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 1 1 1 1 1 9 10 25
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 7 0 4 5 52
A lava attack on the recovery of sums of dense and sparse signals 0 0 0 3 1 8 10 47
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia 0 0 0 42 0 5 8 108
Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference? 0 0 0 56 2 10 12 103
Efficient Estimation of Approximate Factor Models 1 1 1 104 1 8 14 229
Endogeneity in ultrahigh dimension 0 1 1 45 1 5 13 128
Factor-Driven Two-Regime Regression 0 0 0 59 2 7 10 120
Large covariance estimation by thresholding principal orthogonal complements 0 0 1 55 1 7 19 202
Oracle Estimation of a Change Point in High Dimensional Quantile Regression 0 0 0 25 1 3 6 41
Posterior consistency of nonparametric conditional moment restricted models 0 0 0 18 3 14 16 71
Risks of Large Portfolios 0 0 0 28 0 2 10 93
Risks of large portfolios 0 0 0 63 0 4 8 128
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 0 1 1 6 10 20
Semi-parametric Bayesian Partially Identified Models based on Support Function 0 0 1 16 3 12 17 77
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications 0 0 0 6 0 5 13 46
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 0 4 7 52
Total Working Papers 2 3 5 555 17 113 188 1,542

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 1 3 49 3 13 22 160
Efficient estimation of approximate factor models via penalized maximum likelihood 0 0 0 88 1 11 18 272
Inferences in panel data with interactive effects using large covariance matrices 0 0 0 65 1 6 13 172
Large covariance estimation by thresholding principal orthogonal complements 1 1 6 35 5 17 34 201
Power Enhancement in High‐Dimensional Cross‐Sectional Tests 0 0 0 11 1 8 8 100
Risks of large portfolios 0 0 0 14 1 9 9 93
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS 0 0 1 6 0 2 11 42
Total Journal Articles 1 2 10 268 12 66 115 1,040

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04