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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
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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
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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
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Bayesian inference for partially identified smooth convex models
Liao, Yuan; Simoni, Anna - In: Journal of econometrics 211 (2019) 2, pp. 338-360
Persistent link: https://www.econbiz.de/10012303804