Zhipeng Liao : Citation Profile

Are you Zhipeng Liao?

University of California-Los Angeles (UCLA)

9

H index

9

i10 index

342

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 31
   Journals where Zhipeng Liao has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 9 (2.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1071
   Updated: 2024-12-03    RAS profile: 2023-03-10    
   Missing citations? Add them    Incorrect content? Let us know

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)

Barigozzi, Matteo (8)

Lee, Sokbae (Simon) (8)

Galvao, Antonio (7)

Lee, Tae Hwy (7)

Sun, Yixiao (7)

GAO, Jiti (7)

DiTraglia, Francis (7)

Ichimura, Hidehiko (7)

Cites to:

Chen, Xiaohong (28)

Andrews, Donald (18)

Phillips, Peter (17)

LINTON, OLIVER (14)

Van Keilegom, Ingrid (12)

Newey, Whitney (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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Choice Models and Permutation Invariance. (2023). Yoganarasimhan, Hema ; Liu, YE ; Singh, Amandeep. In: Papers. RePEc:arx:papers:2307.07090.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024The learning effects of subsidies to bundled goods: a semiparametric approach. (2023). Biderman, Ciro ; Alvarez, Luis. In: Papers. RePEc:arx:papers:2311.01217.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023A simple nonparametric conditional quantile estimator for time series with thin tails. (2023). Wang, Qiao. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003749.

Full description at Econpapers || Download paper

2023Determining the number of change-points in high-dimensional factor models by cross-validation with matrix completion. (2023). Wu, Jianhong ; Zhou, Ruichao. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s0165176523003750.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Comparing forecasting performance in cross-sections. (2023). Zhu, Yinchu ; Timmermann, Allan ; Qu, Ritong. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002256.

Full description at Econpapers || Download paper

2023Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach. (2023). Shin, Youngki ; Lee, Ji Hyung ; Fan, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002111.

Full description at Econpapers || Download paper

2023Semiparametric estimation of long-term treatment effects. (2023). Ritzwoller, David M ; Chen, Jiafeng. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623002610.

Full description at Econpapers || Download paper

2024Causal inference of general treatment effects using neural networks with a diverging number of confounders. (2024). Ma, Shujie ; Liu, Ying ; Chen, Xiaohong ; Zhang, Zheng. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002713.

Full description at Econpapers || Download paper

2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

Full description at Econpapers || Download paper

2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

Full description at Econpapers || Download paper

2024Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators. (2024). Robins, James M ; Mukherjee, Rajarshi ; Liu, Lin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407623002166.

Full description at Econpapers || Download paper

2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

Full description at Econpapers || Download paper

2024Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223.

Full description at Econpapers || Download paper

2024GMM with Nearly-Weak Identification. (2024). Renault, Eric ; Antoine, Bertille. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:36-59.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Works by Zhipeng Liao:

YearTitleTypeCited
2013ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION In: Econometric Theory.
[Full Text][Citation analysis]		article39
2015AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article31
2012Automated Estimation of Vector Error Correction Models.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2012Sieve Inference on Semi-nonparametric Time Series Models In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper6
2012Sieve inference on semi-nonparametric time series models.(2012) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2012Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper2
2012Asymptotic Efficiency of Semiparametric Two-step GMM In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper34
2012Asymptotic efficiency of semiparametric two-step GMM.(2012) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2014Asymptotic Efficiency of Semiparametric Two-step GMM.(2014) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2015Sieve Semiparametric Two-Step GMM under Weak Dependence In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper30
2015Sieve semiparametric two-step GMM under weak dependence.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2014Sieve inference on possibly misspecified semi-nonparametric time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article37
2014Sieve M inference on irregular parameters In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
2015Select the valid and relevant moments: An information-based LASSO for GMM with many moments In: Journal of Econometrics.
[Full Text][Citation analysis]		article40
2013Shrinkage estimation of high-dimensional factor models with structural instabilities In: Working Papers.
[Full Text][Citation analysis]		paper83
2014Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
2012Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper6
2013Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper12
2015Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper5
2023Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command In: Stata Journal.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team