Dan Yang

The University of Hong Kong

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

3

DOWNLOADS

113

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Network Regression and Supervised Centrality Estimation

Number of pages: 76 Posted: 28 Nov 2021
University of Notre Dame - Mendoza College of Business, The University of Hong Kong, School of Economics and Management, Tsinghua University, The University of Hong Kong - Faculty of Business and Economics and University of Pennsylvania - Statistics Department
Downloads 66 (514,752)

Abstract:

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Hub and authority centrality, Network regression inference, Measurement error, Hyperlink Induced Topic Search (HITS) Algorithm, Global trade network, Currency risk premium

2.

Network Regressions and Supervised Centrality Estimation - Supplemental Materials of Proof

Number of pages: 41 Posted: 03 Feb 2022
University of Notre Dame - Mendoza College of Business, The University of Hong Kong, School of Economics and Management, Tsinghua University, The University of Hong Kong - Faculty of Business and Economics and University of Pennsylvania - Statistics Department
Downloads 24 (747,236)

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3.

Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data

Journal of Econometrics, Forthcoming
Number of pages: 44 Posted: 18 Nov 2021
University of Washington, The University of Hong Kong, HKU, Faculty of Business and Economics, Fudan University - School of Management, Rutgers, The State University of New Jersey - Rutgers University and The University of Hong Kong - Faculty of Business and Economics
Downloads 23 (754,781)

Abstract:

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Kronecker product; Matrix sub-Gaussian distribution; Portfolio construction; Testing of non-correlation; One-sample and two-sample