Kunpeng Li

Capital University of Economics and Business

Beijing

China

  • Capital University of Economics and Business

SCHOLARLY PAPERS

2

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201

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (2)

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1.

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 182 (172,625)
Citation 4

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Panel data models, spatial interactions, common shocks

2.

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 19 (546,838)

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