Access Statistics for Yuan Liao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 1 1 0 0 13 28
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 1 8 55
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 1 12 49
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia 0 0 0 42 0 0 8 109
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference? 0 0 0 56 0 2 19 110
Efficient Estimation of Approximate Factor Models 0 0 1 104 0 0 19 235
Endogeneity in ultrahigh dimension 0 0 1 45 0 0 17 134
Factor-Driven Two-Regime Regression 0 0 0 59 0 0 10 121
Large covariance estimation by thresholding principal orthogonal complements 0 1 1 56 0 3 20 207
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 2 12 47
Posterior consistency of nonparametric conditional moment restricted models 0 0 0 18 1 1 19 75
Risks of Large Portfolios 0 0 0 28 0 0 13 96
Risks of large portfolios 0 0 0 63 0 2 13 133
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 1 0 1 13 24
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 16 1 4 24 86
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 0 3 20 53
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 0 1 9 55
Total Working Papers 0 1 4 556 2 21 249 1,617

Journal Article File Downloads Abstract Views
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 1 1 3 50 1 2 25 167
Efficient estimation of approximate factor models via penalized maximum likelihood 0 1 1 89 2 4 24 280
Inferences in panel data with interactive effects using large covariance matrices 0 0 0 65 2 4 15 176
Large covariance estimation by thresholding principal orthogonal complements 0 1 5 37 1 4 35 209
Power Enhancement in High‐Dimensional Cross‐Sectional Tests 1 2 3 14 1 2 12 104
Risks of large portfolios 0 0 0 14 0 1 14 98
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 0 6 0 1 12 47
Total Journal Articles 2 5 12 275 7 18 137 1,081

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Statistics updated 2026-08-07