Zhipeng Liao : Citation Profile


Are you Zhipeng Liao?

University of California-Los Angeles (UCLA)

8

H index

8

i10 index

170

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

RESEARCH ACTIVITY:

   3 years (2012 - 2015). See details.
   Cites by year: 56
   Journals where Zhipeng Liao has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 9 (5.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1071
   Updated: 2019-10-15    RAS profile: 2016-07-19    
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Relations with other researchers


Works with:

Chen, Xiaohong (5)

Cheng, Xu (3)

Schorfheide, Frank (2)

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

Is cited by:

Chen, Xiaohong (10)

Su, Liangjun (10)

Caner, Mehmet (8)

DiTraglia, Francis (8)

Sun, Yixiao (7)

Kang, Byunghoon (5)

LINTON, OLIVER (5)

Kock, Anders (4)

Perron, Pierre (4)

GAO, Jiti (4)

Smeekes, Stephan (4)

Cites to:

Phillips, Peter (16)

Andrews, Donald (15)

Chen, Xiaohong (14)

Newey, Whitney (10)

Guggenberger, Patrik (9)

Hall, Alastair (9)

LINTON, OLIVER (9)

Inoue, Atsushi (7)

Sun, Yixiao (7)

Cheng, Xu (7)

Hansen, Lars (6)

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 (2018 and 2017)


YearTitle of citing document
2019Relevant moment selection under mixed identification strength. (2019). Dovonon, Prosper ; Doko Tchatoka, Firmin ; Aguessy, Michael. In: School of Economics Working Papers. RePEc:adl:wpaper:2019-04.

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2017Nonparametric Stochastic Discount Factor Decomposition. (2017). Christensen, Timothy . In: Papers. RePEc:arx:papers:1412.4428.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2018Locally Robust Semiparametric Estimation. (2018). Escanciano, Juan Carlos ; Chernozhukov, Victor ; Newey, Whitney K ; Ichimura, Hidehiko. In: Papers. RePEc:arx:papers:1608.00033.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

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2018Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2018Inference for Impulse Responses under Model Uncertainty. (2018). Smeekes, Stephan ; Lieb, Lenard. In: Papers. RePEc:arx:papers:1709.09583.

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2019Some Large Sample Results for the Method of Regularized Estimators. (2017). Jansson, Michael ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1712.07248.

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2018Heterogeneous structural breaks in panel data models. (2018). Okui, Ryo ; Wang, Wendun. In: Papers. RePEc:arx:papers:1801.04672.

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2018Adversarial Generalized Method of Moments. (2018). Syrgkanis, Vasilis ; Lewis, Gregory. In: Papers. RePEc:arx:papers:1803.07164.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2019State-Varying Factor Models of Large Dimensions. (2018). Pelger, Markus ; Xiong, Ruoxuan. In: Papers. RePEc:arx:papers:1807.02248.

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2019Sensitivity Analysis using Approximate Moment Condition Models. (2018). Armstrong, Timothy B ; Koles, Michal. In: Papers. RePEc:arx:papers:1808.07387.

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2018On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2018Identifying the Effect of Persuasion. (2018). Jun, Sungjae ; Lee, Sokbae. In: Papers. RePEc:arx:papers:1812.02276.

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2019Improved Inference on the Rank of a Matrix. (2018). Chen, Qihui ; Fang, Zheng. In: Papers. RePEc:arx:papers:1812.02337.

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2019Shrinkage for Categorical Regressors. (2019). Heiler, Phillip ; Mareckova, Jana. In: Papers. RePEc:arx:papers:1901.01898.

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2019Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions. (2019). Powell, James L ; Pouzo, Demian ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:1902.10100.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments. (2017). Windmeijer, Frank ; Farbmacher, Helmut ; Smith, George Davey ; Davies, Neil. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:16/674.

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2018High Dimensional Semiparametric Moment Restriction Models. (2018). Dong, C ; Linton, O ; Gao, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881.

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2017Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk.

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2017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime . In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-05.

