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 1 3 5 93
Boosting: Why You Can Use the HP Filter 0 0 2 118 0 1 4 167
Boosting: Why you Can Use the HP Filter 0 0 4 60 0 0 8 94
Culling the herd of moments with penalized empirical likelihood 0 0 0 23 0 1 3 23
Forward-Selected Panel Data Approach for Program Evaluation 0 0 0 22 0 1 1 37
Identifying Latent Structures in Panel Data 1 1 2 61 1 1 2 98
Identifying Latent Structures in Panel Data 0 0 0 42 1 2 4 202
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 0 1 1 27
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 1 3 44 1 4 9 84
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 0 0 0 98
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 0 1 82
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 1 93 0 1 5 55
Total Working Papers 1 2 14 743 4 15 44 1,160


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 1 1 5 25 2 2 13 67
Econometric estimation with high-dimensional moment equalities 0 0 3 10 0 0 5 68
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 0 0 1 32
Identifying Latent Structures in Panel Data 0 0 1 19 1 1 7 107
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 0 1 2 11
Measuring Social Interaction Effects When Instruments Are Weak 0 2 3 4 0 2 5 12
On LASSO for predictive regression 1 2 2 5 1 3 5 27
Pitfalls in market timing test 0 0 0 45 0 0 1 175
Structural estimation of behavioral heterogeneity 0 0 1 5 0 0 2 30
Transformed Estimation for Panel Interactive Effects Models 0 0 4 13 1 2 11 30
Total Journal Articles 2 5 19 133 5 11 52 559


Statistics updated 2025-05-12