Access Statistics for Zhentao Shi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Boosting the Hodrick-Prescott Filter 0 0 0 75 0 1 4 94
Boosting: Why You Can Use the HP Filter 0 0 0 118 0 1 8 174
Boosting: Why you Can Use the HP Filter 0 0 1 61 1 3 6 99
Culling the herd of moments with penalized empirical likelihood 1 1 1 24 2 4 6 28
Forward-Selected Panel Data Approach for Program Evaluation 0 1 1 23 0 8 10 46
Identifying Latent Structures in Panel Data 0 0 1 43 2 2 6 205
Identifying Latent Structures in Panel Data 0 0 2 61 2 2 4 100
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 1 3 5 31
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 2 44 5 5 15 94
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 34 2 3 3 84
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 2 2 3 101
On LASSO for Predictive Regression 0 0 1 69 2 4 9 90
Structural Estimation of Behavioral Heterogeneity 0 0 0 6 0 2 2 21
The boosted HP filter is more general than you might think 0 0 0 93 1 1 8 61
Total Working Papers 1 2 9 747 20 41 89 1,228


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
BOOSTING: WHY YOU CAN USE THE HP FILTER 0 0 2 25 4 4 15 76
Econometric estimation with high-dimensional moment equalities 0 1 3 11 0 1 7 72
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 1 4 6 37
Identifying Latent Structures in Panel Data 1 1 2 21 3 3 11 114
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 0 0 2 12
Measuring Social Interaction Effects When Instruments Are Weak 0 0 2 4 0 0 2 12
On LASSO for predictive regression 0 1 4 7 1 6 14 36
Pitfalls in market timing test 0 0 0 45 0 1 3 178
Structural estimation of behavioral heterogeneity 0 0 0 5 1 4 5 34
Transformed Estimation for Panel Interactive Effects Models 0 1 2 15 1 3 16 42
Total Journal Articles 1 4 15 140 11 26 81 613


Statistics updated 2025-12-06