Yuan Liao
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Affiliations
-
Rutgers University-New Brunswick
/ Department of Economics
Research profile
author of:
- Semi-parametric Bayesian Partially Identified Models based on Support Function (RePEc:arx:papers:1212.3267)
by Yuan Liao & Anna Simoni - Risks of Large Portfolios (RePEc:arx:papers:1302.0926)
by Jianqing Fan & Yuan Liao & Xiaofeng Shi - A lava attack on the recovery of sums of dense and sparse signals (RePEc:arx:papers:1502.03155)
by Victor Chernozhukov & Christian Hansen & Yuan Liao - Oracle Estimation of a Change Point in High Dimensional Quantile Regression (RePEc:arx:papers:1603.00235)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia (RePEc:arx:papers:1603.07041)
by Jianqing Fan & Yuan Ke & Yuan Liao - Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models (RePEc:arx:papers:1711.04392)
by Yuan Liao & Xiye Yang - Large covariance estimation by thresholding principal orthogonal complements (RePEc:bla:jorssb:v:75:y:2013:i:4:p:603-680)
by Jianqing Fan & Yuan Liao & Martina Mincheva - The Factor-Lasso And K-Step Bootstrap Approach For Inference In High-Dimensional Economic Applications (RePEc:cup:etheor:v:35:y:2019:i:03:p:465-509_00)
by Hansen, Christian & Liao, Yuan - Risks of large portfolios (RePEc:eee:econom:v:186:y:2015:i:2:p:367-387)
by Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng - Efficient estimation of approximate factor models via penalized maximum likelihood (RePEc:eee:econom:v:191:y:2016:i:1:p:1-18)
by Bai, Jushan & Liao, Yuan - Inferences in panel data with interactive effects using large covariance matrices (RePEc:eee:econom:v:200:y:2017:i:1:p:59-78)
by Bai, Jushan & Liao, Yuan - A lava attack on the recovery of sums of dense and sparse signals (RePEc:ifs:cemmap:05/15)
by Victor Chernozhukov & Christian Hansen & Yuan Liao - A lava attack on the recovery of sums of dense and sparse signals (RePEc:ifs:cemmap:56/15)
by Victor Chernozhukov & Christian Hansen & Yuan Liao - Factor-Driven Two-Regime Regression (RePEc:mcm:deptwp:2018-14)
by Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin - Large covariance estimation by thresholding principal orthogonal complements (RePEc:pra:mprapa:38697)
by Fan, Jianqing & Liao, Yuan & Mincheva, Martina - Endogeneity in ultrahigh dimension (RePEc:pra:mprapa:38698)
by Fan, Jianqing & Liao, Yuan - Posterior consistency of nonparametric conditional moment restricted models (RePEc:pra:mprapa:38700)
by Liao, Yuan & Jiang, Wenxin - Efficient Estimation of Approximate Factor Models (RePEc:pra:mprapa:41558)
by Bai, Jushan & Liao, Yuan - Semi-parametric Bayesian Partially Identified Models based on Support Function (RePEc:pra:mprapa:43262)
by Liao, Yuan & Simoni, Anna - Risks of large portfolios (RePEc:pra:mprapa:44206)
by Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng - The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications (RePEc:pra:mprapa:75313)
by Hansen, Christian & Liao, Yuan - Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference? (RePEc:rut:rutres:201607)
by Yuan Liao & Anna Simoni - Power Enhancement in High‐Dimensional Cross‐Sectional Tests (RePEc:wly:emetrp:v:83:y:2015:i:4:p:1497-1541)
by Jianqing Fan & Yuan Liao & Jiawei Yao - An overview of the estimation of large covariance and precision matrices (RePEc:wly:emjrnl:v:19:y:2016:i:1:p:c1-c32)
by Jianqing Fan & Yuan Liao & Han Liu