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 1 75 1 1 3 91
Boosting: Why You Can Use the HP Filter 0 0 2 118 0 0 4 166
Boosting: Why you Can Use the HP Filter 0 0 4 60 0 1 8 94
Culling the herd of moments with penalized empirical likelihood 0 0 0 23 1 1 3 23
Forward-Selected Panel Data Approach for Program Evaluation 0 0 0 22 1 1 1 37
Identifying Latent Structures in Panel Data 0 0 0 42 0 1 2 200
Identifying Latent Structures in Panel Data 0 1 1 60 0 1 3 97
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 1 1 3 27
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 1 4 43 2 3 11 82
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 0 0 98
On LASSO for Predictive Regression 0 1 1 69 0 1 2 82
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 2 93 0 1 7 54
Total Working Papers 0 3 15 741 6 12 48 1,151


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 4 24 0 4 11 65
Econometric estimation with high-dimensional moment equalities 0 2 3 10 0 3 5 68
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 0 1 2 32
Identifying Latent Structures in Panel Data 0 0 2 19 0 3 7 106
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 1 1 2 11
Measuring Social Interaction Effects When Instruments Are Weak 2 2 3 4 2 2 5 12
On LASSO for predictive regression 0 0 0 3 1 3 4 25
Pitfalls in market timing test 0 0 0 45 0 0 1 175
Structural estimation of behavioral heterogeneity 0 0 1 5 0 1 2 30
Transformed Estimation for Panel Interactive Effects Models 0 0 4 13 0 2 10 28
Total Journal Articles 2 5 17 130 4 20 49 552


Statistics updated 2025-03-03