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 2 5 13 106
Boosting: Why You Can Use the HP Filter 0 0 1 119 4 7 22 195
Boosting: Why you Can Use the HP Filter 0 0 0 61 2 6 31 127
Culling the herd of moments with penalized empirical likelihood 0 0 1 24 1 2 15 39
Forward-Selected Panel Data Approach for Program Evaluation 0 0 1 23 2 3 19 57
Identifying Latent Structures in Panel Data 0 0 0 61 0 1 14 112
Identifying Latent Structures in Panel Data 0 1 1 44 4 8 27 230
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 0 0 14 42
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 0 0 42 131
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 34 0 1 11 92
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 0 0 14 113
On LASSO for Predictive Regression 0 0 0 69 1 1 20 106
Structural Estimation of Behavioral Heterogeneity 0 0 0 6 1 1 12 31
The boosted HP filter is more general than you might think 0 0 0 93 0 3 14 74
Total Working Papers 0 1 4 749 17 38 268 1,455


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 1 2 27 0 4 15 87
Econometric estimation with high-dimensional moment equalities 0 0 1 11 0 2 10 81
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 0 0 11 44
Identifying Latent Structures in Panel Data 0 0 2 22 1 3 24 135
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 0 0 15 27
Measuring Social Interaction Effects When Instruments Are Weak 0 0 1 5 0 0 9 21
On LASSO for predictive regression 0 0 3 9 1 2 23 53
Pitfalls in market timing test 0 0 0 45 1 3 9 186
Structural estimation of behavioral heterogeneity 0 0 0 5 2 3 18 48
Transformed Estimation for Panel Interactive Effects Models 0 0 1 15 0 2 9 48
Total Journal Articles 0 1 10 146 5 19 143 730


Statistics updated 2026-09-10