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 1 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 1 1 0 0 8 24
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 1 2 19 35
A Simple Bootstrap Method for Panel Data Inferences 0 2 5 16 0 3 17 48
Asymptotics for Time-Varying Vector MA(∞) Processes 0 1 4 70 0 2 18 102
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 1 2 39 1 3 15 77
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 2 0 0 8 24
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 0 19 1 1 4 59
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 1 13 1 3 20 42
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 0 0 5 13 1 2 19 25
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 0 0 15 22 1 2 25 32
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 1 1 16 104
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 1 8 9
Nonparametric Estimation and Testing for Time-Varying VAR Models 0 0 5 70 1 2 23 154
On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis 0 0 2 11 1 1 17 43
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 0 0 2 259 1 2 22 130
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 1 1 2 2 11 11
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 1 14 0 3 18 32
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 0 4 47 1 3 26 51
Regime switching in the presence of endogeneity 0 0 0 42 0 1 8 74
Regime switching panel data models with interative fixed effects 0 0 0 90 0 0 13 267
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 0 22 2 4 20 73
Robust Inference for High Dimensional Panel Data Models 0 0 3 6 0 1 17 25
Time-Varying Multivariate Causal Processes 0 0 0 5 1 2 17 31
Time-Varying Multivariate Causal Processes 0 0 0 70 0 0 12 79
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 0 2 15 26
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 1 20 1 4 20 77
Total Working Papers 0 4 60 1,047 17 49 460 2,106

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 0 3 23 23
A system of time-varying models for predictive regressions 0 0 1 1 0 3 20 20
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 0 0 2 2 0 1 18 18
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 1 3 1 1 20 30
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 1 1 4 9 1 2 21 33
Examining Chinese volume–volatility nexus: A regime-switching perspective 0 1 2 3 1 6 31 39
Factor-augmented forecasting regressions with threshold effects 1 1 2 7 1 1 11 32
Generalized impulse response analysis for time-varying VAR models 0 0 2 2 2 2 13 13
Higher-Order Expansions and Inference for Panel Data Models 1 1 3 6 1 2 14 19
Improved inference for fund alphas using high-dimensional cross-sectional tests 0 0 1 11 0 1 10 43
Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework 0 0 1 5 0 4 23 32
Nonparametric predictive regression for stock return prediction 0 1 4 4 3 7 31 31
Regime switching panel data models with interactive fixed effects 0 0 1 14 0 1 21 73
Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test 0 0 1 3 2 3 7 12
Time-varying multivariate causal processes 0 0 1 3 0 1 15 23
Time-varying vector error-correction models: Estimation and inference 0 0 5 5 2 5 42 42
Total Journal Articles 3 5 31 78 14 43 320 483

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Statistics updated 2026-09-10