Yinchu Zhu

University of Oregon

Assistant professor of operations and business analytics

1280 University of Oregon

Eugene, OR 97403

United States

  • University of Oregon

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 32,341

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Top 32,341

in Total Papers Downloads

2,537

SSRN CITATIONS

4

CROSSREF CITATIONS

7

Scholarly Papers (12)

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1.

Quantile Spacings: A Simple Method for the Joint Estimation of Multiple Quantiles Without Crossing

Number of pages: 64 Posted: 20 Feb 2013 Last Revised: 20 Jul 2016
Lawrence Schmidt and Yinchu Zhu
MIT Sloan School of Management and University of Oregon
Downloads 619 (70,198)
Citation 5

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Quantile Regression, Quantile Crossing Problem

2.

High-Dimensional Panel Data with Time Heterogeneity: Estimation and Inference

Number of pages: 92 Posted: 26 Sep 2015 Last Revised: 18 Jan 2017
Yinchu Zhu
University of Oregon
Downloads 611 (71,358)

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Inference in high dimensions, time-heterogeneity, interactive fixed effects

3.

When the Risk Premium Is Negative

Number of pages: 57 Posted: 10 Jan 2020 Last Revised: 01 Sep 2020
Luca Pezzo and Yinchu Zhu
University of New Orleans and University of Oregon
Downloads 337 (144,048)
Citation 1

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Risk Premium, Stochastic Discount Factor, Euler equations, Non-parametric test, Bad Times, Market-timing

4.

A New Method for Uniform Subset Inference of Linear Instrumental Variables Models

Number of pages: 29 Posted: 19 Jun 2015 Last Revised: 22 Jul 2015
Yinchu Zhu
University of Oregon
Downloads 229 (213,659)

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weak instruments, uniform inference, subset inference, asymptotic size, linear IV model

5.

Do Any Economists Have Superior Forecasting Skills?

Number of pages: 72 Posted: 12 Nov 2019
Ritong Qu, Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management, University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 225 (217,273)
Citation 1

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Economic forecasting; superior predictive skills; panel data; multiple hypothesis testing; bootstrap; Bloomberg survey

6.

Testing for Common Factors in Large Factor Models

Number of pages: 54 Posted: 16 Jul 2016
Yinchu Zhu
University of Oregon
Downloads 220 (221,945)

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large factor models, inference in high dimensions

7.

Variable Selection in Panel Models with Breaks

Number of pages: 82 Posted: 04 Sep 2018 Last Revised: 23 Sep 2018
Simon Smith, Allan Timmermann and Yinchu Zhu
Board of Governors of the Federal Reserve System, UCSD and University of Oregon
Downloads 141 (326,471)
Citation 3

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Variable selection, Structural breaks, Panel data, Bayesian analysis, High-dimensional modeling, Firms' Choice of Capital Structure

8.

Comparing Forecasting Performance with Panel Data

Number of pages: 63 Posted: 28 May 2019
Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 111 (390,168)
Citation 2

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Economic forecasting, Panel Data; Factor Models, Panel Diebold-Mariano Test, GDP growth, Inflation Forecasts

9.

k-Step Correction for Mixed Integer Linear Programming: A New Approach for Instrumental Variable Quantile Regressions and Related Problems

Number of pages: 31 Posted: 13 Oct 2018
Yinchu Zhu
University of Oregon
Downloads 38 (681,183)
Citation 1

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instrumental variable quantile regression, mixed integer programming, k-step estimator

10.

Do Any Economists Have Superior Forecasting Skills?

CEPR Discussion Paper No. DP14112
Number of pages: 75 Posted: 04 Dec 2019
Ritong Qu, Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management, University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 3 (961,300)
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Bloomberg survey, Economic forecasting, multiple testing, superior predictive skills

11.

Comparing Forecasting Performance with Panel Data

CEPR Discussion Paper No. DP13746
Number of pages: 66 Posted: 30 May 2019
Allan Timmermann and Yinchu Zhu
UCSD and University of Oregon
Downloads 2 (968,180)
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Economic forecasting, GDP growth, Inflation forecasts, panel data

12.

Conditional Rotation between Forecasting Models

CEPR Discussion Paper No. DP15917
Number of pages: 88 Posted: 15 Mar 2021
Allan Timmermann and Yinchu Zhu
University of California, San Diego (UCSD) - Rady School of Management and University of Oregon
Downloads 1 (975,165)
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