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	5	8	10	24
A lava attack on the recovery of sums of dense and sparse signals	0	0	0	7	3	5	5	52
A lava attack on the recovery of sums of dense and sparse signals	0	0	0	3	3	9	9	46
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia	0	0	0	42	3	5	8	108
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?	0	0	0	56	5	8	11	101
Efficient Estimation of Approximate Factor Models	0	0	0	103	4	7	13	228
Endogeneity in ultrahigh dimension	1	1	1	45	2	6	13	127
Factor-Driven Two-Regime Regression	0	0	0	59	3	6	8	118
Large covariance estimation by thresholding principal orthogonal complements	0	0	1	55	3	9	18	201
Oracle Estimation of a Change Point in High Dimensional Quantile Regression	0	0	0	25	2	4	5	40
Posterior consistency of nonparametric conditional moment restricted models	0	0	0	18	6	12	13	68
Risks of Large Portfolios	0	0	0	28	0	3	10	93
Risks of large portfolios	0	0	0	63	4	6	8	128
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	1	16	8	11	14	74
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	0	1	4	7	9	19
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications	0	0	0	6	5	11	13	46
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models	0	0	0	26	4	5	8	52
Total Working Papers	1	1	3	553	64	122	175	1,525

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	2	3	49	6	13	19	157
Efficient estimation of approximate factor models via penalized maximum likelihood	0	0	0	88	8	13	18	271
Inferences in panel data with interactive effects using large covariance matrices	0	0	0	65	2	6	12	171
Large covariance estimation by thresholding principal orthogonal complements	0	2	5	34	7	17	31	196
Power Enhancement in High‐Dimensional Cross‐Sectional Tests	0	0	0	11	5	7	8	99
Risks of large portfolios	0	0	0	14	7	8	8	92
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS	0	0	1	6	2	5	12	42
Total Journal Articles	1	4	9	267	37	69	108	1,028

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Statistics updated 2026-02-12