Zhipeng Liao : Citation Profile


Are you Zhipeng Liao?

University of California-Los Angeles (UCLA)

9

H index

9

i10 index

322

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 29
   Journals where Zhipeng Liao has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 9 (2.72 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli1071
   Updated: 2024-01-16    RAS profile: 2023-03-10    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Zhipeng Liao.

Is cited by:

Su, Liangjun (10)

Chen, Xiaohong (10)

Caner, Mehmet (9)

Lee, Sokbae (Simon) (8)

Lee, Tae Hwy (7)

Galvao, Antonio (7)

Sun, Yixiao (7)

DiTraglia, Francis (7)

Haile, Philip (6)

Sant'Anna, Marcelo (6)

Bai, Jushan (6)

Cites to:

Chen, Xiaohong (28)

Andrews, Donald (18)

Phillips, Peter (17)

LINTON, OLIVER (14)

Newey, Whitney (12)

Van Keilegom, Ingrid (12)

Guggenberger, Patrik (10)

Sun, Yixiao (9)

Hansen, Lars (9)

Hall, Alastair (8)

Inoue, Atsushi (7)

Main data


Where Zhipeng Liao has published?


Journals with more than one article published# docs
Journal of Econometrics4
Econometric Theory2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University5
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2

Recent works citing Zhipeng Liao (2024 and 2023)


YearTitle of citing document
2023Nuclear Norm Regularized Estimation of Panel Regression Models. (2019). Weidner, Martin ; Moon, Hyungsik Roger. In: Papers. RePEc:arx:papers:1810.10987.

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2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2023Causal Inference in Case-Control Studies. (2020). Lee, Sokbae ; Jun, Sung Jae. In: Papers. RePEc:arx:papers:2004.08318.

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2023Filtered and Unfiltered Treatment Effects with Targeting Instruments. (2020). Lee, Sokbae (Simon) ; Salani, Bernard. In: Papers. RePEc:arx:papers:2007.10432.

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2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2023Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2023Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

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2023Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2301.07196.

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2023Choice Models and Permutation Invariance. (2023). Yoganarasimhan, Hema ; Liu, YE ; Singh, Amandeep. In: Papers. RePEc:arx:papers:2307.07090.

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2023SGMM: Stochastic Approximation to Generalized Method of Moments. (2023). Song, Myunghyun ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2308.13564.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2309.09481.

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2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2023The learning effects of subsidies to bundled goods: a semiparametric approach. (2023). Biderman, Ciro ; Alvarez, Luis. In: Papers. RePEc:arx:papers:2311.01217.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables. (2023). Yang, Thomas Tao ; Ouyang, FU. In: Papers. RePEc:arx:papers:2311.07067.

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2023Constructing Efficient Simulated Moments Using Temporal Convolutional Networks. (2023). Creel, Michael ; Chassot, Jonathan. In: Working Papers. RePEc:bge:wpaper:1412.

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2023Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359.

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2023Change-point testing for parallel data sets with FDR control. (2023). Wang, Zhaojun ; Zou, Changliang ; Cui, Junfeng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:182:y:2023:i:c:s0167947323000166.

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2023Efficient estimation of a triangular system of equations for quantile regression. (2023). Lee, Sungwon. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001106.

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2023High dimensional semiparametric moment restriction models. (2023). GAO, Jiti ; Linton, Oliver ; Dong, Chaohua. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:320-345.

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2023Group fused Lasso for large factor models with multiple structural breaks. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:132-154.

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2023Quasi-maximum likelihood estimation of break point in high-dimensional factor models. (2023). Bai, Jushan ; Han, XU ; Duan, Jiangtao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:209-236.

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2023Testing for structural changes in large dimensional factor models via discrete Fourier transform. (2023). Wang, Xia ; Hong, Yongmiao ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:302-331.

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2023Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:45-65.

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2023Irregular identification of structural models with nonparametric unobserved heterogeneity. (2023). Escanciano, Juan Carlos. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:106-127.

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2023Over-identified Doubly Robust identification and estimation. (2023). Lewbel, Arthur ; Zhou, Zhuzhu ; Choi, Jin Young. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:25-42.

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2023Debiased machine learning of set-identified linear models. (2023). Semenova, Vira. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1725-1746.

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2023Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators. (2023). Tamer, Elie ; Chen, Xiaohong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1848-1875.

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2023Shrinkage estimation of multiple threshold factor models. (2023). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1876-1892.

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2023Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications. (2023). Wang, Bin ; Kim, Jihyun ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1934-1954.

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2023Semi-nonparametric estimation of random coefficients logit model for aggregate demand. (2023). shi, xiaoxia ; Tao, Jing ; Lu, Zhentong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2245-2265.

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2023Using monotonicity restrictions to identify models with partially latent covariates. (2023). Postlewaite, Andrew ; Sieg, Holger ; Gao, Wayne Yuan ; Bang, Minji. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:892-921.

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2023A structural analysis of simple contracts. (2023). Zhang, Daiqiang ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001501.

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2023One-stop source: A global database of inflation. (2023). Ohnsorge, Franziska ; Kose, Ayhan ; Ha, Jongrim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000979.

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2023Financial and Macroeconomic Data Through the Lens of a Nonlinear Dynamic Factor Model. (2023). Zhong, Molin ; Khazanov, Alexey ; Guerron-Quintana, Pablo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-27.

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2023Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2023). Wang, FA ; Urga, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:117012.

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2023Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5.

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2023A Semi-nonparametric Copula Model for Earnings Mobility. (2023). Gagliardini, Patrick ; Naguib, Costanza. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2302.

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2023Estimation and Testing of Forecast Rationality with Many Moments. (2023). Wang, Tao ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202307.

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Works by Zhipeng Liao:


YearTitleTypeCited
2013ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION In: Econometric Theory.
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article38
2015AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS In: Econometric Theory.
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article29
2012Automated Estimation of Vector Error Correction Models.(2012) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 29
paper
2012Sieve Inference on Semi-nonparametric Time Series Models In: Cowles Foundation Discussion Papers.
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paper6
2012Sieve inference on semi-nonparametric time series models.(2012) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 6
paper
2012Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications In: Cowles Foundation Discussion Papers.
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paper2
2012Asymptotic Efficiency of Semiparametric Two-step GMM In: Cowles Foundation Discussion Papers.
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paper33
2012Asymptotic efficiency of semiparametric two-step GMM.(2012) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 33
paper
2014Asymptotic Efficiency of Semiparametric Two-step GMM.(2014) In: Review of Economic Studies.
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This paper has nother version. Agregated cites: 33
article
2015Sieve Semiparametric Two-Step GMM under Weak Dependence In: Cowles Foundation Discussion Papers.
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paper27
2015Sieve semiparametric two-step GMM under weak dependence.(2015) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 27
article
2014Sieve inference on possibly misspecified semi-nonparametric time series models In: Journal of Econometrics.
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article34
2014Sieve M inference on irregular parameters In: Journal of Econometrics.
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article16
2015Select the valid and relevant moments: An information-based LASSO for GMM with many moments In: Journal of Econometrics.
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article38
2013Shrinkage estimation of high-dimensional factor models with structural instabilities In: Working Papers.
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paper76
2014Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 76
paper
2012Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments In: PIER Working Paper Archive.
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paper6
2013Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version In: PIER Working Paper Archive.
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paper12
2015Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version In: PIER Working Paper Archive.
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paper5
2023Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command In: Stata Journal.
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article0

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