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 1 4 94
Boosting: Why You Can Use the HP Filter 0 0 0 118 1 1 8 174
Boosting: Why you Can Use the HP Filter 0 0 1 61 2 2 6 98
Culling the herd of moments with penalized empirical likelihood 0 0 0 23 2 3 4 26
Forward-Selected Panel Data Approach for Program Evaluation 1 1 1 23 8 8 10 46
Identifying Latent Structures in Panel Data 0 0 2 61 0 0 2 98
Identifying Latent Structures in Panel Data 0 0 1 43 0 0 4 203
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 2 2 4 30
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 2 44 0 1 10 89
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 0 0 1 99
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 34 1 1 2 82
On LASSO for Predictive Regression 0 0 1 69 1 4 7 88
Structural Estimation of Behavioral Heterogeneity 0 0 0 6 2 2 2 21
The boosted HP filter is more general than you might think 0 0 0 93 0 1 7 60
Total Working Papers 1 1 8 746 20 26 71 1,208


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 0 1 12 72
Econometric estimation with high-dimensional moment equalities 1 1 3 11 1 1 7 72
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 3 3 5 36
Identifying Latent Structures in Panel Data 0 0 1 20 0 1 8 111
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 0 1 2 12
Measuring Social Interaction Effects When Instruments Are Weak 0 0 2 4 0 0 2 12
On LASSO for predictive regression 1 1 4 7 4 5 13 35
Pitfalls in market timing test 0 0 0 45 1 1 3 178
Structural estimation of behavioral heterogeneity 0 0 0 5 3 3 4 33
Transformed Estimation for Panel Interactive Effects Models 1 1 2 15 2 3 15 41
Total Journal Articles 3 3 15 139 14 19 71 602


Statistics updated 2025-11-08