Yuan Liao
Selected Publications
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. […]
We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether […]
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our […]
We study a panel data model with general heterogeneous effects, where slopes are allowed to be […]
In this paper, we consider a high-dimensional quantile regression model where the sparsity structure may differ […]
Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]
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Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]