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Yuan Liao

University of Iowa (from arXiv:2605.18448, 2026) · ORCID · OpenAlex

47 papers in scope · 39 published · 21 on the econ.EM arXiv · 3,255 citations · h-index 19 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Myung Hwan Seo
  2. Jianqing Fan
  3. Youngki Shin
  4. Hyukjun Kwon
  5. Sokbae Lee
  6. Jungjun Choi
  7. Wanjie Wang
  8. Xin Tong
  9. Dacheng Xiu
  10. Yuheng Zheng
  11. Kunpeng Li
  12. Serena Ng
  13. Jushan Bai
  14. Yuling Yan
  15. Myung-Hyun Song
  16. Victor Chernozhukov
  17. Campbell R. Harvey
  18. Min Seong Kim
  19. Iván Fernández-Val
  20. Sung Hoon Choi

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(23 of 47)

Fixed-order PCA: Theory for Overestimated Factor Models
working paper2026 · arXiv
with Xin Tong, Wanjie Wang, Dacheng Xiu
Paper profile arXiv arXiv:2605.18448
Study of Clustering Technique and Communication Topologies for Cooperative Control-Based Volt-Var Optimization
published2026 · IEEE Access
with Gaurav Yadav, Dan M. Ionel
IEEE Access
Inference for Low-Rank Models Without Estimating the Rank
published2025 · Journal of the American Statistical Association · first circulated 2023
with Jungjun Choi, Hyukjun Kwon
Paper profile Journal of the American Statistical Association arXiv:2311.16440
The Uncertainty of Machine Learning Predictions in Asset Pricing
working paper2025 · arXiv
with Xinjie Ma, Andreas Neuhierl, Linda Schilling
Paper profile arXiv arXiv:2503.00549
Inference on time series nonparametric conditional moment restrictions using nonlinear sieves
published2024 · Journal of Econometrics · 1 citations
with Xiaohong Chen, Weichen Wang
Journal of Econometrics
Analysis of clinicopathologic and imaging features of dual-phenotype hepatocellular carcinoma
published2024 · Scientific Reports · 10 citations
with Ketuan Huang, Yongfei He, Tianyi Liang, Shutian Mo, Qiang Gao, Xiwen Liao, Chuangye Han, Guangzhi Zhu, Tao Peng
Scientific Reports
Fast inference for quantile regression with tens of millions of observations
published2024 · Journal of Econometrics · 4 citations · first circulated 2022
with Sokbae Lee, Myung Hwan Seo, Youngki Shin
Paper profile Journal of Econometrics arXiv:2209.14502
Inference for low-rank completion without sample splitting with application to treatment effect estimation
published2024 · Journal of Econometrics · 5 citations · first circulated 2023
with Jungjun Choi, Hyukjun Kwon
Paper profile Journal of Econometrics arXiv:2307.16370
Changes in the span of systematic risk exposures
published2024 · Quantitative Economics · 10 citations · first circulated 2023
with Viktor Todorov
Quantitative Economics
Benign Overfitting in Economic Forecasting via Noise Regularization
working paper2023 · arXiv
with Xinjie Ma, Andreas Neuhierl, Zhentao Shi
Paper profile arXiv arXiv:2312.05593
SGMM: Stochastic Approximation to Generalized Method of Moments
published2023 · Journal of Financial Econometrics · 7 citations
with Xiaohong Chen, Sokbae Lee, Myung Hwan Seo, Youngki Shin, Myung-Hyun Song
Paper profile Journal of Financial Econometrics arXiv:2308.13564
A dynamic screening algorithm for hierarchical binary marketing data
published2023 · The Annals of Applied Statistics
with Yimei Fan, Ilya O. Ryzhov, Kunpeng Zhang
The Annals of Applied Statistics
Inference for low-rank models
published2023 · The Annals of Statistics · 26 citations · first circulated 2021
with Victor Chernozhukov, Christian Hansen, Yinchu Zhu
Paper profile The Annals of Statistics arXiv:2107.02602
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
published2023 · Journal of Econometrics · 4 citations · first circulated 2017
with Mingmian Cheng, Xiye Yang
Journal of Econometrics
Economic Forecasts Using Many Noises
working paper2023 · arXiv · 2 citations
with Xinjie Ma, Andreas Neuhierl, Zhentao Shi
Paper profile arXiv arXiv:2312.05593
Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves
working paper2022 · arXiv
with Xiaohong Chen, Wei-Chen Wang
Paper profile arXiv arXiv:2301.00092
Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling
published2022 · Proceedings of the AAAI Conference on Artificial Intelligence · 19 citations · first circulated 2021
with Sokbae Lee, Myung Hwan Seo, Youngki Shin
Paper profile Proceedings of the AAAI Conference on Artificial Intelligence arXiv:2106.03156
Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
working paper2022 · arXiv · 4 citations
with Iván Fernández-Val, Wayne Yuan Gao, Francis Vella
Paper profile arXiv arXiv:2202.04154
Recent Developments in Factor Models and Applications in Econometric Learning
published2021 · Annual Review of Financial Economics · 23 citations · first circulated 2020
with Jianqing Fan, Kunpeng Li
Paper profile Annual Review of Financial Economics arXiv:2009.10103
Factor-driven two-regime regression
published2021 · The Annals of Statistics · 8 citations
with Sokbae Lee, Myung Hwan Seo, Youngki Shin
Paper profile The Annals of Statistics arXiv:1810.11109
Feasible generalized least squares for panel data with cross-sectional and serial correlations
published2020 · Empirical Economics · 292 citations · first circulated 2019
with Jushan Bai, Sung Hoon Choi
Paper profile Empirical Economics arXiv:1910.09004
Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors
published2020 · Journal of the American Statistical Association · 28 citations · first circulated 2019
