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 0 2 8 101
Boosting: Why You Can Use the HP Filter 0 0 1 119 0 3 19 188
Boosting: Why you Can Use the HP Filter 0 0 0 61 0 6 26 121
Culling the herd of moments with penalized empirical likelihood 0 0 1 24 1 4 15 38
Forward-Selected Panel Data Approach for Program Evaluation 0 0 1 23 0 2 16 54
Identifying Latent Structures in Panel Data 1 1 1 44 3 7 22 225
Identifying Latent Structures in Panel Data 0 0 0 61 0 5 13 111
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 0 3 15 42
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 0 44 0 1 47 131
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 34 1 3 11 92
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 0 3 15 113
On LASSO for Predictive Regression 0 0 0 69 0 6 21 105
Structural Estimation of Behavioral Heterogeneity 0 0 0 6 0 1 11 30
The boosted HP filter is more general than you might think 0 0 0 93 1 2 14 72
Total Working Papers 1 1 4 749 6 48 253 1,423


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 0 3 13 83
Econometric estimation with high-dimensional moment equalities 0 0 1 11 1 4 11 80
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 0 2 12 44
Identifying Latent Structures in Panel Data 0 0 2 22 1 4 24 133
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 0 2 3 9 0 6 23 51
Pitfalls in market timing test 0 0 0 45 0 4 8 183
Structural estimation of behavioral heterogeneity 0 0 0 5 0 3 15 45
Transformed Estimation for Panel Interactive Effects Models 0 0 1 15 0 2 8 46
Total Journal Articles 0 3 9 145 2 34 139 713


Statistics updated 2026-07-10