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 4 7 99
Boosting: Why You Can Use the HP Filter 0 1 1 119 1 9 18 185
Boosting: Why you Can Use the HP Filter 0 0 1 61 0 14 21 115
Culling the herd of moments with penalized empirical likelihood 0 0 1 24 0 5 11 34
Forward-Selected Panel Data Approach for Program Evaluation 0 0 1 23 0 5 15 52
Identifying Latent Structures in Panel Data 0 0 1 61 2 4 9 106
Identifying Latent Structures in Panel Data 0 0 1 43 3 8 17 218
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 0 8 12 39
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 1 22 47 130
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 34 0 4 8 89
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 1 8 12 110
On LASSO for Predictive Regression 0 0 0 69 3 7 17 99
Structural Estimation of Behavioral Heterogeneity 0 0 0 6 1 7 10 29
The boosted HP filter is more general than you might think 0 0 0 93 0 8 15 70
Total Working Papers 0 1 6 748 13 113 219 1,375


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 1 25 1 4 15 80
Econometric estimation with high-dimensional moment equalities 0 0 1 11 1 4 8 76
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 2 4 10 42
Identifying Latent Structures in Panel Data 1 1 3 22 4 14 23 129
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 0 10 13 24
Measuring Social Interaction Effects When Instruments Are Weak 0 0 1 5 0 4 6 18
On LASSO for predictive regression 0 0 3 7 7 9 19 45
Pitfalls in market timing test 0 0 0 45 1 1 4 179
Structural estimation of behavioral heterogeneity 0 0 0 5 0 8 12 42
Transformed Estimation for Panel Interactive Effects Models 0 0 2 15 1 1 15 44
Total Journal Articles 1 1 11 142 17 59 125 679


Statistics updated 2026-04-09