Qi Li

Texas A&M University

7101 University Avenue

STEM 318 H

Texarkana, TX 75503

United States

SCHOLARLY PAPERS

1

DOWNLOADS

51

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models

FRB of Boston Supervisory Research & Analysis Unit Working Paper No. RPA 18-2
Number of pages: 57 Posted: 24 Jan 2019 Last Revised: 13 Oct 2023
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 51 (707,848)

Abstract:

Loading...

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