Items where authors include "Li, Yu-Ning"

Article

Li, Xiang, Li, Yu-Ning orcid.org/0000-0003-1473-0146, Zhang, Li Xin et al. (1 more author) (2024) Inference for high-dimensional linear expectile regression with de-biasing method. Computational Statistics & Data Analysis. 107997. ISSN 0167-9473

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X, Li, Yu-Ning orcid.org/0000-0003-1473-0146 et al. (1 more author) (2024) Estimating Time-Varying Networks for High-Dimensional Time Series. Journal of Econometrics. ISSN 0304-4076 (In Press)

Li, Yu-Ning orcid.org/0000-0003-1473-0146, Li, Degui orcid.org/0000-0001-6802-308X and Fryzlewicz, Piotr (2023) Detection of Multiple Structural Breaks in Large Covariance Matrices. Journal of Business and Economic Statistics. pp. 846-861. ISSN 0735-0015

Li, Yu-Ning orcid.org/0000-0003-1473-0146, Chen, Jia orcid.org/0000-0002-2791-2486 and Linton, Oliver (2022) Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model. Journal of Econometrics. ISSN 0304-4076 (In Press)