| Power enhancement in high‐dimensional cross‐sectional tests J Fan, Y Liao, J Yao Econometrica 83 (4), 1497-1541, 2015 | 257 | 2015 |
| Sufficient forecasting using factor models J Fan, L Xue, J Yao Journal of econometrics 201 (2), 292-306, 2017 | 93 | 2017 |
| Inverse moment methods for sufficient forecasting using high-dimensional predictors W Luo, L Xue, J Yao, X Yu Biometrika, 2017 | 15* | 2017 |
| Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors X Yu, J Yao, L Xue Journal of Business & Economic Statistics 40 (1), 342-354, 2022 | 14 | 2022 |
| Power enhancement for testing multi-factor asset pricing models via Fisher’s method X Yu, J Yao, L Xue Journal of Econometrics 239 (2), 105458, 2024 | 11 | 2024 |
| Innovated power enhancement for testing multi-factor asset pricing models X Yu, J Yao, L Xue Available at SSRN 3809369, 2019 | 6 | 2019 |
| Large panel test of factor pricing models J Fan, Y Liao, J Yao arXiv preprint arXiv:1310.3899, 2013 | 2 | 2013 |
| Supplement to ‘Power Enhancement in High-Dimensional Cross-Sectional Tests’ J Fan, Y Liao, J Yao Econometrica Supplemental Material 83, 2015 | 1 | 2015 |
| Package ‘sufficientForecasting’ J Fan, J Fu, W Luo, L Xue, J Yao, X Yu, MJ Fu | | 2023 |
| Factor models: Testing and forecasting J Yao Princeton University, 2015 | | 2015 |
| Supplement to “Nonparametric Estimation and Conformal Inference of Sufficient Forecasting with a Diverging Number of Factors” X Yu, J Yao, L Xue | | |
