Kunpeng Li
Economics and Econometrics · with Bai · 2012–2016
A researcher in the Science corpus: 4 papers; trusts 29 researchers and is trusted by 18 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 46 citations into it; #15,311 of 23,481 by trust here, #19,308 by citations
- Finance — 17 citations into it; #2,258 of 10,518 by trust here, #5,938 by citations
- Statistics and Probability — 13 citations into it; #2,960 of 12,932 by trust here, #6,080 by citations
- Management Science and Operations Research — 5 citations into it
Whom Kunpeng Li trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jushan Bai
- James H. Stock
- Gary Chamberlain
- Catherine Doz
- Serena Ng
- Jianqing Fan
- M. Forni
- Mark W. Watson
- Ben S. Bernanke
- Jean Boivin
Who trusts Kunpeng Li overall
- Jushan Bai
- Art B. Owen
- Yuan Liao
- Jianqing Fan
- Yunxiao Chen
- Dimitris J. Bertsimas
- Guowei Cui
- Shuzhong Shi
- J. Wang
Papers from Kunpeng Li's perspective
Ordered by how strongly the researchers Kunpeng Li trusts endorse each paper. Same corpus, a different order for every researcher.
- Inferential Theory for Factor Models of Large Dimensions
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Monetary Policy in a Data-Rich Environment
- Forecasting Using Principal Components From a Large Number of Predictors
- Determining the number of factors in approximate factor models with global and group-specific factors
- Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach
- International Business Cycles: World, Region, and Country-Specific Factors
- Macroeconomic Forecasting Using Diffusion Indexes
- Determining the Number of Factors in Approximate Factor Models
- Are more data always better for factor analysis
Their papers
- STATISTICAL ANALYSIS OF FACTOR MODELS OF HIGH DIMENSION (2012) — 350 citations
- Theory and methods of panel data models with interactive effects (2014) — 77 citations
- Maximum Likelihood Estimation and Inference for Approximate Factor Models of High Dimension (2016) — 121 citations
- Estimation and Inference of FAVAR Models (2014) — 65 citations