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 0 3 93
Boosting: Why You Can Use the HP Filter 0 0 0 118 0 4 7 173
Boosting: Why you Can Use the HP Filter 0 0 1 61 0 1 4 96
Culling the herd of moments with penalized empirical likelihood 0 0 0 23 1 1 3 24
Forward-Selected Panel Data Approach for Program Evaluation 0 0 0 22 0 1 2 38
Identifying Latent Structures in Panel Data 0 0 1 43 0 0 5 203
Identifying Latent Structures in Panel Data 0 0 2 61 0 0 2 98
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 0 1 2 28
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 2 44 1 5 10 89
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 34 0 0 1 81
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 0 1 1 99
On LASSO for Predictive Regression 0 0 1 69 2 3 5 86
Structural Estimation of Behavioral Heterogeneity 0 0 0 6 0 0 0 19
The boosted HP filter is more general than you might think 0 0 0 93 1 2 8 60
Total Working Papers 0 0 7 745 5 19 53 1,187


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 1 2 13 72
Econometric estimation with high-dimensional moment equalities 0 0 3 10 0 2 8 71
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 0 1 2 33
Identifying Latent Structures in Panel Data 0 0 1 20 1 3 9 111
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 1 1 3 12
Measuring Social Interaction Effects When Instruments Are Weak 0 0 2 4 0 0 3 12
On LASSO for predictive regression 0 1 3 6 0 3 8 30
Pitfalls in market timing test 0 0 0 45 0 2 2 177
Structural estimation of behavioral heterogeneity 0 0 0 5 0 0 1 30
Transformed Estimation for Panel Interactive Effects Models 0 1 1 14 1 7 14 39
Total Journal Articles 0 2 13 136 4 21 63 587


Statistics updated 2025-09-05