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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Liao, Yuan"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Stochastic process
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Faktorenanalyse
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Forecasting model
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Aufsatz in Zeitschrift
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Liao, Yuan
Phillips, Peter C. B.
19
Yu, Jun
9
Koop, Gary
8
Swanson, Norman R.
7
Linton, Oliver
6
Mariano, Roberto S.
6
McAleer, Michael
6
Taylor, Robert
6
Xiao, Zhijie
6
Chen, Xiaohong
5
Diebold, Francis X.
5
Gonzalo, Jesús
5
Gouriéroux, Christian
5
Hallin, Marc
5
Renault, Eric
5
Teräsvirta, Timo
5
Timmermann, Allan
5
Todorov, Viktor
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Bauwens, Luc
4
Chen, Rong
4
Fan, Yanqin
4
Ferson, Wayne E.
4
Hansen, Lars Peter
4
Hong, Yongmiao
4
Jong, Robert M. de
4
Lütkepohl, Helmut
4
Perron, Benoit
4
Robinson, Peter M.
4
Schorfheide, Frank
4
Stambaugh, Robert F.
4
Steel, Mark F. J.
4
Velasco, Carlos
4
Whang, Yoon-jae
4
Asai, Manabu
3
Bai, Jushan
3
Baillie, Richard
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International journal of theoretical and applied finance
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Annual review of financial economics
1
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ECONIS (ZBW)
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Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
2
Sparse HP filter : finding kinks in the COVID-19 contact rate
Lee, Sokbae
;
Liao, Yuan
;
Seo, Myung Hwan
;
Shin, Youngki
- In:
Journal of econometrics
220
(
2021
)
1
,
pp. 158-180
Persistent link: https://www.econbiz.de/10012618477
Saved in:
3
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
4
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
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