Access Statistics for Yuan Liao

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A lava attack on the recovery of sums of dense and sparse signals	0	0	0	3	0	0	1	37
A lava attack on the recovery of sums of dense and sparse signals	0	0	0	7	0	2	6	47
A lava attack on the recovery of sums of dense and sparse signals	0	0	0	0	1	2	3	15
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia	0	0	0	42	0	0	1	100
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?	0	0	0	56	1	2	3	91
Efficient Estimation of Approximate Factor Models	0	0	0	103	0	1	3	215
Endogeneity in ultrahigh dimension	0	0	1	44	1	1	3	115
Factor-Driven Two-Regime Regression	0	0	1	59	0	0	1	110
Large covariance estimation by thresholding principal orthogonal complements	0	0	2	54	0	1	6	183
Oracle Estimation of a Change Point in High Dimensional Quantile Regression	0	0	0	25	0	0	1	35
Posterior consistency of nonparametric conditional moment restricted models	0	0	0	18	0	0	0	55
Risks of Large Portfolios	0	0	0	28	0	0	0	83
Risks of large portfolios	0	0	0	63	0	0	0	120
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	0	15	0	0	0	60
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	0	1	0	1	2	10
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications	0	0	0	6	0	2	3	33
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models	0	0	0	26	1	1	1	45
Total Working Papers	0	0	4	550	4	13	34	1,354

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
An overview of the estimation of large covariance and precision matrices	0	0	3	46	0	0	8	138
Efficient estimation of approximate factor models via penalized maximum likelihood	0	0	2	88	1	3	7	254
Inferences in panel data with interactive effects using large covariance matrices	0	0	1	65	0	0	4	159
Large covariance estimation by thresholding principal orthogonal complements	0	0	5	29	2	7	20	167
Power Enhancement in High‐Dimensional Cross‐Sectional Tests	0	0	1	11	1	2	4	92
Risks of large portfolios	0	0	2	14	0	0	4	84
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS	0	0	2	5	1	1	4	31
Total Journal Articles	0	0	16	258	5	13	51	925

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Statistics updated 2025-03-03