Zhipeng Liao
Personal Details
First Name: | Zhipeng |
Middle Name: | |
Last Name: | Liao |
Suffix: | |
RePEc Short-ID: | pli1071 |
[This author has chosen not to make the email address public] | |
http://www.econ.ucla.edu/faculty/regular/Liao.html | |
Affiliation
Department of Economics
University of California-Los Angeles (UCLA)
Los Angeles, California (United States)http://www.econ.ucla.edu/
RePEc:edi:deuclus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Xiaohong Chen & Zhipeng Liao, 2015.
"Sieve Semiparametric Two-Step GMM under Weak Dependence,"
Cowles Foundation Discussion Papers
2012, Cowles Foundation for Research in Economics, Yale University.
- Chen, Xiaohong & Liao, Zhipeng, 2015. "Sieve semiparametric two-step GMM under weak dependence," Journal of Econometrics, Elsevier, vol. 189(1), pages 163-186.
- Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2013.
"Shrinkage estimation of high-dimensional factor models with structural instabilities,"
Working Papers
14-4, Federal Reserve Bank of Philadelphia.
- Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2016. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 83(4), pages 1511-1543.
- Xu Cheng & Zhipeng Liao & Frank Schorfheide, 2014. "Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities," NBER Working Papers 19792, National Bureau of Economic Research, Inc.
- Xu Cheng & Zhipeng Liao & Ruoyao Shi, 2013. "Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version," PIER Working Paper Archive 15-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Mar 2015.
- Zhipeng Liao & Peter C.B. Phillips, 2012.
"Automated Estimation of Vector Error Correction Models,"
Cowles Foundation Discussion Papers
1873, Cowles Foundation for Research in Economics, Yale University.
- Liao, Zhipeng & Phillips, Peter C. B., 2015. "Automated Estimation Of Vector Error Correction Models," Econometric Theory, Cambridge University Press, vol. 31(3), pages 581-646, June.
- Xiaohong Chen & Zhipeng Liao & Yixiao Sun, 2012.
"Sieve Inference on Semi-nonparametric Time Series Models,"
Cowles Foundation Discussion Papers
1849, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & . . & Yixiao Sun, 2012. "Sieve inference on semi-nonparametric time series models," CeMMAP working papers CWP06/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2012.
"Asymptotic Efficiency of Semiparametric Two-step GMM,"
Cowles Foundation Discussion Papers
1880, Cowles Foundation for Research in Economics, Yale University.
- Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2014. "Asymptotic Efficiency of Semiparametric Two-step GMM," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 919-943.
- Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2014. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers 28/14, Institute for Fiscal Studies.
- Xiaohong Chen & Jinyong Hahn, 2012. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers CWP31/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Jinyong Hahn, 2012. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers 31/12, Institute for Fiscal Studies.
- Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2014. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers CWP28/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Peter C.B. Phillips & Zhipeng Liao, 2012. "Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications," Cowles Foundation Discussion Papers 1871, Cowles Foundation for Research in Economics, Yale University.
- Xu Cheng & Zhipeng Liao, 2011. "Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version," PIER Working Paper Archive 13-062, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 21 Oct 2013.
Articles
- Jia Li & Zhipeng Liao & Wenyu Zhou, 2023. "Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command," Stata Journal, StataCorp LP, vol. 23(1), pages 243-264, March.
- Cheng, Xu & Liao, Zhipeng, 2015. "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464.
- Liao, Zhipeng & Phillips, Peter C. B., 2015.
"Automated Estimation Of Vector Error Correction Models,"
Econometric Theory, Cambridge University Press, vol. 31(3), pages 581-646, June.
- Zhipeng Liao & Peter C.B. Phillips, 2012. "Automated Estimation of Vector Error Correction Models," Cowles Foundation Discussion Papers 1873, Cowles Foundation for Research in Economics, Yale University.
- Chen, Xiaohong & Liao, Zhipeng, 2015.
"Sieve semiparametric two-step GMM under weak dependence,"
Journal of Econometrics, Elsevier, vol. 189(1), pages 163-186.
- Xiaohong Chen & Zhipeng Liao, 2015. "Sieve Semiparametric Two-Step GMM under Weak Dependence," Cowles Foundation Discussion Papers 2012, Cowles Foundation for Research in Economics, Yale University.
- Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2014.
"Asymptotic Efficiency of Semiparametric Two-step GMM,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 81(3), pages 919-943.
- Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2014. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers 28/14, Institute for Fiscal Studies.
- Xiaohong Chen & Jinyong Hahn & Zhipeng Liao, 2012. "Asymptotic Efficiency of Semiparametric Two-step GMM," Cowles Foundation Discussion Papers 1880, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Jinyong Hahn, 2012. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers CWP31/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Jinyong Hahn, 2012. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers 31/12, Institute for Fiscal Studies.
- Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn, 2014. "Asymptotic efficiency of semiparametric two-step GMM," CeMMAP working papers CWP28/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao, 2014. "Sieve inference on possibly misspecified semi-nonparametric time series models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 639-658.
- Chen, Xiaohong & Liao, Zhipeng, 2014. "Sieve M inference on irregular parameters," Journal of Econometrics, Elsevier, vol. 182(1), pages 70-86.
- Liao, Zhipeng, 2013. "Adaptive Gmm Shrinkage Estimation With Consistent Moment Selection," Econometric Theory, Cambridge University Press, vol. 29(5), pages 857-904, October.
More information
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (9) 2012-02-27 2012-09-16 2012-09-16 2012-10-20 2012-11-24 2012-12-22 2014-01-17 2015-04-02 2015-07-18. Author is listed
- NEP-ETS: Econometric Time Series (4) 2012-02-27 2012-03-08 2012-09-16 2012-09-16
- NEP-ORE: Operations Research (1) 2012-09-16
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