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 0 77 2 3 3 177
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 0 0 0 56 3 5 15 241
A Robust Residual-Based Test for Structural Changes in Factor Models 0 1 1 1 4 6 22 22
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 2 5 1 5 13 23
A Simple Bootstrap Method for Panel Data Inferences 1 1 2 12 3 4 12 35
Asymptotics for Time-Varying Vector MA(∞) Processes 0 1 1 67 2 7 11 92
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 1 1 38 0 3 3 65
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 19 0 0 6 55
Estimation and Inference for a Class of Generalized Hierarchical Models 0 1 2 2 0 1 17 17
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 1 3 13 3 6 10 28
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 0 4 20 20 6 13 21 21
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 0 1 12 12 5 7 14 14
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 1 5 16 97
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 2 3 3
Nonparametric Estimation and Testing for Time-Varying VAR Models 0 2 3 67 1 7 15 138
On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis 0 1 1 10 5 10 13 37
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 0 1 4 258 5 10 16 118
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 1 14 14 2 8 22 22
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 0 0 43 3 3 5 28
Regime switching in the presence of endogeneity 0 0 1 42 1 2 5 68
Regime switching panel data models with interative fixed effects 0 0 0 90 0 1 4 256
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 6 22 1 4 27 58
Robust Inference for High Dimensional Panel Data Models 1 2 5 5 4 6 15 15
Time-Varying Multivariate Causal Processes 0 0 0 5 1 3 5 18
Time-Varying Multivariate Causal Processes 0 0 0 70 2 2 5 70
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 1 5 11 18
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 3 19 3 4 14 61
Total Working Papers 2 18 84 1,019 59 132 323 1,797

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 5 9 10 10
A system of time-varying models for predictive regressions 0 0 0 0 5 9 9 9
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 0 0 0 0 2 6 6 6
Binary response models for heterogeneous panel data with interactive fixed effects 0 1 2 3 1 6 10 17
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 1 2 5 7 1 6 16 19
Examining Chinese volume–volatility nexus: A regime-switching perspective 0 0 1 1 4 6 14 14
Factor-augmented forecasting regressions with threshold effects 0 0 1 5 2 5 13 26
Higher-Order Expansions and Inference for Panel Data Models 1 1 4 4 1 3 8 8
Improved inference for fund alphas using high-dimensional cross-sectional tests 0 0 1 11 1 1 5 35
Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework 0 0 1 4 4 10 12 19
Nonparametric predictive regression for stock return prediction 0 1 1 1 4 7 7 7
Regime switching panel data models with interactive fixed effects 0 1 3 14 1 4 9 56
Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test 0 0 2 2 0 0 5 5
Time-varying multivariate causal processes 0 1 2 3 2 5 10 13
Time-varying vector error-correction models: Estimation and inference 0 2 2 2 4 16 19 19
Total Journal Articles 2 9 25 57 37 93 153 263

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Statistics updated 2026-01-09