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Zhentao Shi

Personal Details

First Name:Zhentao
Middle Name:
Last Name:Shi
Suffix:
RePEc Short-ID:psh1166
[This author has chosen not to make the email address public]

Affiliation

School of Economics
Georgia Institute of Technology

Atlanta, Georgia (United States)
http://www.econ.gatech.edu/
RePEc:edi:segatus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022. "The boosted HP filter is more general than you might think," Papers 2209.09810, arXiv.org, revised Apr 2024.
  2. Jinyuan Chang & Zhentao Shi & Jia Zhang, 2021. "Culling the herd of moments with penalized empirical likelihood," Papers 2108.03382, arXiv.org, revised May 2022.
  3. Zhentao Shi & Liangjun Su & Tian Xie, 2020. "L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis," Papers 2010.09477, arXiv.org, revised Aug 2022.
  4. Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting the Hodrick-Prescott Filter," Cowles Foundation Discussion Papers 2192, Cowles Foundation for Research in Economics, Yale University.
  5. Peter C.B. Phillips & Zhentao Shi, 2019. "Boosting: Why you Can Use the HP Filter," Cowles Foundation Discussion Papers 2212, Cowles Foundation for Research in Economics, Yale University.
  6. Zhentao Shi & Jingyi Huang, 2019. "Forward-Selected Panel Data Approach for Program Evaluation," Papers 1908.05894, arXiv.org, revised Apr 2021.
  7. Zhentao Shi & Huanhuan Zheng, 2018. "Structural Estimation of Behavioral Heterogeneity," Papers 1802.03735, arXiv.org, revised Jun 2018.
  8. Ji Hyung Lee & Zhentao Shi & Zhan Gao, 2018. "On LASSO for Predictive Regression," Papers 1810.03140, arXiv.org, revised Feb 2021.
  9. Zhan Gao & Zhentao Shi, 2018. "Implementing Convex Optimization in R: Two Econometric Examples," Papers 1806.10423, arXiv.org, revised Aug 2019.
  10. Stephen L. Ross & Zhentao Shi, 2016. "Measuring Social Interaction Effects when Instruments are Weak," Working papers 2016-37, University of Connecticut, Department of Economics.
  11. Liangjun Su & Zhentao Shi & Peter C.B. Phillips, 2014. "Identifying Latent Structures in Panel Data," Cowles Foundation Discussion Papers 1965, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Stephen L. Ross & Zhentao Shi, 2022. "Measuring Social Interaction Effects When Instruments Are Weak," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 995-1006, June.
  2. Lee, Ji Hyung & Shi, Zhentao & Gao, Zhan, 2022. "On LASSO for predictive regression," Journal of Econometrics, Elsevier, vol. 229(2), pages 322-349.
  3. Cheng Hsiao & Zhentao Shi & Qiankun Zhou, 2022. "Transformed Estimation for Panel Interactive Effects Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1831-1848, October.
  4. Zhan Gao & Zhentao Shi, 2021. "Implementing Convex Optimization in R: Two Econometric Examples," Computational Economics, Springer;Society for Computational Economics, vol. 58(4), pages 1127-1135, December.
  5. Peter C. B. Phillips & Zhentao Shi, 2021. "Boosting: Why You Can Use The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 521-570, May.
  6. Zhentao Shi & Huanhuan Zheng, 2018. "Structural estimation of behavioral heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(5), pages 690-707, August.
  7. Zhentao Shi, 2016. "Estimation of Sparse Structural Parameters with Many Endogenous Variables," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1582-1608, December.
  8. Shi, Zhentao, 2016. "Econometric estimation with high-dimensional moment equalities," Journal of Econometrics, Elsevier, vol. 195(1), pages 104-119.
  9. Liangjun Su & Zhentao Shi & Peter C. B. Phillips, 2016. "Identifying Latent Structures in Panel Data," Econometrica, Econometric Society, vol. 84, pages 2215-2264, November.
  10. Chu, Chia-Shang & Lu, Liping & Shi, Zhentao, 2009. "Pitfalls in market timing test," Economics Letters, Elsevier, vol. 103(3), pages 123-126, June.

More information

Research fields, statistics, top rankings, if available.

Statistics

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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 13 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.
  1. NEP-ECM: Econometrics (8) 2014-08-25 2018-07-16 2018-11-05 2019-05-06 2019-08-26 2020-11-09 2021-08-23 2022-10-17. Author is listed
  2. NEP-BIG: Big Data (6) 2018-07-16 2019-05-06 2019-08-26 2019-09-16 2019-12-16 2022-10-17. Author is listed
  3. NEP-ETS: Econometric Time Series (5) 2018-11-05 2019-05-06 2019-09-16 2021-08-23 2022-10-17. Author is listed
  4. NEP-CMP: Computational Economics (3) 2019-09-16 2019-12-16 2022-10-17
  5. NEP-EDU: Education (2) 2016-12-18 2016-12-18
  6. NEP-MAC: Macroeconomics (2) 2019-09-16 2019-12-16
  7. NEP-ORE: Operations Research (2) 2019-12-16 2021-08-23
  8. NEP-SEA: South East Asia (2) 2014-08-25 2015-01-09
  9. NEP-FOR: Forecasting (1) 2020-11-09
  10. NEP-ISF: Islamic Finance (1) 2021-08-23
  11. NEP-LAB: Labour Economics (1) 2016-12-18
  12. NEP-NET: Network Economics (1) 2016-12-18
  13. NEP-SOC: Social Norms and Social Capital (1) 2016-12-18
  14. NEP-URE: Urban and Real Estate Economics (1) 2016-12-18

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