Lina Lu : Citation Profile

Federal Reserve Bank of Boston

4

H index

1

i10 index

63

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

RESEARCH ACTIVITY:

   11 years (2014 - 2025). See details.
   Cites by year: 5
   Journals where Lina Lu has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plu263
   Updated: 2026-01-10    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Lina Lu.

Is cited by:

Ando, Tomohiro (6)

Pesaran, Mohammad (4)

Chudik, Alexander (4)

Mohaddes, Kamiar (4)

Bai, Jushan (4)

Beyeler, Simon (3)

Kaufmann, Sylvia (3)

Banerjee, Anindya (2)

shin, yongcheol (2)

Li, Degui (2)

Mesters, Geert (2)

Cites to:

Reichlin, Lucrezia (19)

Giannone, Domenico (16)

Bai, Jushan (16)

Ng, Serena (7)

Baltagi, Badi (7)

Lee, Lung-Fei (7)

Fan, Jianqing (6)

Sims, Christopher (6)

Prucha, Ingmar (5)

Watson, Mark (5)

Pesaran, Mohammad (5)

Main data

Where Lina Lu has published?

Working Papers Series with more than one paper published# docs
Supervisory Research and Analysis Working Papers / Federal Reserve Bank of Boston4
MPRA Paper / University Library of Munich, Germany3

Recent works citing Lina Lu (2025 and 2024)

YearTitle of citing document
2024Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2024). Luciani, Matteo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2024Estimation of Grouped Time-Varying Network Vector Autoregression Models. (2024). Li, Degui ; Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin. In: Papers. RePEc:arx:papers:2303.10117.

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2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772.

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2024Frontier markets sovereign risk: New evidence from spatial econometric models. (2024). Telila, Henok Fasil. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:10.

Full description at Econpapers || Download paper

2025Decoding risk sentiment in 10-K filings: Predictability for U.S. stock indices. (2025). Henrquez, Pablo A ; Magner, Nicols ; Sanhueza, Aliro. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007317.

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2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

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2025The marginal value of public pension wealth: Evidence from border house prices. (2025). Aiello, Darren ; Bernstein, Asaf ; Kargar, Mahyar ; Lewis, Ryan ; Schwert, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001424.

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2024Monetary policy in China: A Factor Augmented VAR approach. (2024). Gaekwad, Neepa B ; Kitenge, Erick ; Yemba, Boniface ; Tang, Biyan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:975-1008.

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2024Delegated Investment Management in Alternative Assets. (2024). Andonov, Aleksandar. In: The Review of Corporate Finance Studies. RePEc:oup:rcorpf:v:13:y:2024:i:1:p:264-301..

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2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Li, Kunpeng ; Song, Yong. In: MPRA Paper. RePEc:pra:mprapa:123815.

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2024On the statistical analysis of high-dimensional factor models. (2024). Guo, Jianhua ; Jing, Bing-Yi ; Gao, Zhigen ; Mao, Junfan. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01557-x.

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2024Identifying oil price shocks with global, developed, and emerging latent real economy activity factors. (2024). Djogbenou, Antoine. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:128-149.

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2024Panel treatment effects measurement: Factor or linear projection modelling?. (2024). Zhou, Qiankun ; Hsiao, Cheng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1332-1358.

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Works by Lina Lu:

YearTitleTypeCited
2018Quasi maximum likelihood analysis of high dimensional constrained factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2018Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models.(2018) In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2016Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2025Are retail prime money market fund investors increasingly more sensitive to stress events? In: Supervisory Research and Analysis Notes.
[Full Text][Citation analysis]		article0
2024Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper4
2017Simultaneous Spatial Panel Data Models with Common Shocks In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper8
2019Reach for Yield by U.S. Public Pension Funds In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper6
2019Reach for Yield by U.S. Public Pension Funds.(2019) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities In: Staff Reports.
[Full Text][Citation analysis]		paper0
2014Efficient estimation of heterogeneous coefficients in panel data models with common shock In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2014Estimation and inference of FAVAR models In: MPRA Paper.
[Full Text][Citation analysis]		paper40
2016Estimation and Inference of FAVAR Models.(2016) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article

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