Bai, Jushan and Li, Kunpeng (2010): Theory and methods of panel data models with interactive effects.
Bai, Jushan and Li, Kunpeng (2012): Maximum likelihood estimation and inference for approximate factor models of high dimension.
Bai, Jushan and Li, Kunpeng (2013): Spatial panel data models with common shocks.
Li, Kunpeng and Lu, Lina (2014): Efficient estimation of heterogeneous coefficients in panel data models with common shock.
Wang, Luya and Li, Kunpeng and Wang, Zhengwei (2014): Quasi maximum likelihood estimation for simultaneous spatial autoregressive models.
Bai, Jushan and Li, Kunpeng and Lu, Lina (2014): Estimation and inference of FAVAR models.
Li, Kunpeng and Li, Qi and Lu, Lina (2016): Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models. Forthcoming in:
Bai, Jushan and Li, Kunpeng (2017): Practical notes on panel data models with interactive effects.
Li, Kunpeng (2018): Spatial panel data models with structural change.
Li, Kunpeng (2022): Threshold spatial autoregressive model.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by 
.
![[up]](/style/images/multi_up.png)
Up a level