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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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A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models
Xiang, Jingjie; Li, Kunpeng; Cui, Guowei - In: Economics letters 171 (2018), pp. 144-148
Persistent link: https://www.econbiz.de/10012021791
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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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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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Estimation of semi-varying coefficient models with nonstationary regressors
Li, Kunpeng; Li, Degui; Liang, Zhongwen; Hsiao, Cheng - In: Econometric reviews 36 (2017) 1/3, pp. 354-369
Persistent link: https://www.econbiz.de/10011795217
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Estimation of varying coefficient models with in time trend and integrated regressors
Li, Kunpeng; Li, Weiming - In: Economics letters 119 (2013) 1, pp. 89-93
Persistent link: https://www.econbiz.de/10009727022
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Panel threshold models with interactive fixed effects
Miao, Ke; Li, Kunpeng; Su, Liangjun - In: Journal of econometrics 219 (2020) 1, pp. 137-170
Persistent link: https://www.econbiz.de/10012483198
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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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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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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