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 0 2 79 0 3 24 198
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 0 0 3 59 0 1 20 254
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 0 3 19 34
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 0 9 24
A Simple Bootstrap Method for Panel Data Inferences 2 2 5 16 2 3 17 48
Asymptotics for Time-Varying Vector MA(∞) Processes 1 1 4 70 1 3 20 102
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 1 1 2 39 1 3 14 76
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 2 0 1 8 24
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 0 19 0 0 3 58
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 1 13 1 2 20 41
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 0 0 13 13 0 1 24 24
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 0 0 22 22 1 1 31 31
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 1 8 9
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 0 0 17 103
Nonparametric Estimation and Testing for Time-Varying VAR Models 0 0 5 70 0 2 25 153
On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis 0 0 2 11 0 0 17 42
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 0 1 2 259 0 3 22 129
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 1 1 0 0 9 9
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 1 14 0 4 21 32
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 0 4 47 0 2 25 50
Regime switching in the presence of endogeneity 0 0 0 42 1 2 8 74
Regime switching panel data models with interative fixed effects 0 0 0 90 0 1 13 267
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 1 22 1 2 22 71
Robust Inference for High Dimensional Panel Data Models 0 1 4 6 0 3 19 25
Time-Varying Multivariate Causal Processes 0 0 0 5 0 1 16 30
Time-Varying Multivariate Causal Processes 0 0 0 70 0 1 14 79
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 1 2 15 26
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 2 20 3 3 25 76
Total Working Papers 4 6 78 1,047 12 48 485 2,089

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 4 23 23
A system of time-varying models for predictive regressions 0 0 1 1 1 3 20 20
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 0 0 2 2 1 1 18 18
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 1 3 0 1 19 29
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 0 0 3 8 1 2 20 32
Examining Chinese volume–volatility nexus: A regime-switching perspective 0 1 3 3 1 5 32 38
Factor-augmented forecasting regressions with threshold effects 0 0 1 6 0 1 11 31
Generalized impulse response analysis for time-varying VAR models 0 0 2 2 0 1 11 11
Higher-Order Expansions and Inference for Panel Data Models 0 1 3 5 1 2 14 18
Improved inference for fund alphas using high-dimensional cross-sectional tests 0 0 1 11 0 2 11 43
Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework 0 0 1 5 1 4 24 32
Nonparametric predictive regression for stock return prediction 1 1 4 4 3 4 28 28
Regime switching panel data models with interactive fixed effects 0 0 1 14 0 1 22 73
Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test 0 0 1 3 0 1 5 10
Time-varying multivariate causal processes 0 0 2 3 1 1 16 23
Time-varying vector error-correction models: Estimation and inference 0 0 5 5 2 3 40 40
Total Journal Articles 1 3 31 75 13 36 314 469

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Statistics updated 2026-08-07