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Kunpeng Li

Capital University of Economics and Business (from arXiv:2503.00772, 2025) · ORCID · OpenAlex

14 papers in scope · 13 published · 1 on the econ.EM arXiv · 607 citations · h-index 10 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Yuan Liao
  2. Jianqing Fan
  3. Liang Chen
  4. Yuheng Zheng
  5. Jesús Gonzalo
  6. Dacheng Xiu
  7. Wanjie Wang
  8. Xin Tong
  9. Zhe Sun
  10. Campbell R. Harvey
  11. Yuling Yan
  12. Yutong Chao
  13. Resat Gökhan
  14. Jalal Etesami
  15. Ali Habibnia
  16. Yuan Ke
  17. Yundong Tu
  18. Jushan Bai
  19. Xiye Yang
  20. Serena Ng

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 14)

Measuring Real‐Time Economic Condition With Economic Narratives
published2025 · Journal of Futures Markets · 2 citations · first circulated 2022
with Fuwei Jiang, Lingchao Meng, Bowen Xue
Journal of Futures Markets
Bayesian inference for dynamic spatial quantile models with interactive effects
working paper2025 · arXiv
with Tomohiro Ando, Jushan Bai, Yong Song
Paper profile arXiv arXiv:2503.00772
Recent Developments in Factor Models and Applications in Econometric Learning
published2021 · Annual Review of Financial Economics · 23 citations · first circulated 2020
with Jianqing Fan, Yuan Liao
Paper profile Annual Review of Financial Economics arXiv:2009.10103
A spatial panel quantile model with unobserved heterogeneity
published2021 · Journal of Econometrics · 17 citations · first circulated 2019
with Tomohiro Ando, Lina Lu
Journal of Econometrics
Dynamic spatial panel data models with common shocks
published2021 · Journal of Econometrics · 63 citations · first circulated 2013
with Jushan Bai
Journal of Econometrics
Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks
published2020 · Journal of Econometrics · 28 citations
with Lei Hou, Qi Li, Min Ouyang
Journal of Econometrics
A note on the asymptotic properties of least squares estimation in high dimensional constrained factor models
published2018 · Economics Letters · 2 citations
with Jingjie Xiang, Guowei Cui
Economics Letters
Quasi maximum likelihood analysis of high dimensional constrained factor models
published2018 · Journal of Econometrics · 10 citations · first circulated 2016
with Qi Li, Lina Lu
Journal of Econometrics
Estimation of semi-varying coefficient models with nonstationary regressors
published2015 · Econometric Reviews · 20 citations
with Degui Li, Zhongwen Liang, Chêng Hsiao
Econometric Reviews
Modeling Multivariate Volatilities via Latent Common Factors
published2015 · Journal of Business and Economic Statistics · 14 citations
with Weiming Li, Jing Gao, Qiwei Yao
Journal of Business and Economic Statistics
Factor-augmented regression models with structural change
published2015 · Economics Letters · 5 citations
with Shaoping Wang, Guowei Cui
Economics Letters
Theory and methods of panel data models with interactive effects
published2014 · The Annals of Statistics · 85 citations
with Jushan Bai
The Annals of Statistics
Nonparametric estimation of fixed effects panel data models
published2013 · Journal of nonparametric statistics · 10 citations
with Yichen Gao
Journal of nonparametric statistics
Statistical analysis of factor models of high dimension
published2012 · The Annals of Statistics · 328 citations
with Jushan Bai
The Annals of Statistics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.