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Yuan Liao

Personal Details

First Name:Yuan
Middle Name:
Last Name:Liao
RePEc Short-ID:pli595
[This author has chosen not to make the email address public]


Department of Economics
Rutgers University-New Brunswick

New Brunswick, New Jersey (United States)
RePEc:edi:derutus (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2018. "Factor-Driven Two-Regime Regression," Department of Economics Working Papers 2018-14, McMaster University.
  2. Yuan Liao & Xiye Yang, 2017. "Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models," Papers 1711.04392,, revised Dec 2018.
  3. Sokbae Lee & Yuan Liao & Myung Hwan Seo & Youngki Shin, 2016. "Oracle Estimation of a Change Point in High Dimensional Quantile Regression," Papers 1603.00235,, revised Dec 2016.
  4. Hansen, Christian & Liao, Yuan, 2016. "The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications," MPRA Paper 75313, University Library of Munich, Germany.
  5. Jianqing Fan & Yuan Ke & Yuan Liao, 2016. "Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia," Papers 1603.07041,, revised Sep 2018.
  6. 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.
  7. Victor Chernozhukov & Christian Hansen & Yuan Liao, 2015. "A lava attack on the recovery of sums of dense and sparse signals," Papers 1502.03155,, revised Mar 2015.
  8. Jianqing Fan & Yuan Liao & Xiaofeng Shi, 2013. "Risks of Large Portfolios," Papers 1302.0926,
  9. Bai, Jushan & Liao, Yuan, 2012. "Efficient Estimation of Approximate Factor Models," MPRA Paper 41558, University Library of Munich, Germany.
  10. Fan, Jianqing & Liao, Yuan, 2012. "Endogeneity in ultrahigh dimension," MPRA Paper 38698, University Library of Munich, Germany.
  11. Yuan Liao & Anna Simoni, 2012. "Semi-parametric Bayesian Partially Identified Models based on Support Function," Papers 1212.3267,, revised Nov 2013.
  12. Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011. "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper 38697, University Library of Munich, Germany.
  13. Liao, Yuan & Jiang, Wenxin, 2011. "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper 38700, University Library of Munich, Germany.


  1. Hansen, Christian & Liao, Yuan, 2019. "The Factor-Lasso And K-Step Bootstrap Approach For Inference In High-Dimensional Economic Applications," Econometric Theory, Cambridge University Press, vol. 35(3), pages 465-509, June.
  2. Bai, Jushan & Liao, Yuan, 2017. "Inferences in panel data with interactive effects using large covariance matrices," Journal of Econometrics, Elsevier, vol. 200(1), pages 59-78.
  3. Jianqing Fan & Yuan Liao & Han Liu, 2016. "An overview of the estimation of large covariance and precision matrices," Econometrics Journal, Royal Economic Society, vol. 19(1), pages 1-32, February.
  4. 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.
  5. Jianqing Fan & Yuan Liao & Jiawei Yao, 2015. "Power Enhancement in High‐Dimensional Cross‐Sectional Tests," Econometrica, Econometric Society, vol. 83(4), pages 1497-1541, July.
  6. Fan, Jianqing & Liao, Yuan & Shi, Xiaofeng, 2015. "Risks of large portfolios," Journal of Econometrics, Elsevier, vol. 186(2), pages 367-387.
  7. 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, September.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 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 (12) 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 2017-10-08 2018-01-22 2018-11-05. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2012-05-22 2018-11-05
  3. NEP-CSE: Economics of Strategic Management (1) 2012-10-06
  4. NEP-FOR: Forecasting (1) 2017-10-08
  5. NEP-GER: German Papers (1) 2016-07-16
  6. NEP-MAC: Macroeconomics (1) 2017-11-19
  7. NEP-ORE: Operations Research (1) 2012-10-06
  8. NEP-RMG: Risk Management (1) 2013-02-16


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