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.
Fan, Jianqing and Liao, Yuan (2012): Endogeneity in ultrahigh dimension.
Bai, Jushan and Liao, Yuan (2012): Efficient Estimation of Approximate Factor Models via Regularized Maximum Likelihood.
Liao, Yuan and Simoni, Anna (2012): Semi-parametric Bayesian Partially Identified Models based on Support Function.
Fan, Jianqing and Liao, Yuan and Shi, Xiaofeng (2013): Risks of large portfolios.
Hansen, Christian and Liao, Yuan (2016): The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications.
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