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 6 0 0 2 39
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 0 0 0 1 10
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 0 0 0 36
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia 0 0 2 42 1 2 8 95
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference? 0 0 0 56 0 0 2 86
Efficient Estimation of Approximate Factor Models 0 0 1 102 0 0 1 210
Endogeneity in ultrahigh dimension 0 1 3 42 1 2 5 110
Factor-Driven Two-Regime Regression 0 0 3 56 2 2 15 101
Large covariance estimation by thresholding principal orthogonal complements 0 0 2 49 3 4 16 167
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 0 0 2 31
Posterior consistency of nonparametric conditional moment restricted models 0 0 0 18 0 0 3 55
Risks of Large Portfolios 0 0 0 28 0 0 0 81
Risks of large portfolios 0 0 0 63 0 0 0 116
Semi-parametric Bayesian Partially Identified Models based on Support Function 1 1 1 14 1 1 5 57
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 1 1 1 0 2 2 5
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 5 0 1 2 26
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 2 2 24 0 3 5 39
Total Working Papers 1 5 15 534 8 17 69 1,264


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 0 7 41 0 1 16 118
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 8 81 1 3 22 233
Inferences in panel data with interactive effects using large covariance matrices 2 3 11 52 2 5 20 137
Large covariance estimation by thresholding principal orthogonal complements 0 1 2 17 1 6 25 133
Power Enhancement in High‐Dimensional Cross‐Sectional Tests 0 0 0 10 0 0 6 83
Risks of large portfolios 0 0 0 12 0 0 4 78
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 0 2 1 1 1 23
Total Journal Articles 2 4 28 215 5 16 94 805


Statistics updated 2022-11-05