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Search: person:"Yan, Yayi"
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Estimation theory
17
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17
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12
Theory
12
Time series analysis
10
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10
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8
Panel study
8
Nichtparametrisches Verfahren
7
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7
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6
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6
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6
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6
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6
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6
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4
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4
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2
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2
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IV-Schätzung
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2
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2
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30
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8
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15
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15
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15
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15
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8
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English
38
Author
All
Yan, Yayi
38
Gao, Jiti
26
Peng, Bin
22
Cheng, Tingting
13
Yan, Cheng
6
Wu, Wei Biao
3
Yu, Deshui
3
Dong, Chaohua
1
Donga, Chaohua
1
Liu, Fei
1
Su, Liangjun
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
15
Journal of econometrics
2
Economics letters
1
Financial management : FM
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
The econometrics journal
1
The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association
1
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ECONIS (ZBW)
38
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1
Robust inference for high-dimensional panel data models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014584602
Saved in:
2
A robust residual-based test for structural changes in factor models
Peng, Bin
;
Su, Liangjun
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014584606
Saved in:
3
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2024
Persistent link: https://www.econbiz.de/10014534139
Saved in:
4
Time-varying multivariate causal processes
Gao, Jiti
;
Peng, Bin
;
Wu, Wei Biao
;
Yan, Yayi
- In:
Journal of econometrics
240
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10015075008
Saved in:
5
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
6
Estimation of semiparametric multi- index models using deep neural networks
Donga, Chaohua
;
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452599
Saved in:
7
Higher-order expansions and inference for panel data models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452601
Saved in:
8
Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
9
A simple bootstrap method for panel data inferences
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494332
Saved in:
10
Time-varying multivariate causal processes
Gao, Jiti
;
Peng, Bin
;
Wu, Wei Biao
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494365
Saved in:
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