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 1 2 5 95
Boosting: Why You Can Use the HP Filter 0 0 0 118 2 3 10 176
Boosting: Why you Can Use the HP Filter 0 0 1 61 2 5 7 101
Culling the herd of moments with penalized empirical likelihood 0 1 1 24 1 5 7 29
Forward-Selected Panel Data Approach for Program Evaluation 0 1 1 23 1 9 11 47
Identifying Latent Structures in Panel Data 0 0 1 43 5 7 10 210
Identifying Latent Structures in Panel Data 0 0 2 61 2 4 6 102
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 0 3 5 31
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 1 44 14 19 28 108
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 34 1 4 4 85
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 1 3 4 102
On LASSO for Predictive Regression 0 0 1 69 2 5 11 92
Structural Estimation of Behavioral Heterogeneity 0 0 0 6 1 3 3 22
The boosted HP filter is more general than you might think 0 0 0 93 1 2 9 62
Total Working Papers 0 2 8 747 34 74 120 1,262


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 0 4 12 76
Econometric estimation with high-dimensional moment equalities 0 1 1 11 0 1 4 72
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 1 5 7 38
Identifying Latent Structures in Panel Data 0 1 2 21 1 4 10 115
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 2 2 4 14
Measuring Social Interaction Effects When Instruments Are Weak 1 1 3 5 2 2 4 14
On LASSO for predictive regression 0 1 4 7 0 5 14 36
Pitfalls in market timing test 0 0 0 45 0 1 3 178
Structural estimation of behavioral heterogeneity 0 0 0 5 0 4 4 34
Transformed Estimation for Panel Interactive Effects Models 0 1 2 15 1 4 17 43
Total Journal Articles 1 5 14 141 7 32 79 620


Statistics updated 2026-01-09