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 2 79 2 9 23 197
A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application 0 1 3 59 0 4 22 253
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 1 1 0 0 9 24
A Robust Residual-Based Test for Structural Changes in Factor Models 0 0 0 5 2 3 18 33
A Simple Bootstrap Method for Panel Data Inferences 0 1 3 14 0 6 16 45
Asymptotics for Time-Varying Vector MA(∞) Processes 0 1 3 69 1 6 18 100
Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects 0 0 1 38 1 5 12 74
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 1 2 1 4 8 24
Estimation and Inference for a Class of Generalized Hierarchical Models 0 0 0 19 0 2 4 58
Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks 0 0 2 13 0 2 19 39
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 0 2 22 22 0 7 30 30
Factor Models of Matrix-Valued Time Series: Nonstationarity and Cointegration 0 1 13 13 0 3 23 23
Higher-order Expansions and Inference for Panel Data Models 0 0 0 0 0 1 7 8
Higher-order Expansions and Inference for Panel Data Models 0 0 2 46 0 1 17 103
Nonparametric Estimation and Testing for Time-Varying VAR Models 0 2 5 70 1 6 27 152
On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis 0 1 2 11 0 4 17 42
On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis 1 1 3 259 2 6 23 128
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 0 3 14 1 5 25 29
Panel Data Estimation and Inference: Homogeneity versus Heterogeneity 0 1 1 1 0 3 9 9
Parameter Stability Testing for Multivariate Dynamic Time-Varying Models 0 2 4 47 0 8 24 48
Regime switching in the presence of endogeneity 0 0 0 42 1 1 7 73
Regime switching panel data models with interative fixed effects 0 0 0 90 1 9 14 267
Robust Estimation and Inference for High-Dimensional Panel Data Models 0 0 5 22 0 8 32 69
Robust Inference for High Dimensional Panel Data Models 1 1 4 6 2 7 20 24
Time-Varying Multivariate Causal Processes 0 0 0 5 0 3 15 29
Time-Varying Multivariate Causal Processes 0 0 0 70 1 5 14 79
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 0 6 0 4 14 24
Time-Varying Vector Error-Correction Models: Estimation and Inference 0 0 2 20 0 5 22 73
Total Working Papers 2 15 82 1,043 16 127 489 2,057

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 20 20
A system of time-varying models for predictive regressions 0 1 1 1 0 4 17 17
ASYMPTOTICS FOR TIME-VARYING VECTOR MA( $\infty $ ) PROCESSES 0 1 2 2 0 1 17 17
Binary response models for heterogeneous panel data with interactive fixed effects 0 0 1 3 1 5 19 29
Estimation, Inference, and Empirical Analysis for Time-Varying VAR Models 0 1 6 8 1 8 23 31
Examining Chinese volume–volatility nexus: A regime-switching perspective 0 0 2 2 0 5 28 33
Factor-augmented forecasting regressions with threshold effects 0 0 1 6 1 2 14 31
Generalized impulse response analysis for time-varying VAR models 0 1 2 2 1 7 11 11
Higher-Order Expansions and Inference for Panel Data Models 1 1 3 5 1 4 15 17
Improved inference for fund alphas using high-dimensional cross-sectional tests 0 0 1 11 1 3 10 42
Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework 0 0 1 5 0 3 20 28
Nonparametric predictive regression for stock return prediction 0 2 3 3 0 11 24 24
Regime switching panel data models with interactive fixed effects 0 0 1 14 0 9 21 72
Sieve Bootstrap for Fixed-b Phillips–Perron Unit Root Test 0 1 1 3 0 3 6 9
Time-varying multivariate causal processes 0 0 2 3 0 1 17 22
Time-varying vector error-correction models: Estimation and inference 0 0 5 5 0 4 37 37
Total Journal Articles 1 8 32 73 7 72 299 440

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Statistics updated 2026-06-04