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	0	3	15
A lava attack on the recovery of sums of dense and sparse signals	0	0	0	3	0	0	1	37
A lava attack on the recovery of sums of dense and sparse signals	0	0	0	7	0	0	5	47
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia	0	0	0	42	0	0	1	100
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?	0	0	0	56	0	0	3	91
Efficient Estimation of Approximate Factor Models	0	0	0	103	0	1	3	216
Endogeneity in ultrahigh dimension	0	0	1	44	0	1	4	116
Factor-Driven Two-Regime Regression	0	0	1	59	0	0	1	110
Large covariance estimation by thresholding principal orthogonal complements	0	1	2	55	0	2	7	185
Oracle Estimation of a Change Point in High Dimensional Quantile Regression	0	0	0	25	0	0	1	35
Posterior consistency of nonparametric conditional moment restricted models	0	0	0	18	0	0	0	55
Risks of Large Portfolios	0	0	0	28	0	0	0	83
Risks of large portfolios	0	0	0	63	0	0	0	120
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	0	1	0	0	1	10
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	1	1	16	0	1	1	61
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications	0	0	0	6	0	0	2	33
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models	0	0	0	26	0	1	2	46
Total Working Papers	0	2	5	552	0	6	35	1,360

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	0	0	2	46	0	1	6	139
Efficient estimation of approximate factor models via penalized maximum likelihood	0	0	1	88	1	2	7	256
Inferences in panel data with interactive effects using large covariance matrices	0	0	1	65	0	0	4	159
Large covariance estimation by thresholding principal orthogonal complements	0	3	7	32	0	4	22	171
Power Enhancement in High‐Dimensional Cross‐Sectional Tests	0	0	1	11	0	0	3	92
Risks of large portfolios	0	0	1	14	0	0	3	84
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS	0	0	1	5	0	1	4	32
Total Journal Articles	0	3	14	261	1	8	49	933

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Statistics updated 2025-06-06