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 3 13 28
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 2 7 54
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 1 2 12 49
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia 0 0 0 42 0 1 9 109
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference? 0 0 0 56 2 7 19 110
Efficient Estimation of Approximate Factor Models 0 0 1 104 0 6 19 235
Endogeneity in ultrahigh dimension 0 0 1 45 0 6 18 134
Factor-Driven Two-Regime Regression 0 0 0 59 0 1 11 121
Large covariance estimation by thresholding principal orthogonal complements 1 1 1 56 1 3 20 205
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 4 10 45
Posterior consistency of nonparametric conditional moment restricted models 0 0 0 18 0 3 19 74
Risks of Large Portfolios 0 0 0 28 0 3 13 96
Risks of large portfolios 0 0 0 63 0 3 11 131
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 1 0 3 13 23
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 16 2 7 23 84
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 2 6 19 52
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 0 2 8 54
Total Working Papers 1 1 4 556 8 62 244 1,604

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 0 0 3 49 1 6 27 166
Efficient estimation of approximate factor models via penalized maximum likelihood 1 1 1 89 2 6 22 278
Inferences in panel data with interactive effects using large covariance matrices 0 0 0 65 1 1 14 173
Large covariance estimation by thresholding principal orthogonal complements 0 1 4 36 0 4 34 205
Power Enhancement in High‐Dimensional Cross‐Sectional Tests 1 2 2 13 1 3 11 103
Risks of large portfolios 0 0 0 14 1 5 14 98
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 1 6 1 5 15 47
Total Journal Articles 2 4 11 272 7 30 137 1,070

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Statistics updated 2026-06-04