Scholar
Yayi Yan
Google Scholar ID: YN7T1jAAAAAJ
Associate Professor, Shanghai University of Finance and Economics
Citations & Impact
Citations
153
H-index
8
i10-index
6
Publications
20
Co-authors
11
list available
Publications
Resume (English only)
Academic Achievements
- Published extensively in top-tier journals including Journal of Econometrics, Journal of Business & Economic Statistics, Econometric Reviews, Journal of the American Statistical Association, and Financial Management
- Provides Matlab code for many publications to ensure reproducibility
- Ph.D. thesis received the 2022 Vice Chancellor's Commendation Award for Thesis Excellence at Monash University
- Key publications include 'Time-Varying Vector Error-Correction Models: Estimation and Inference', 'Higher-order Expansions and Inference for Panel Data Models', and 'Estimation, Inference and Empirical Analysis for Time-Varying VAR Models'
- Several working papers under revision, e.g., 'Robust Estimation and Inference for High-Dimensional Panel Data Models' and 'Generalized Impulse Response Analysis for Time-Varying VAR Models'
