Yinchu Zhu

University of Oregon

Assistant professor of operations and business analytics

1280 University of Oregon

Eugene, OR 97403

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 30,619

SSRN RANKINGS

Top 30,619

in Total Papers Downloads

2,081

SSRN CITATIONS

4

CROSSREF CITATIONS

8

Scholarly Papers (12)

1.

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 557 (63,566)

Abstract:

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

2.

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 532 (67,395)
Citation 7

Abstract:

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Quantile Regression, Quantile Crossing Problem

3.

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 211 (184,733)

Abstract:

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

4.

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 203 (191,503)

Abstract:

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

5.

Testing for Common Factors in Large Factor Models

Number of pages: 54 Posted: 16 Jul 2016
Yinchu Zhu
University of Oregon
Downloads 198 (195,888)

Abstract:

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large factor models, inference in high dimensions

6.

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 175 (218,406)
Citation 1

Abstract:

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

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 103 (328,027)
Citation 3

Abstract:

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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 78 (389,686)
Citation 2

Abstract:

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

9.
Downloads 18 (665,378)
Citation 1

Abstract:

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

10.

Do Any Economists Have Superior Forecasting Skills?

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 (781,696)
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Bloomberg survey, Economic forecasting, multiple testing, superior predictive skills

11.

Comparing Forecasting Performance with Panel Data

Number of pages: 66 Posted: 30 May 2019
Allan Timmermann and Yinchu Zhu
UCSD and University of Oregon
Downloads 2 (791,082)
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Economic forecasting, GDP growth, Inflation forecasts, panel data

12.

Conditional Rotation between Forecasting Models

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 (802,639)
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