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 3 8 101
Boosting: Why You Can Use the HP Filter 0 0 1 119 0 4 19 188
Boosting: Why you Can Use the HP Filter 0 0 0 61 2 6 26 121
Culling the herd of moments with penalized empirical likelihood 0 0 1 24 0 3 14 37
Forward-Selected Panel Data Approach for Program Evaluation 0 0 1 23 1 2 17 54
Identifying Latent Structures in Panel Data 0 0 0 43 1 7 19 222
Identifying Latent Structures in Panel Data 0 0 0 61 2 7 13 111
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 1 3 15 42
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 0 2 47 131
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 0 4 15 113
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 34 0 2 10 91
On LASSO for Predictive Regression 0 0 0 69 1 9 22 105
Structural Estimation of Behavioral Heterogeneity 0 0 0 6 0 2 11 30
The boosted HP filter is more general than you might think 0 0 0 93 0 1 13 71
Total Working Papers 0 0 3 748 9 55 249 1,417


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 1 26 2 4 13 83
Econometric estimation with high-dimensional moment equalities 0 0 1 11 1 4 10 79
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 1 4 12 44
Identifying Latent Structures in Panel Data 0 1 2 22 3 7 24 132
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 0 3 16 27
Measuring Social Interaction Effects When Instruments Are Weak 0 0 1 5 0 3 9 21
On LASSO for predictive regression 1 2 4 9 2 13 24 51
Pitfalls in market timing test 0 0 0 45 0 5 8 183
Structural estimation of behavioral heterogeneity 0 0 0 5 0 3 15 45
Transformed Estimation for Panel Interactive Effects Models 0 0 2 15 1 3 14 46
Total Journal Articles 1 4 11 145 10 49 145 711


Statistics updated 2026-06-04