| Estimation and inference of FAVAR models J Bai, K Li, L Lu Journal of Business & Economic Statistics 34 (4), 620-641, 2016 | 77 | 2016 |
| Reach for yield by US public pension funds L Lu, M Pritsker, A Zlate, K Anadu, J Bohn FRB Boston Risk and Policy Analysis Unit Paper No. RPA, 19-2, 2019 | 36 | 2019 |
| 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 |
| Simultaneous spatial panel data models with common shocks L Lu Journal of Business & Economic Statistics 41 (2), 608-623, 2023 | 18 | 2023 |
| A spatial panel quantile model with unobserved heterogeneity T Ando, K Li, L Lu Journal of Econometrics 232 (1), 191-213, 2023 | 8 | 2023 |
| The global effects of us monetary policy on equity and bond markets: A spatial panel data model approach L Lu, S Luo Available at SSRN 3508958, 2019 | 8 | 2019 |
| Quasi maximum likelihood analysis of high dimensional constrained factor models K Li, Q Li, L Lu Journal of econometrics 206 (2), 574-612, 2018 | 7 | 2018 |
| Reach for yield by US public pension funds KE Anadu, J Bohn, L Lu, M Pritsker, A Zlate Finance and Economics Discussion Series, 2019 | 3 | 2019 |
| Non-Bank Financial Institutions and Banks’ Fire-Sale Vulnerabilities N Cetorelli, M Landoni, L Lu FRB Boston Risk and Policy Analysis Unit Paper No. SRA, 23-01, 2023 | 2 | 2023 |
| Three Essays on Panel Data Models in Econometrics L Lu Columbia University, 2017 | 1 | 2017 |
| Internal and External Capital Markets of Large Banks L Lu, M Macchiavelli, J Wallen Available at SSRN, 2023 | | 2023 |
| Monitoring Banks’ Exposure to Nonbanks: The Network of Interconnections Matters N Cetorelli, M Landoni, L Lu Liberty Street Economics, 2023 | | 2023 |
| Swing Pricing Calibration K Anadu, V Liu, L Lu Available at SSRN 4278016, 2022 | | 2022 |
| Quantile co-movement in stock markets with production linkages of firms: A spatial panel quantile model with unobserved heterogeneity T Ando, L Lu | | 2019 |
