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	0	0	1	3	16
A lava attack on the recovery of sums of dense and sparse signals	0	0	0	7	1	1	3	48
A lava attack on the recovery of sums of dense and sparse signals	0	0	0	3	2	2	2	39
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia	0	0	0	42	0	0	3	103
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?	0	0	0	56	0	2	4	93
Efficient Estimation of Approximate Factor Models	0	0	0	103	0	4	7	221
Endogeneity in ultrahigh dimension	0	0	0	44	2	6	9	123
Factor-Driven Two-Regime Regression	0	0	0	59	1	2	3	113
Large covariance estimation by thresholding principal orthogonal complements	0	0	1	55	3	8	13	195
Oracle Estimation of a Change Point in High Dimensional Quantile Regression	0	0	0	25	2	3	3	38
Posterior consistency of nonparametric conditional moment restricted models	0	0	0	18	1	1	2	57
Risks of Large Portfolios	0	0	0	28	1	6	8	91
Risks of large portfolios	0	0	0	63	2	2	4	124
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	1	16	2	2	5	65
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	0	1	2	3	5	14
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications	0	0	0	6	6	7	10	41
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models	0	0	0	26	1	2	4	48
Total Working Papers	0	0	2	552	26	52	88	1,429

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	1	1	2	48	3	4	9	147
Efficient estimation of approximate factor models via penalized maximum likelihood	0	0	0	88	3	5	10	261
Inferences in panel data with interactive effects using large covariance matrices	0	0	0	65	1	3	7	166
Large covariance estimation by thresholding principal orthogonal complements	2	2	5	34	5	9	24	184
Power Enhancement in High‐Dimensional Cross‐Sectional Tests	0	0	0	11	0	0	2	92
Risks of large portfolios	0	0	0	14	0	0	0	84
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS	0	0	1	6	3	5	10	40
Total Journal Articles	3	3	8	266	15	26	62	974

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Statistics updated 2025-12-06