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 1 77 0 0 1 174
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 0 0 0 56 0 2 15 236
A Localised Neural network with Dependent Data: Estimation and Inference 1 2 4 4 2 3 6 10
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 2 5 1 4 11 19
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 0 0 1 16 16
A Simple Bootstrap Method for Panel Data Inferences 0 0 2 11 0 0 9 31
Asymptotics for Time-Varying Vector MA(∞) Processes 0 0 0 66 1 4 7 86
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 1 1 1 38 1 1 2 63
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 19 0 0 8 55
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 1 0 0 16 16
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 3 12 1 2 6 23
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 4 20 20 20 6 14 14 14
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 1 12 12 12 1 8 8 8
Higher-order Expansions and Inference for Panel Data Models 0 2 3 46 1 7 14 93
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 2 2 3 3
Nonparametric Estimation and Testing for Time-Varying VAR Models 1 1 2 66 2 5 10 133
On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis 1 1 1 10 5 7 8 32
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 0 0 3 257 4 5 10 112
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 1 1 14 14 3 6 17 17
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 0 0 43 0 0 2 25
Regime switching in the presence of endogeneity 0 0 1 42 0 0 3 66
Regime switching panel data models with interative fixed effects 0 0 0 90 0 1 3 255
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 1 9 22 2 7 32 56
Robust Inference for High Dimensional Panel Data Models 0 1 3 3 1 4 10 10
Time-Varying Multivariate Causal Processes 0 0 0 70 0 3 6 68
Time-Varying Multivariate Causal Processes 0 0 0 5 1 2 3 16
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 1 3 7 14
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 1 3 19 0 6 12 57
Total Working Papers 10 43 86 1,014 35 97 259 1,708

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 2 2 2
A system of time-varying models for predictive regressions 0 0 0 0 1 1 1 1
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 2 2 2 3 9 13
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 0 0 4 5 2 3 13 15
Examining Chinese volume–volatility nexus: A regime-switching perspective 0 1 1 1 1 3 9 9
Factor-augmented forecasting regressions with threshold effects 0 0 1 5 0 1 9 21
Higher-Order Expansions and Inference for Panel Data Models 0 1 3 3 1 2 6 6
Improved inference for fund alphas using high-dimensional cross-sectional tests 0 1 1 11 0 2 4 34
Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework 0 0 2 4 2 3 6 11
Regime switching panel data models with interactive fixed effects 1 1 3 14 2 3 8 54
Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test 0 0 2 2 0 0 5 5
Time-varying multivariate causal processes 1 2 2 3 2 3 8 10
Time-varying vector error-correction models: Estimation and inference 1 1 1 1 7 10 10 10
Total Journal Articles 3 7 22 51 21 36 90 191

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Statistics updated 2025-11-08