Lina Lu
Economics and Econometrics · 2014
A researcher in the Science corpus: 1 paper; trusts 19 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 18 citations into it
- Statistics and Probability — 8 citations into it
- Finance — 6 citations into it
Whom Lina Lu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- M. Forni
- Ben S. Bernanke
- Jean Boivin
- Jianqing Fan
- James H. Stock
- Serena Ng
- Gary Chamberlain
- Catherine Doz
- Mark W. Watson
Papers from Lina Lu's perspective
Ordered by how strongly the researchers Lina Lu trusts endorse each paper. Same corpus, a different order for every researcher.
- Monetary Policy in a Data-Rich Environment
- Inferential Theory for Factor Models of Large Dimensions
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
- Forecasting Using Principal Components From a Large Number of Predictors
- Determining the Number of Factors in Approximate Factor Models
- Determining the number of factors in approximate factor models with global and group-specific factors
- Sticky Prices and Monetary Policy: Evidence from Disaggregated U.S. Data
- Large Covariance Estimation by Thresholding Principal Orthogonal Complements
- Macro Factors in Bond Risk Premia
Their papers
- Estimation and Inference of FAVAR Models (2014) — 65 citations