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Kunpeng Li

Capital University of Economics and Business

29

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263

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Recent Developments in Factor Models and Applications in Econometric Learning

2021 Review of Financial Economics
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Dynamic spatial panel data models with common shocks

2021 Journal of Econometrics
- Jushan Bai
- Kunpeng Li
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A spatial panel quantile model with unobserved heterogeneity

2021 Journal of Econometrics
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Recent Developments on Factor Models and its Applications in Econometric Learning

2020 Social Science Research Network
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Are Bond Returns Predictable with Real-Time Macro Data?

2020 Social Science Research Network
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Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks

2020 Journal of Econometrics
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Recent developments on factor models and its applications in econometric learning

2020
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Efficient estimation of heterogeneous coefficients in panel data models with common shocks

2020 Journal of Econometrics
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Efficient estimation of heterogeneous coefficients in panel data models with common shocks

2019 Journal of Econometrics
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A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models

2018 Economics Letters
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