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2018Common Values, Unobserved Heterogeneity, and Endogenous Entry in U.S. Offshore Oil Lease Auctions. (2018). Compiani, Giovanni ; Sant, Marcelo ; Haile, Philip A. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2137.

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2018Efficient Counterfactual Learning from Bandit Feedback. (2018). Narita, Yusuke ; Yata, Kohei ; Yasui, Shota. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2155.

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2018Sensitivity Analysis using Approximate Moment Condition Models. (2018). Armstrong, Timothy B ; Kolesar, Michal. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2158.

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2019Sensitivity Analysis using Approximate Moment Condition Models. (2019). Kolesar, Michal ; Armstrong, Timothy B. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2158r.

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2017Forecasting economic activity in data-rich environment. (2017). Stevanovic, Dalibor ; Kotchoni, Rachidi ; Leroux, Maxime . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-5.

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2017On testing for structural break of coefficients in factor-augmented regression models. (2017). Chen, Sanpan ; Zhang, Jianhua ; Cui, Guowei. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:141-145.

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2017Forecasting cointegrated nonstationary time series with time-varying variance. (2017). Yi, Yanping ; Tu, Yundong . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:83-98.

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2017Least squares estimation of large dimensional threshold factor models. (2017). Massacci, Daniele . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:101-129.

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2017Identification and estimation of a large factor model with structural instability. (2017). Kao, Chihwa ; Baltagi, Badi ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:87-100.

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2017A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data. (2017). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:298-322.

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2017On time-varying factor models: Estimation and testing. (2017). Su, Liangjun ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:84-101.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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2018Penalized indirect inference. (2018). Blasques, Francisco ; Duplinskiy, Artem . In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:34-54.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Barigozzi, Matteo ; Fryzlewicz, Piotr ; Cho, Haeran . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:187-225.

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2018Identifying latent grouped patterns in panel data models with interactive fixed effects. (2018). Su, Liangjun. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:554-573.

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2018Estimation of large dimensional factor models with an unknown number of breaks. (2018). Su, Liangjun ; Ma, Shujie. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:1-29.

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2018Testing endogeneity with high dimensional covariates. (2018). Guo, Zijian ; Small, Dylan S ; Cai, Tony T ; Kang, Hyunseung. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:175-187.

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2018Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework. (2018). Hwang, Jungbin ; Sun, Yixiao. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:2:p:381-405.

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2019Determination of vector error correction models in high dimensions. (2019). Schienle, Melanie ; Liang, Chong. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:418-441.

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2018Macroeconomic forecasting using penalized regression methods. (2018). Smeekes, Stephan ; Wijler, Etienne. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:408-430.

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2017Risk evaluations with robust approximate factor models. (2017). Chou, Ray Yeutien ; Yen, Yu-Min . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:244-264.

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2018Simultaneous multiple change-point and factor analysis for high-dimensional time series. (2018). Fryzlewicz, Piotr ; Cho, Haeran ; Barigozzi, Matteo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:88110.

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2019Indirect Inference: Which Moments to Match?. (2019). Frazier, David T ; Renault, Eric. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:14-:d:215228.

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2019On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator. (2019). Sueishi, Naoya ; Ando, Tomohiro. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:15-:d:215602.

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2017Environmental Performance and Financing Decisions Impact on Sustainable Financial Development of Chinese Environmental Protection Enterprises. (2017). Zhang, Kai Quan ; Chen, Hsing Hung. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:12:p:2260-:d:121850.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hae:wpaper:2019-4.

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2019Another look into the factor model black box: factors interpretation and structural (in)stability. (2019). Doz, Catherine ; Despois, Thomas. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02235543.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

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2017Dynamic Semiparametric Factor Model with a Common Break. (2017). Chen, Likai ; Wu, Wei Biao ; Wang, Weining. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-026.

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2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; Gao, Jiti ; Dong, Chaohua. In: CeMMAP working papers. RePEc:ifs:cemmap:04/18.

