Yuan Liao

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Inference for low-rank completion without sample splitting with application to treatment effect estimation	2024-03-21	Paper
Standard errors for panel data models with unknown clusters	2024-03-21	Paper
A dynamic screening algorithm for hierarchical binary marketing data	2024-01-16	Paper
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	2023-11-17	Paper
Inference for low-rank models	2023-08-31	Paper
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors	2023-03-27	Paper
An overview of the estimation of large covariance and precision matrices	2022-08-02	Paper
Factor-driven two-regime regression	2021-09-28	Paper
Simulation of fractal tree based on iteration function system	2021-07-01	Paper
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia	2021-03-24	Paper
Sparse HP filter: finding kinks in the COVID-19 contact rate	2021-02-04	Paper
Learning Latent Factors from Diversified Projections and its Applications to Over-Estimated and Weak Factors	2019-08-03	Paper
Bayesian inference for partially identified smooth convex models	2019-07-01	Paper
Large Covariance Estimation by Thresholding Principal Orthogonal Complements	2019-05-09	Paper
Power Enhancement in High-Dimensional Cross-Sectional Tests	2019-01-30	Paper
Inference for Heterogeneous Effects using Low-Rank Estimation of Factor Slopes	2018-12-19	Paper
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression	2018-12-04	Paper
Inferences in panel data with interactive effects using large covariance matrices	2017-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q2993862	2016-08-10	Paper
Projected principal component analysis in factor models	2016-02-22	Paper
Efficient estimation of approximate factor models via penalized maximum likelihood	2015-12-18	Paper
Risks of large portfolios	2015-08-31	Paper
Endogeneity in high dimensions	2014-08-04	Paper
https://portal.mardi4nfdi.de/entity/Q5400960	2014-03-12	Paper
Statistical Inferences Using Large Estimated Covariances for Panel Data and Factor Models	2013-07-09	Paper
Some Strong Laws for Normed Weighted Sums of Stochastically Dominated Banach Space Valued Random Elements Irrespective of Their Joint Distributions	2013-06-24	Paper
High-dimensional covariance matrix estimation in approximate factor models	2012-09-03	Paper
Posterior consistency of nonparametric conditional moment restricted models	2012-09-03	Paper
Asymptotic Properties of Quasi-Maximum Likelihood Estimates in Generalized Linear Models	2012-06-19	Paper
Bayesian analysis in moment inequality models	2010-02-19	Paper
Weak consistency of quasi-maximum likelihood estimates in multivariate generalized linear models	2009-04-28	Paper
On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models	2008-09-23	Paper

Research outcomes over time

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