Follow
Zhipeng Liao
Zhipeng Liao
Professor, Department of Economics, UCLA
Verified email at econ.ucla.edu - Homepage
Title
Cited by
Cited by
Year
Shrinkage estimation of high-dimensional factor models with structural instabilities
X Cheng, Z Liao, F Schorfheide
The Review of Economic Studies 83 (4), 1511-1543, 2016
1552016
On cross-validated lasso in high dimensions
D Chetverikov, Z Liao, V Chernozhukov
The Annals of Statistics 49 (3), 1300-1317, 2021
1342021
Adaptive GMM shrinkage estimation with consistent moment selection
Z Liao
Econometric Theory 29 (5), 857-904, 2013
1082013
Select the valid and relevant moments: An information-based LASSO for GMM with many moments
X Cheng, Z Liao
Journal of Econometrics 186 (2), 443-464, 2015
932015
Asymptotic efficiency of semiparametric two-step GMM
D Ackerberg, X Chen, J Hahn, Z Liao
Review of Economic Studies 81 (3), 919-943, 2014
762014
Automated estimation of vector error correction models
Z Liao, PCB Phillips
Econometric Theory 31 (3), 581-646, 2015
682015
Sieve inference on possibly misspecified semi-nonparametric time series models
X Chen, Z Liao, Y Sun
Journal of Econometrics 178, 639-658, 2014
662014
Sieve M inference on irregular parameters
X Chen, Z Liao
Journal of Econometrics 182 (1), 70-86, 2014
512014
Conditional superior predictive ability
J Li, Z Liao, R Quaedvlieg
The Review of Economic Studies 89 (2), 843-875, 2022
422022
Sieve semiparametric two-step GMM under weak dependence
X Chen, Z Liao
Journal of Econometrics 189 (1), 163-186, 2015
422015
Nonparametric two-step sieve M estimation and inference
J Hahn, Z Liao, G Ridder
Econometric Theory 34 (6), 1281-1324, 2018
382018
Uniform nonparametric inference for time series
J Li, Z Liao
Journal of Econometrics 219 (1), 38-51, 2020
342020
On uniform asymptotic risk of averaging GMM estimators
X Cheng, Z Liao, R Shi
Quantitative Economics 10 (3), 931-979, 2019
332019
Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
X Cheng, WW Dou, Z Liao
Econometrica 90 (2), 685-713, 2022
272022
Bootstrap standard error estimates and inference
J Hahn, Z Liao
Econometrica 89 (4), 1963-1977, 2021
272021
A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
Z Liao, X Shi
Quantitative Economics 11 (3), 983-1017, 2020
162020
On standard inference for GMM with local identification failure of known forms
JH Lee, Z Liao
Econometric Theory 34 (4), 790-814, 2018
162018
Fixed‐k inference for volatility
T Bollerslev, J Li, Z Liao
Quantitative Economics 12 (4), 1053-1084, 2021
142021
Speculators positions and exchange rate forecasts: Beating random walk models
YJ Kim, Z Liao, A Tornell
Unpublished Manuscript UCLA, 2014
142014
Estimation and inference of semiparametric models using data from several sources
M Buchinsky, F Li, Z Liao
Journal of Econometrics 226 (1), 80-103, 2022
112022
The system can't perform the operation now. Try again later.
Articles 1–20