Liu Yang

Nanjing University - School of Business

22 Hankou Road

Nanjing, Jiangsu 210093 210093

China

State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics

1400 Washington Ave

Albany, NY 12222

United States

http://www.albany.edu/economics/

SCHOLARLY PAPERS

5

DOWNLOADS

346

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

Forecasting Binary Outcomes

Handbook of Economic Forecasting, Vol. 2, G. Elliott and A. Timmermann, eds., Forthcoming
Number of pages: 99 Posted: 02 Dec 2012
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 220 (144,086)

Abstract:

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Probability Prediction, Point Prediction, Skill, Value, Joint Distribution

2.

Confidence Bands for ROC Curves with Serially Dependent Data

Forthcoming in Journal of Business & Economic Statistics
Number of pages: 46 Posted: 10 Jul 2015
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 46 (416,526)

Abstract:

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Receiver operating characteristic curve, AUC, Binormal model, Quasi-maximum likelihood, Serial correlation, Survey of Professional Forecasters, Robustness to skewness and excess kurtosis

3.

A Non-Linear Forecast Combination Procedure for Binary Outcomes

CESifo Working Paper Series No. 5175
Number of pages: 40 Posted: 04 Feb 2015
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 43 (427,966)

Abstract:

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receiver operating characteristic curve, Copula, Bayesian methods, Markov chain Monte Carlo, yield spread, ISM diffusion index

4.

Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation

CESifo Working Paper Series No. 5290
Number of pages: 18 Posted: 14 Apr 2015
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 32 (474,703)

Abstract:

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probability forecasts, serial correlation, Brier score, Brier skill score, survey of professional forecasters

5.

Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health

Number of pages: 39 Posted: 09 Dec 2019
Kajal Lahiri and Liu Yang
State University of New York (SUNY) at Albany, College of Arts and Sciences, Economics and Nanjing University - School of Business
Downloads 5 (637,804)

Abstract:

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Control function, Panel data, Endogeneity, Ordered response, Income gradient, Child health