Kunpeng Li

Capital University of Economics and Business

Beijing

China

SCHOLARLY PAPERS

3

DOWNLOADS

543

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Scaled PCA: A New Approach to Dimension Reduction

Number of pages: 50 Posted: 14 May 2019 Last Revised: 02 Apr 2020
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Capital University of Economics and Business, Renmin University and Washington University in St. Louis - John M. Olin Business School
Downloads 330 (99,603)
Citation 2

Abstract:

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Forecasting, PCA, Big Data, Machine Learning, Supervised Learning

2.

Spatial Panel Data Models with Common Shocks

Number of pages: 43 Posted: 01 Jan 2014
Jushan Bai and Kunpeng Li
Columbia University and Capital University of Economics and Business
Downloads 192 (172,096)
Citation 6

Abstract:

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Panel data models, spatial interactions, common shocks

3.

Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models

FRB Boston Risk and Policy Analysis Unit Paper No. RPA 18-2
Number of pages: 57 Posted: 24 Jan 2019 Last Revised: 21 Feb 2019
Kunpeng Li, Qi Li and Lina Lu
Capital University of Economics and Business, Texas A&M University and Federal Reserve Banks - Federal Reserve Bank of Boston
Downloads 21 (559,886)

Abstract:

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Constrained factor models, Maximum likelihood estimation, High dimensionality, Inferential theory