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 0 0 7 33
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 1 3 6
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 6 0 0 3 31
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia 1 2 4 39 1 4 18 70
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference? 0 0 0 55 0 1 2 81
Efficient Estimation of Approximate Factor Models 0 0 1 101 1 1 7 206
Endogeneity in ultrahigh dimension 0 0 1 38 0 5 9 94
Factor-Driven Two-Regime Regression 0 2 6 51 1 7 25 71
Large covariance estimation by thresholding principal orthogonal complements 0 1 5 45 0 3 16 144
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 1 6 23
Posterior consistency of nonparametric conditional moment restricted models 0 0 0 15 1 1 2 46
Risks of Large Portfolios 0 0 1 28 0 0 6 79
Risks of large portfolios 0 0 0 63 1 2 6 109
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 0 0 1 1 2
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 13 0 0 3 46
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 2 4 0 0 6 21
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 21 0 0 1 31
Total Working Papers 1 5 20 507 5 27 121 1,093


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 3 13 31 1 5 20 88
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 3 65 0 1 12 187
Inferences in panel data with interactive effects using large covariance matrices 0 0 7 34 1 2 21 96
Large covariance estimation by thresholding principal orthogonal complements 0 0 4 13 1 2 19 87
Power Enhancement in High‐Dimensional Cross‐Sectional Tests 0 0 1 9 1 5 12 64
Risks of large portfolios 0 0 2 12 1 4 9 66
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 2 2 0 2 10 17
Total Journal Articles 0 3 32 166 5 21 103 605


Statistics updated 2021-01-03