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 1 75 0 0 4 93
Boosting: Why You Can Use the HP Filter 0 0 0 118 4 6 7 173
Boosting: Why you Can Use the HP Filter 0 1 1 61 1 2 4 96
Culling the herd of moments with penalized empirical likelihood 0 0 0 23 0 0 2 23
Forward-Selected Panel Data Approach for Program Evaluation 0 0 0 22 0 1 2 38
Identifying Latent Structures in Panel Data 0 0 2 61 0 0 2 98
Identifying Latent Structures in Panel Data 0 1 1 43 0 1 5 203
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 1 1 2 28
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 2 44 4 4 10 88
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 1 1 1 99
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 34 0 0 1 81
On LASSO for Predictive Regression 0 0 1 69 0 2 3 84
Structural Estimation of Behavioral Heterogeneity 0 0 0 6 0 0 0 19
The boosted HP filter is more general than you might think 0 0 0 93 1 4 7 59
Total Working Papers 0 2 8 745 12 22 50 1,182


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 3 25 1 4 12 71
Econometric estimation with high-dimensional moment equalities 0 0 3 10 2 3 8 71
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 1 1 2 33
Identifying Latent Structures in Panel Data 0 1 1 20 1 3 9 110
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 0 0 2 11
Measuring Social Interaction Effects When Instruments Are Weak 0 0 3 4 0 0 5 12
On LASSO for predictive regression 0 1 3 6 2 3 8 30
Pitfalls in market timing test 0 0 0 45 2 2 2 177
Structural estimation of behavioral heterogeneity 0 0 0 5 0 0 1 30
Transformed Estimation for Panel Interactive Effects Models 0 1 2 14 0 8 14 38
Total Journal Articles 0 3 15 136 9 24 63 583


Statistics updated 2025-08-05