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Yuan Liao

This is information that was supplied by Yuan Liao in registering through RePEc. If you are Yuan Liao , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Yuan
Middle Name:
Last Name:Liao
Suffix:
RePEc Short-ID:pli595
http://www.rci.rutgers.edu/~yl1114/
New Brunswick, New Jersey (United States)
http://economics.rutgers.edu/

: (732) 932-7363
(732) 932-7416
New Jersey Hall - 75 Hamilton Street, New Brunswick, NJ 08901-1248
RePEc:edi:derutus (more details at EDIRC)
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  1. Yuan Liao & Anna Simoni, 2016. "Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?," Departmental Working Papers 201607, Rutgers University, Department of Economics.
  2. Victor Chernozhukov & Christian Hansen & Yuan Liao, 2015. "A lava attack on the recovery of sums of dense and sparse signals," CeMMAP working papers CWP05/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2013. "Risks of large portfolios," MPRA Paper 44206, University Library of Munich, Germany.
  4. Bai, Jushan & Liao, Yuan, 2012. "Efficient Estimation of Approximate Factor Models," MPRA Paper 41558, University Library of Munich, Germany.
  5. Fan, Jianqing & Liao, Yuan, 2012. "Endogeneity in ultrahigh dimension," MPRA Paper 38698, University Library of Munich, Germany.
  6. Liao, Yuan & Simoni, Anna, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," MPRA Paper 43262, University Library of Munich, Germany.
  7. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.
  8. Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011. "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper 38697, University Library of Munich, Germany.
  1. Bai, Jushan & Liao, Yuan, 2016. "Efficient estimation of approximate factor models via penalized maximum likelihood," Journal of Econometrics, Elsevier, vol. 191(1), pages 1-18.
  2. Jianqing Fan & Yuan Liao & Jiawei Yao, 2015. "Power Enhancement in High‐Dimensional Cross‐Sectional Tests," Econometrica, Econometric Society, vol. 83(4), pages 1497-1541, 07.
  3. Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2015. "Risks of large portfolios," Journal of Econometrics, Elsevier, vol. 186(2), pages 367-387.
  4. Jianqing Fan & Yuan Liao & Martina Mincheva, 2013. "Large covariance estimation by thresholding principal orthogonal complements," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(4), pages 603-680, 09.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (9) 2012-05-22 2012-05-22 2012-05-22 2012-10-06 2013-01-07 2013-02-16 2013-02-16 2015-08-13 2016-07-16. Author is listed
  2. NEP-CSE: Economics of Strategic Management (1) 2012-10-06
  3. NEP-ETS: Econometric Time Series (1) 2012-05-22
  4. NEP-GER: German Papers (1) 2016-07-16
  5. NEP-ORE: Operations Research (1) 2012-10-06
  6. NEP-RMG: Risk Management (1) 2013-02-16

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