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	3	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	0	2	4	103
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?	0	0	0	56	0	0	2	91
Efficient Estimation of Approximate Factor Models	0	0	0	103	1	2	4	218
Endogeneity in ultrahigh dimension	0	0	0	44	0	1	3	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	1	8	187
Oracle Estimation of a Change Point in High Dimensional Quantile Regression	0	0	0	25	1	1	2	36
Posterior consistency of nonparametric conditional moment restricted models	0	0	0	18	0	0	1	56
Risks of Large Portfolios	0	0	0	28	1	3	3	86
Risks of large portfolios	0	0	0	63	0	2	2	122
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	1	16	0	2	3	63
Semi-parametric Bayesian Partially Identified Models based on Support Function	0	0	0	1	0	0	2	11
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications	0	0	0	6	0	1	3	34
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models	0	0	0	26	1	1	3	47
Total Working Papers	0	0	3	552	4	17	48	1,381

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	2	47	0	2	7	143
Efficient estimation of approximate factor models via penalized maximum likelihood	0	0	1	88	1	1	8	257
Inferences in panel data with interactive effects using large covariance matrices	0	0	0	65	0	4	6	163
Large covariance estimation by thresholding principal orthogonal complements	0	0	5	32	3	5	23	178
Power Enhancement in High‐Dimensional Cross‐Sectional Tests	0	0	1	11	0	0	3	92
Risks of large portfolios	0	0	0	14	0	0	1	84
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS	0	0	2	6	0	2	7	35
Total Journal Articles	0	1	11	263	4	14	55	952

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Statistics updated 2025-10-06