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2017The influence function of semiparametric estimators. (2017). Ichimura, Hidehiko ; Newey, Whitney K. In: CeMMAP working papers. RePEc:ifs:cemmap:06/17.

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2018Locally robust semiparametric estimation. (2018). Escanciano, Juan Carlos ; Chernozhukov, Victor ; Robins, James M ; Newey, Whitney K ; Ichimura, Hidehiko. In: CeMMAP working papers. RePEc:ifs:cemmap:30/18.

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2018Regression Discontinuity and Heteroskedasticity Robust Standard Errors: Evidence from a Fixed-Bandwidth Approximation. (2018). Bartalotti, Otavio. In: IZA Discussion Papers. RePEc:iza:izadps:dp11560.

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2017Inference in Nonparametric Series Estimation with Data-Dependent Undersmoothing. (2017). Kang, Byunghoon. In: Working Papers. RePEc:lan:wpaper:170712442.

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2018Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms. (2018). Kang, Byunghoon . In: Working Papers. RePEc:lan:wpaper:240829404.

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2018Higher Order Approximation of IV Estimators with Invalid Instruments. (2018). Kang, Byunghoon. In: Working Papers. RePEc:lan:wpaper:257105320.

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2019Structural Changes in Heterogeneous Panels with Endogenous Regressors. (2019). Feng, Qu ; Kao, Chihwa ; Baltagi, Badi. In: Center for Policy Research Working Papers. RePEc:max:cprwps:214.

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2017High dimensional semiparametric moment restriction models. (2017). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-17.

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2018High dimensional semiparametric moment restriction models. (2018). LINTON, OLIVER ; GAO, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-23.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3.

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2017Vulnerable Growth. (2017). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: 2017 Meeting Papers. RePEc:red:sed017:1317.

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2018Robust estimation and moment selection in dynamic fixed-effects panel data models. (2018). Iek, P ; Aquaro, M. In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0782-7.

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2017An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves. (2017). Chen, Ying ; Li, BO. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:3:p:371-388.

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2017Gaming the Boston School Choice Mechanism in Beijing. (2017). HE, Yinghua. In: TSE Working Papers. RePEc:tse:wpaper:28970.

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2018An Averaging GMM Estimator Robust to Misspecification. (2018). Shi, Ruoyao ; Liao, Zhipeng. In: Working Papers. RePEc:ucr:wpaper:201803.

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2018Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations. (2018). Kaplan, David ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1710.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1803.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

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2017On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments. (2017). Windmeijer, Frank ; Farbmacher, Helmut. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:17/22.

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2017On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments. (2017). Windmeijer, Frank ; Farbmacher, Helmut ; Smith, George Davey ; Davies, Neil. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168196.

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Works by Zhipeng Liao:


YearTitleTypeCited
2013ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION In: Econometric Theory.
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article23
2015AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS In: Econometric Theory.
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article14
2012Automated Estimation of Vector Error Correction Models.(2012) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 14
paper
2012Sieve Inference on Semi-nonparametric Time Series Models In: Cowles Foundation Discussion Papers.
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paper5
2012Sieve inference on semi-nonparametric time series models.(2012) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 5
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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paper11
2012Asymptotic efficiency of semiparametric two-step GMM.(2012) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 11
paper
2014Asymptotic Efficiency of Semiparametric Two-step GMM.(2014) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 11
article
2015Sieve Semiparametric Two-Step GMM under Weak Dependence In: Cowles Foundation Discussion Papers.
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paper13
2015Sieve semiparametric two-step GMM under weak dependence.(2015) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 13
article
2014Sieve inference on possibly misspecified semi-nonparametric time series models In: Journal of Econometrics.
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article20
2014Sieve M inference on irregular parameters In: Journal of Econometrics.
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article4
2015Select the valid and relevant moments: An information-based LASSO for GMM with many moments In: Journal of Econometrics.
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article20
2013Shrinkage estimation of high-dimensional factor models with structural instabilities In: Working Papers.
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paper34
2014Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 34
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2012Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments In: PIER Working Paper Archive.
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paper7
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

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