フォロー
Zhentao Shi
Zhentao Shi
確認したメール アドレス: cuhk.edu.hk - ホームページ
タイトル
引用先
引用先
Identifying Latent Structures in Panel Data
L Su, Z Shi, PCB Phillips
Econometrica 84 (6), 2215-2264, 2016
3122016
Boosting: Why You can Use the HP Filter
PCB Phillips, Z Shi
International Economic Review 62 (2), 521-570, 2021
111*2021
黄金价格的长期决定因素分析
杨柳勇, 史震涛
统计研究 6 (2), 21-24, 2004
822004
On LASSO for predictive regression
JH Lee, Z Shi, Z Gao
Journal of Econometrics 229 (2), 322-340, 2022
642022
香港与大陆股市有效性比较研究
张月飞, 史震涛, 陈耀光
金融研究, 33-40, 2006
302006
Econometric Estimation with High-Dimensional Moment Equalities
Z Shi
Journal of Econometrics 196, 104-119, 2016
272016
Pitfalls in market timing test
CS Chu, L Lu, Z Shi
Economics Letters 103 (3), 123-126, 2009
192009
Forward-Selected Panel Data Approach for Program Evaluation
Z Shi, J Huang
Journal of Econometrics 234, 512-535, 2023
142023
Estimation of sparse structural parameters with many endogenous variables
Z Shi
Econometric Reviews 35 (8-10), 1582-1608, 2016
12*2016
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
Z Shi, L Su, T Xie
The Review of Economics and Statistics, 1-44, 2022
7*2022
Transformed Estimation for Panel Interactive Effects Models
C Hsiao, Z Shi, Q Zhou
Journal of Business & Economic Statistics 40 (4), 1831-1848, 2022
72022
The boosted HP filter is more general than you might think
Z Mei, PCB Phillips, Z Shi
arXiv preprint arXiv:2209.09810, 2022
62022
A Structural Network Pairwise Regression Model with Individual Heterogeneity
Z Shi, X Chen
CUHK and Yale University Working Paper, 2016
6*2016
Survey-Based Forecasting: To Average or Not to Average
K Cheng, N Huang, Z Shi
Behavioral Predictive Modeling in Economics, 87-104, 2021
52021
Implementing Convex Optimization in R: Two Econometric Examples
Z Gao, Z Shi
Computational Economics 58, 1127-1135, 2021
5*2021
Culling the herd of moments with penalized empirical likelihood
J Chang, Z Shi, J Zhang
Journal of Business & Economic Statistics 41, 791-805, 2023
32023
On LASSO for High Dimensional Predictive Regression
Z Mei, Z Shi
arXiv preprint arXiv:2212.07052, 2022
32022
Measuring Social Interaction Effects when Instruments are Weak
S Ross, Z Shi
Journal of Business & Economic Statistics 40 (3), 995-1006, 2022
32022
Structural estimation of behavioral heterogeneity
Z Shi, H Zheng
Journal of Applied Econometrics 33 (5), 690-707, 2018
3*2018
Unfolding Beijing in a Hedonic Way
W Lin, Z Shi, Y Wang, TH Yan
Computational Economics 61, 317–340, 2023
12023
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