Access Statistics for Yayi Yan

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 Class of Time-Varying Vector Moving Average (infinity) Models 0 1 1 78 1 13 14 188
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 1 2 2 58 4 11 19 249
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 4 8 17 30
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 6 11 24
A Simple Bootstrap Method for Panel Data Inferences 1 2 3 13 2 7 14 39
Asymptotics for Time-Varying Vector MA(∞) Processes 1 1 2 68 1 4 13 94
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 0 1 38 1 4 7 69
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 0 19 0 1 4 56
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 2 0 3 7 20
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 3 13 6 12 18 37
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 0 0 12 12 1 11 20 20
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 0 0 20 20 0 8 23 23
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 4 7 7
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 1 6 16 102
Nonparametric Estimation and Testing for Time-Varying VAR Models 1 1 4 68 3 9 23 146
On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis 0 0 1 10 0 6 14 38
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 0 0 3 258 0 9 19 122
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 0 0 2 6 6 6
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 5 14 2 4 20 24
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 2 2 2 45 8 15 16 40
Regime switching in the presence of endogeneity 0 0 0 42 0 5 6 72
Regime switching panel data models with interative fixed effects 0 0 0 90 0 2 6 258
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 5 22 1 4 25 61
Robust Inference for High Dimensional Panel Data Models 0 1 3 5 0 6 14 17
Time-Varying Multivariate Causal Processes 0 0 0 70 1 6 9 74
Time-Varying Multivariate Causal Processes 0 0 0 5 4 9 13 26
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 0 3 12 20
Time-Varying Vector Error-Correction Models: Estimation and Inference 1 1 4 20 4 10 20 68
Total Working Papers 7 11 75 1,028 46 192 393 1,930

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A robust residual-based test for structural changes in factor models 0 0 0 0 2 13 18 18
A system of time-varying models for predictive regressions 0 0 0 0 1 9 13 13
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 0 1 1 1 2 12 16 16
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 2 3 1 8 16 24
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 0 1 5 7 1 5 18 23
Examining Chinese volume–volatility nexus: A regime-switching perspective 1 1 2 2 4 18 26 28
Factor-augmented forecasting regressions with threshold effects 1 1 2 6 2 5 16 29
Generalized impulse response analysis for time-varying VAR models 0 1 1 1 1 4 4 4
Higher-Order Expansions and Inference for Panel Data Models 0 1 2 4 2 6 11 13
Improved inference for fund alphas using high-dimensional cross-sectional tests 0 0 1 11 2 5 8 39
Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework 0 1 2 5 0 10 18 25
Nonparametric predictive regression for stock return prediction 0 0 1 1 4 10 13 13
Regime switching panel data models with interactive fixed effects 0 0 3 14 0 8 14 63
Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test 0 0 2 2 0 1 6 6
Time-varying multivariate causal processes 0 0 2 3 3 10 18 21
Time-varying vector error-correction models: Estimation and inference 2 3 5 5 5 18 33 33
Total Journal Articles 4 10 31 65 30 142 248 368

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