Publication

Estimation and Inference of FAVAR models,

with Jushan Bai and Kunpeng Li, Journal of Business and Economic Statistics, 34:4, 620-641, 2016.

Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models,

with Kunpeng Li and Qi Li, Journal of Econometrics, forthcoming, 2017.

Working Paper

Efficient Estimation of Heterogeneous Coefficients in Panel Data Models with Common Shocks,

with Kunpeng Li, revise and resubmit, Journal of Econometrics.

Simultaneous Dynamic Spatial Panel Data Models with Common Shocks.

Lina Lu

Ph.D.
Department of Economics
Columbia University

1022 International Affairs Building
420 West 118th Street
New York City, NY 10027
ll2582@columbia.edu

Publication

Working Paper

Work In Progress