331 citations · 440 across the 4 of their papers we have counts for
4 papers
Bayesian inference for dynamic spatial quantile models with interactive effects
Tomohiro Ando, Jushan Bai, Kunpeng Li +1
With the rapid advancement of information technology and data collection systems, large-scale spatial panel data presents new methodological and computational challenges. This pape…
Recent Developments on Factor Models and its Applications in Econometric Learning
Jianqing Fan, Kunpeng Li, Yuan Liao
This paper makes a selective survey on the recent development of the factor model and its application on statistical learnings. We focus on the perspective of the low-rank structur…
Theory and methods of panel data models with interactive effects
Jushan Bai, Kunpeng Li
This paper considers the maximum likelihood estimation of panel data models with interactive effects. Motivated by applications in economics and other social sciences, a notable fe…
Statistical analysis of factor models of high dimension
Jushan Bai, Kunpeng Li
This paper considers the maximum likelihood estimation of factor models of high dimension, where the number of variables (N) is comparable with or even greater than the number of o…