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 7 1 2 9 56
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 3 0 0 12 49
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia 0 0 0 42 1 1 7 110
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference? 0 0 0 56 1 1 20 111
Efficient Estimation of Approximate Factor Models 0 0 1 104 0 0 18 235
Endogeneity in ultrahigh dimension 0 0 1 45 0 0 17 134
Factor-Driven Two-Regime Regression 0 0 0 59 1 1 11 122
Large covariance estimation by thresholding principal orthogonal complements 0 0 1 56 2 4 22 209
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 3 4 22 78
Risks of Large Portfolios 0 0 0 28 0 0 11 96
Risks of large portfolios 0 0 0 63 0 2 11 133
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 16 1 3 24 87
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 1 1 2 14 25
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 0 1 19 53
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 1 2 10 56
Total Working Papers 0 0 4 556 12 25 252 1,629

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 1 3 50 0 1 24 167
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 1 89 0 2 24 280
Inferences in panel data with interactive effects using large covariance matrices 0 0 0 65 0 3 13 176
Large covariance estimation by thresholding principal orthogonal complements 0 1 5 37 2 6 36 211
Power Enhancement in High‐Dimensional Cross‐Sectional Tests 0 1 3 14 0 1 12 104
Risks of large portfolios 0 0 0 14 0 0 14 98
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 0 6 0 0 12 47
Total Journal Articles 0 3 12 275 2 13 135 1,083

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Statistics updated 2026-09-10