Lina Lu
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Affiliations
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Federal Reserve Bank of Boston
Research profile
author of:
- Quasi maximum likelihood analysis of high dimensional constrained factor models
Journal of Econometrics, Elsevier (2018)
by Li, Kunpeng & Li, Qi & Lu, Lina
(ReDIF-article, eee:econom:v:206:y:2018:i:2:p:574-612) - Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network
Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2024)
by Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech
(ReDIF-paper, fip:fedbqu:98335) - Simultaneous Spatial Panel Data Models with Common Shocks
Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2017)
by Lina Lu
(ReDIF-paper, fip:fedbqu:rpa17-3) - Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models
Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2018)
by Kunpeng Li & Qi Li & Lina Lu
(ReDIF-paper, fip:fedbqu:rpa18-2) - Reach for Yield by U.S. Public Pension Funds
Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston (2019)
by Kenechukwu E. Anadu & James Bohn & Lina Lu & Matthew Pritsker & Andrei Zlate
(ReDIF-paper, fip:fedbqu:rpa19-2) - Reach for Yield by U.S. Public Pension Funds
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019)
by Kenechukwu E. Anadu & James Bohn & Lina Lu & Matthew Pritsker & Andrei Zlate
(ReDIF-paper, fip:fedgfe:2019-48) - Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities
Staff Reports, Federal Reserve Bank of New York (2023)
by Nicola Cetorelli & Mattia Landoni & Lina Lu
(ReDIF-paper, fip:fednsr:95843) - Efficient estimation of heterogeneous coefficients in panel data models with common shock
MPRA Paper, University Library of Munich, Germany (2014)
by Li, Kunpeng & Lu, Lina
(ReDIF-paper, pra:mprapa:59312) - Estimation and inference of FAVAR models
MPRA Paper, University Library of Munich, Germany (2014)
by Bai, Jushan & Li, Kunpeng & Lu, Lina
(ReDIF-paper, pra:mprapa:60960) - Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models
MPRA Paper, University Library of Munich, Germany (2016)
by Li, Kunpeng & Li, Qi & Lu, Lina
(ReDIF-paper, pra:mprapa:75676) - Estimation and Inference of FAVAR Models
Journal of Business & Economic Statistics, Taylor & Francis Journals (2016)
by Jushan Bai & Kunpeng Li & Lina Lu
(ReDIF-article, taf:jnlbes:v:34:y:2016:i:4:p:620-641)