| Statistical analysis of factor models of high dimension J Bai, K Li | 345 | 2012 |
| Financial literacy overconfidence and stock market participation T Xia, Z Wang, K Li Social indicators research 119, 1233-1245, 2014 | 255 | 2014 |
| Scaled PCA: A new approach to dimension reduction D Huang, F Jiang, K Li, G Tong, G Zhou Management Science 68 (3), 1678-1695, 2022 | 134 | 2022 |
| Maximum likelihood estimation and inference for approximate factor models of high dimension J Bai, K Li Review of Economics and Statistics 98 (2), 298-309, 2016 | 125 | 2016 |
| Theory and methods of panel data models with interactive effects J Bai, K Li | 81 | 2014 |
| Estimation and inference of FAVAR models J Bai, K Li, L Lu Journal of Business & Economic Statistics 34 (4), 620-641, 2016 | 77 | 2016 |
| Dynamic spatial panel data models with common shocks J Bai, K Li Journal of Econometrics 224 (1), 134-160, 2021 | 49 | 2021 |
| Fixed-effects dynamic spatial panel data models and impulse response analysis K Li Journal of Econometrics 198 (1), 102-121, 2017 | 30 | 2017 |
| Revisiting the location of FDI in China: A panel data approach with heterogeneous shocks L Hou, K Li, Q Li, M Ouyang Journal of Econometrics 221 (2), 483-509, 2021 | 26 | 2021 |
| Recent developments in factor models and applications in econometric learning J Fan, K Li, Y Liao Annual Review of Financial Economics 13, 401-430, 2021 | 24 | 2021 |
| Efficient estimation of heterogeneous coefficients in panel data models with common shocks K Li, G Cui, L Lu Journal of Econometrics 216 (2), 327-353, 2020 | 24 | 2020 |
| Spatial panel data models with common shocks J Bai, K Li Available at SSRN 2373628, 2013 | 22 | 2013 |
| Are bond returns predictable with real-time macro data? D Huang, F Jiang, K Li, G Tong, G Zhou Journal of Econometrics 237 (2), 105438, 2023 | 19 | 2023 |
| Estimation of semi-varying coefficient models with nonstationary regressors K Li, D Li, Z Liang, C Hsiao Econometric Reviews 36 (1-3), 354-369, 2017 | 19 | 2017 |
| Panel threshold models with interactive fixed effects K Miao, K Li, L Su Journal of econometrics 219 (1), 137-170, 2020 | 18 | 2020 |
| Modeling multivariate volatilities via latent common factors W Li, J Gao, K Li, Q Yao Journal of Business & Economic Statistics 34 (4), 564-573, 2016 | 18 | 2016 |
| Nonparametric estimation of fixed effects panel data models Y Gao, K Li Journal of Nonparametric Statistics 25 (3), 679-693, 2013 | 16 | 2013 |
| Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity T Ando, J Bai, K Li Journal of Econometrics 230 (1), 20-38, 2022 | 13 | 2022 |
| Spatial panel data models with structural change K Li | 11 | 2018 |
| Quasi maximum likelihood estimation for simultaneous spatial autoregressive models L Wang, K Li, Z Wang | 9 | 2014 |
Jushan BaiColumbia UniversityVerified email at columbia.edu