with Jianqing Fan
Journal of the American Statistical Association
Standard errors for panel data models with unknown clusters
published2020 · Journal of Econometrics · 16 citations · first circulated 2019
with Jushan Bai, Sung Hoon Choi
Paper profile Journal of Econometrics arXiv:1910.07406
Thousands of Alpha Tests
published2020 · Review of Financial Studies · 117 citations · first circulated 2018
with Stefano Giglio, Dacheng Xiu
Review of Financial Studies
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
published2020 · Journal of Econometrics · 28 citations · first circulated 2016
with Jianqing Fan, Yuan Ke
Paper profile Journal of Econometrics arXiv:1603.07041
DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES
published2020 · Economic Inquiry · 6 citations · first circulated 2019
with Sokbae Lee, Myung Hwan Seo, Youngki Shin
Economic Inquiry
Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate
published2020 · Journal of Econometrics · 7 citations
with Sokbae Lee, Myung Hwan Seo, Youngki Shin
Paper profile Journal of Econometrics arXiv:2006.10555
Bayesian inference for partially identified smooth convex models
published2019 · Journal of Econometrics · 12 citations
with Anna Simoni
Journal of Econometrics
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
published2018 · Econometric Theory · 9 citations · first circulated 2016
with Christian Hansen
Paper profile Econometric Theory arXiv:1611.09420
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models
working paper2017 · arXiv · 4 citations
with Xiye Yang
Paper profile arXiv arXiv:1711.04392
Oracle Estimation of a Change Point in High-Dimensional Quantile Regression
published2017 · Journal of the American Statistical Association · 38 citations · first circulated 2016
with Sokbae Lee, Myung Hwan Seo, Youngki Shin
Paper profile Journal of the American Statistical Association arXiv:1603.00235
Inferences in panel data with interactive effects using large covariance matrices
published2017 · Journal of Econometrics · 29 citations
with Jushan Bai
Journal of Econometrics
A lava attack on the recovery of sums of dense and sparse signals
published2017 · The Annals of Statistics · 43 citations · first circulated 2015
with Victor Chernozhukov, Christian Hansen
Paper profile The Annals of Statistics arXiv:1502.03155
An overview of the estimation of large covariance and precision matrices
published2016 · Econometrics Journal · 405 citations · first circulated 2015
with Jianqing Fan, Han Liu
Econometrics Journal
Efficient estimation of approximate factor models via penalized maximum likelihood
published2015 · Journal of Econometrics · 73 citations · first circulated 2012
with Jushan Bai
Journal of Econometrics
Risks of large portfolios
published2015 · Journal of Econometrics · 5 citations · first circulated 2013
with Jianqing Fan, Xiaofeng Shi
Journal of Econometrics
Power Enhancement in High-Dimensional Cross-Sectional Tests
published2015 · Econometrica · 402 citations · first circulated 2013
with Jianqing Fan, Jiawei Yao
Econometrica
Endogeneity in high dimensions
published2014 · The Annals of Statistics · 116 citations
with Jianqing Fan
The Annals of Statistics
Large Covariance Estimation by Thresholding Principal Orthogonal Complements
published2013 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 934 citations · first circulated 2011
with Jianqing Fan, Martina Mincheva
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Recombinant Adiponectin Ameliorates Liver Ischemia Reperfusion Injury via Activating the AMPK/eNOS Pathway
published2013 · PLoS ONE · 42 citations
with Chuanzhao Zhang, Qiang Li, Maogen Chen, Qiang Zhao, Ronghai Deng, Chenglin Wu, Anli Yang, Zhiyong Guo, Dongping Wang, Xiaoshun He
PLoS ONE
Some Strong Laws for Normed Weighted Sums of Stochastically Dominated Banach Space Valued Random Elements Irrespective of Their Joint Distributions
published2013 · Stochastic Analysis and Applications · 1 citations
with Andrew Rosalsky
Stochastic Analysis and Applications
Increased Circulating Th17 Cells after Transarterial Chemoembolization Correlate with Improved Survival in Stage III Hepatocellular Carcinoma: A Prospective Study
published2013 · PLoS ONE · 82 citations
with Bo Wang, Zhi-Liang Huang, Ming Shi, Xing-Juan Yu, Limin Zheng, Shengping Li, Lian Li
PLoS ONE
Semi-parametric Bayesian Partially Identified Models based on Support Function
working paper2012 · arXiv · 8 citations
with Anna Simoni
Paper profile arXiv arXiv:1212.3267
High-dimensional covariance matrix estimation in approximate factor models
published2011 · The Annals of Statistics · 381 citations
with Jianqing Fan, Martina Mincheva
The Annals of Statistics
Posterior consistency of nonparametric conditional moment restricted models
published2011 · The Annals of Statistics · 11 citations · first circulated 2010
with Wenxin Jiang
The Annals of Statistics
Asymptotic Properties of Quasi-Maximum Likelihood Estimates in Generalized Linear Models
published2011 · Communication in Statistics-Theory and Methods · 5 citations
with Sanguo Zhang, Wei Ning
Communication in Statistics-Theory and Methods
Bayesian analysis in moment inequality models
published2009 · The Annals of Statistics · 38 citations
with Wenxin Jiang
The Annals of Statistics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.