Lina Lu
Lina Lu
Financial Economist

Supervision, Regulation & Credit



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Journal articles

"Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models", with Kunpeng Li and Qi Li, Journal of Econometrics, forthcoming.

"Estimation and Inference of FAVAR Models", with Jushan Bai and Kunpeng Li, Journal of Business and Economic Statistics, 34(4), 620-641, 2016.

Working papers

"Simultaneous Spatial Panel Data Models with Common Shocks", 2017.

"Efficient Estimation of Heterogeneous Coefficients in Panel Data Models with Common Shocks", with Kunpeng Li, 2016.