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	7	0	0	4	47
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
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia	0	0	0	42	2	3	4	103
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	1	1	4	217
Endogeneity in ultrahigh dimension	0	0	1	44	0	1	4	117
Factor-Driven Two-Regime Regression	0	0	0	59	0	1	1	111
Large covariance estimation by thresholding principal orthogonal complements	0	0	2	55	0	2	8	187
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	1	1	56
Risks of Large Portfolios	0	0	0	28	2	2	2	85
Risks of large portfolios	0	0	0	63	2	2	2	122
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	0	1	0	1	2	11
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	1	16	1	2	3	63
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications	0	0	0	6	1	1	3	34
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models	0	0	0	26	0	0	2	46
Total Working Papers	0	0	4	552	9	17	48	1,377

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	1	3	47	1	4	10	143
Efficient estimation of approximate factor models via penalized maximum likelihood	0	0	1	88	0	0	7	256
Inferences in panel data with interactive effects using large covariance matrices	0	0	0	65	2	4	6	163
Large covariance estimation by thresholding principal orthogonal complements	0	0	5	32	1	4	22	175
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	1	2	6	0	3	7	35
Total Journal Articles	0	2	13	263	4	15	58	948

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Statistics updated 2025-09-05