Zhentao Shi
Zhentao Shi
Department of Economics, the Chinese University of Hong Kong
Verified email at cuhk.edu.hk - Homepage
Title
Cited by
Cited by
Year
Identifying Latent Structures in Panel Data
L Su, Z Shi, PCB Phillips
Econometrica 84 (6), 2215-2264, 2016
1282016
An Analysis of Long-run Gold Price Determinants (黄金价格的长期决定因素分析)
Z Shi, L Yang
Journal of Statistical Research (统计研究) 6 (2), 21-24, 2004
104*2004
A Comparative Research on the Efficiency of China Mainland and Hong Kong Stock Markets (香港与大陆股市有效性比较研究)
Z Shi, Y Zhang, Y Chen
Journal of Financial Research (金融研究), 33-40, 2006
31*2006
Pitfalls in market timing test
CS Chu, L Lu, Z Shi
Economics Letters 103 (3), 123-126, 2009
192009
Econometric Estimation with High-Dimensional Moment Equalities
Z Shi
Journal of Econometrics 196, 104-119, 2016
162016
Boosting the hodrick-prescott filter
PCB Phillips, Z Shi
arXiv preprint arXiv:1905.00175, 2019
9*2019
Estimation of sparse structural parameters with many endogenous variables
Z Shi
Econometric Reviews 35 (8-10), 1582-1608, 2016
8*2016
On LASSO for predictive regression
JH Lee, Z Shi, Z Gao
arXiv preprint arXiv:1810.03140, 2018
52018
A Structural Network Pairwise Regression Model with Individual Heterogeneity
Z Shi, X Chen
CUHK and Yale University Working Paper, 2016
5*2016
Forward-Selected Panel Data Approach for Program Evaluation
Z Shi, J Huang
arXiv preprint arXiv:1908.05894, 2019
22019
Structural estimation of behavioral heterogeneity
Z Shi, H Zheng
Journal of Applied Econometrics 33 (5), 690-707, 2018
2*2018
Implementing Convex Optimization in R: Two Econometric Examples
Z Gao, Z Shi
Computational Economics, 2020
1*2020
Unfolding Beijing in a Hedonic Way
W Lin, Z Shi, Y Wang, TH Yan
2020
Survey-Based Forecasting: To Average or Not To Average
K Cheng, N Huang, Z Shi
2019
Measuring Social Interaction Effects when Instruments are Weak
S Ross, Z Shi
Human Capital and Economic Opportunity Working Group Working Papers, 2016
2016
The system can't perform the operation now. Try again later.
Articles 1–15