Yuan Liao
Selected Publications
Dynamic heterogeneous distribution regression panel models, with an application to labor income processes
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across units. […]
Desperate times call for desperate measures: government spending multipliers in hard times
We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether […]
Sparse HP filter: Finding kinks in the COVID-19 contact rate
In this paper, we estimate the time-varying COVID-19 contact rate of a Susceptible-Infected-Recovered (SIR) model. Our […]
Inference for heterogeneous effects using low-rank estimations
We study a panel data model with general heterogeneous effects, where slopes are allowed to be […]
A lava attack on the recovery of sums of dense and sparse signals
Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]
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A lava attack on the recovery of sums of dense and sparse signals
Common high-dimensional methods for prediction rely on having either a sparse signal model, a model in […]