.econbiz.de/10011818371
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Factor-augmented regression models with structural change
Wang, Shaoping; Cui, Guowei; Li, Kunpeng - In: Economics letters 130 (2015), pp. 124-127
Persistent link: https://www.econbiz.de/10011422470
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Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei; Li, Kunpeng; Li, Qi; Ouyang, Min - In: Journal of econometrics 221 (2021) 2, pp. 483-509
Persistent link: https://www.econbiz.de/10012619246