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Details about Lina Lu

Homepage:http://www.columbia.edu/~ll2582/
Workplace:Federal Reserve Bank of Boston, (more information at EDIRC)

Access statistics for papers by Lina Lu.

Last updated 2019-01-14. Update your information in the RePEc Author Service.

Short-id: plu263


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Working Papers

2019

  1. Reach for Yield by U.S. Public Pension Funds
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (1)
    Also in Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2019) Downloads

2018

  1. Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models
    Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2016) Downloads

    See also Journal Article in Journal of Econometrics (2018)

2017

  1. Simultaneous Spatial Panel Data Models with Common Shocks
    Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston Downloads View citations (1)

2014

  1. Efficient estimation of heterogeneous coefficients in panel data models with common shock
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Estimation and inference of FAVAR models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2016)

Journal Articles

2018

  1. Quasi maximum likelihood analysis of high dimensional constrained factor models
    Journal of Econometrics, 2018, 206, (2), 574-612 Downloads View citations (2)
    See also Working Paper (2018)

2016

  1. Estimation and Inference of FAVAR Models
    Journal of Business & Economic Statistics, 2016, 34, (4), 620-641 Downloads View citations (24)
    See also Working Paper (2014)
 
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