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 2 13 16 190
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 1 3 3 59 1 9 19 250
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 2 10 24
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 1 8 16 31
A Simple Bootstrap Method for Panel Data Inferences 1 2 3 14 3 7 16 42
Asymptotics for Time-Varying Vector MA(∞) Processes 1 2 3 69 2 4 15 96
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 0 1 38 2 6 9 71
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 2 0 3 6 20
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 0 19 0 1 2 56
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 3 13 1 10 19 38
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 1 1 21 21 4 6 27 27
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 1 1 13 13 2 8 22 22
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 1 5 8 8
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 0 5 16 102
Nonparametric Estimation and Testing for Time-Varying VAR Models 1 2 5 69 3 11 26 149
On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis 0 0 1 10 2 3 16 40
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 0 0 3 258 1 5 20 123
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 1 1 1 1 1 7 7 7
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 3 14 0 2 20 24
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 2 4 4 47 2 14 18 42
Regime switching in the presence of endogeneity 0 0 0 42 0 4 6 72
Regime switching panel data models with interative fixed effects 0 0 0 90 1 3 6 259
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 5 22 2 5 26 63
Robust Inference for High Dimensional Panel Data Models 0 0 3 5 3 5 17 20
Time-Varying Multivariate Causal Processes 0 0 0 5 0 8 13 26
Time-Varying Multivariate Causal Processes 0 0 0 70 1 5 10 75
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 1 4 20 1 8 21 69
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 1 3 13 21
Total Working Papers 9 18 81 1,037 37 170 420 1,967

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 1 9 19 19
A system of time-varying models for predictive regressions 1 1 1 1 2 6 15 15
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 1 2 2 2 1 11 17 17
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 1 3 2 9 17 26
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 1 1 6 8 4 8 20 27
Examining Chinese volume–volatility nexus: A regime-switching perspective 0 1 2 2 1 15 26 29
Factor-augmented forecasting regressions with threshold effects 0 1 2 6 1 4 17 30
Generalized impulse response analysis for time-varying VAR models 1 2 2 2 1 5 5 5
Higher-Order Expansions and Inference for Panel Data Models 0 0 2 4 0 5 11 13
Improved inference for fund alphas using high-dimensional cross-sectional tests 0 0 1 11 0 4 8 39
Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework 0 1 2 5 0 6 18 25
Nonparametric predictive regression for stock return prediction 0 0 1 1 1 7 14 14
Regime switching panel data models with interactive fixed effects 0 0 3 14 3 10 17 66
Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test 1 1 3 3 3 4 9 9
Time-varying multivariate causal processes 0 0 2 3 0 8 17 21
Time-varying vector error-correction models: Estimation and inference 0 3 5 5 1 15 34 34
Total Journal Articles 5 13 35 70 21 126 264 389

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Statistics updated 2026-04-09