Shih-Kang Chao

University of Missouri - Columbia

Columbia, MO 65203

United States

SCHOLARLY PAPERS

3

DOWNLOADS

49

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Factorisable Multitask Quantile Regression

Number of pages: 65 Posted: 09 Oct 2020
Shih-Kang Chao, Wolfgang K. Härdle and Ming Yuan
University of Missouri - Columbia, Blockchain Research Center and Columbia University
Downloads 21 (635,559)

Abstract:

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factor model, quantile regression, non-asymptotic analysis, multivariate regression, nuclear norm regularization

2.

Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function

Number of pages: 44 Posted: 05 Sep 2020
Kun Ho Kim, Shih-Kang Chao and Wolfgang K. Härdle
affiliation not provided to SSRN, University of Missouri - Columbia and Blockchain Research Center
Downloads 16 (671,430)
Citation 1

Abstract:

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Simultaneous inference, Multivariate function, Simultaneous confidence region, Berkson error, Regression calibration

3.

A Note on the Impact of News on US Household Inflation Expectations

Macroeconomic Dynamics, Volume 24, Issue 4 June 2020, pp. 995-1015
Number of pages: 32 Posted: 16 Nov 2020
Macquarie University, Macquarie Business School, Macquarie University, Macquarie University Sydney - Department of Applied Finance and Actuarial Studies, University of Missouri - Columbia and Blockchain Research Center
Downloads 12 (702,278)

Abstract:

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inflation expectations, news impact, monetary policy signalling, unconventional monetary policy