Yuan Liao

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Economies et finances (21) Méthodes et statistiques (1)

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Textes imprimés (21)

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science économique (21) Economics (21) Econometrics (20) statistiques (16) Statistics (16) Statistics (16) Statistics (16) méthode (14) Models (13) Inference (12) papier (11) méthodologie (11) Methodology (11) Paper (11) Methodology (11) spectacle (10) modèle (9) Methods (9) Example (9) Methods (9) intérêts (6) distribution (6) Interest (6) puits (5) paramètre (5) Nossa Senhora do Monte (5) Machine learning (5) Use (5) Number (5) informatique (5)

Documents écrit par Yuan Liao (21) | parle de Yuan Liao (0)

Economic Forecasts Using Many Noises
Yuan Liao et al. (9 déc. 2023)
Inference for Low-rank Models without Estimating the Rank
Jungjun Choi et al. (27 nov. 2023)
SGMM: Stochastic Approximation to Generalized Method of Moments
Xiaohong Chen et al. (24 août 2023)
Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation
Jungjun Choi et al. (30 juil. 2023)
Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves
Xiaohong Chen et al. (30 déc. 2022)
Fast Inference for Quantile Regression with Tens of Millions of Observations
Sokbae Lee et al. (28 sept. 2022)
Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
Ivan Fernandez-Val et al. (8 févr. 2022)
Inference for Low-Rank Models
Victor Chernozhukov et al. (6 juil. 2021)
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
Sokbae Lee et al. (6 juin 2021)
Recent Developments on Factor Models and its Applications in Econometric Learning
Jianqing Fan et al. (21 sept. 2020)
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
Sokbae Lee et al. (18 juin 2020)
Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations
Jushan Bai et al. (20 oct. 2019)
Standard Errors for Panel Data Models with Unknown Clusters
Jushan Bai et al. (16 oct. 2019)
Desperate times call for desperate measures: government spending multipliers in hard times
Sokbae Lee et al. (21 sept. 2019)
Factor-Driven Two-Regime Regression
Sokbae Lee et al. (25 oct. 2018)
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models
Yuan Liao et al. (12 nov. 2017)
The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications
Christian Hansen et al. (28 nov. 2016)
Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia
Jianqing Fan et al. (22 mars 2016)
Oracle Estimation of a Change Point in High Dimensional Quantile Regression
Sokbae Lee et al. (1 mars 2016)
A lava attack on the recovery of sums of dense and sparse signals
Victor Chernozhukov et al. (10 févr. 2015)
Semi-parametric Bayesian Partially Identified Models based on Support Function
Yuan Liao et al. (13 déc. 2012)