Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 7.

2011

Fan, Jianqing and Liao, Yuan and Mincheva, Martina (2011): Large covariance estimation by thresholding principal orthogonal complements.

Liao, Yuan and Jiang, Wenxin (2011): Posterior consistency of nonparametric conditional moment restricted models. Published in: Annals of Statistics , Vol. 39, No. 6 (2011): pp. 3003-3031.

2012

Fan, Jianqing and Liao, Yuan (2012): Endogeneity in ultrahigh dimension.

September 2012

Bai, Jushan and Liao, Yuan (2012): Efficient Estimation of Approximate Factor Models via Regularized Maximum Likelihood.

December 2012

Liao, Yuan and Simoni, Anna (2012): Semi-parametric Bayesian Partially Identified Models based on Support Function.

February 2013

Fan, Jianqing and Liao, Yuan and Shi, Xiaofeng (2013): Risks of large portfolios.

1 December 2016

Hansen, Christian and Liao, Yuan (2016): The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications.

This list was generated on Fri Feb 21 09:47:49 2020 CET.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.