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 0 3 1 2 11 48
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 1 2 7 54
A lava attack on the recovery of sums of dense and sparse signals 0 1 1 1 2 4 13 28
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia 0 0 0 42 1 1 9 109
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference? 0 0 0 56 4 7 17 108
Efficient Estimation of Approximate Factor Models 0 1 1 104 4 7 19 235
Endogeneity in ultrahigh dimension 0 0 1 45 5 7 18 134
Factor-Driven Two-Regime Regression 0 0 0 59 0 3 11 121
Large covariance estimation by thresholding principal orthogonal complements 0 0 0 55 2 3 19 204
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 3 5 10 45
Posterior consistency of nonparametric conditional moment restricted models 0 0 0 18 3 6 19 74
Risks of Large Portfolios 0 0 0 28 3 3 13 96
Risks of large portfolios 0 0 0 63 3 3 11 131
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 1 3 4 13 23
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 16 5 8 21 82
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 3 4 17 50
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 1 2 8 54
Total Working Papers 0 2 3 555 44 71 236 1,596

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 4 8 26 165
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 0 88 3 5 21 276
Inferences in panel data with interactive effects using large covariance matrices 0 0 0 65 0 1 13 172
Large covariance estimation by thresholding principal orthogonal complements 0 2 4 36 1 9 34 205
Power Enhancement in High‐Dimensional Cross‐Sectional Tests 0 1 1 12 1 3 10 102
Risks of large portfolios 0 0 0 14 4 5 13 97
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 1 6 3 4 14 46
Total Journal Articles 0 3 9 270 16 35 131 1,063

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Statistics updated 2026-05-06