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 4 7 98
Boosting: Why You Can Use the HP Filter 0 1 1 119 1 10 18 184
Boosting: Why you Can Use the HP Filter 0 0 1 61 6 16 21 115
Culling the herd of moments with penalized empirical likelihood 0 0 1 24 1 6 11 34
Forward-Selected Panel Data Approach for Program Evaluation 0 0 1 23 0 6 15 52
Identifying Latent Structures in Panel Data 0 0 1 61 0 4 7 104
Identifying Latent Structures in Panel Data 0 0 1 43 1 10 15 215
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 29 4 8 12 39
L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis 0 0 1 44 3 35 47 129
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 34 0 5 8 89
Measuring Social Interaction Effects when Instruments are Weak 0 0 0 67 1 8 11 109
On LASSO for Predictive Regression 0 0 0 69 0 6 14 96
Structural Estimation of Behavioral Heterogeneity 0 0 0 6 1 7 9 28
The boosted HP filter is more general than you might think 0 0 0 93 5 9 16 70
Total Working Papers 0 1 7 748 23 134 211 1,362


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 1 25 1 3 14 79
Econometric estimation with high-dimensional moment equalities 0 0 1 11 1 3 7 75
Estimation of Sparse Structural Parameters with Many Endogenous Variables 0 0 0 6 0 3 8 40
Identifying Latent Structures in Panel Data 0 0 2 21 0 11 19 125
Implementing Convex Optimization in R: Two Econometric Examples 0 0 0 1 3 12 13 24
Measuring Social Interaction Effects When Instruments Are Weak 0 1 1 5 1 6 6 18
On LASSO for predictive regression 0 0 4 7 0 2 13 38
Pitfalls in market timing test 0 0 0 45 0 0 3 178
Structural estimation of behavioral heterogeneity 0 0 0 5 1 8 12 42
Transformed Estimation for Panel Interactive Effects Models 0 0 2 15 0 1 15 43
Total Journal Articles 0 1 11 141 7 49 110 662


Statistics updated 2026-03-04