3 papers
econ.EM2026
Uncovering Sparse Financial Networks with Information Criteria
Fu Ouyang, Thomas T. Yang, Wenying Yao
Empirical measures of financial connectedness based on Forecast Error Variance Decompositions (FEVDs) often yield dense network structures that obscure true transmission channels a…
econ.EM2025
Dimension Reduction for Conditional Density Estimation with Applications to High-Dimensional Causal Inference
Jianhua Mei, Fu Ouyang, Thomas T. Yang
We propose a novel and computationally efficient approach for nonparametric conditional density estimation in high-dimensional settings that achieves dimension reduction without im…
econ.EM2025
High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables
Fu Ouyang, Thomas Tao Yang
This paper proposes a new method for estimating high-dimensional binary choice models. We consider a semiparametric model that places no distributional assumptions on the error ter…