Zhentao Shi : Citation Profile


Are you Zhentao Shi?

Georgia Institute of Technology

4

H index

2

i10 index

101

Citations

RESEARCH PRODUCTION:

6

Articles

13

Papers

RESEARCH ACTIVITY:

   12 years (2009 - 2021). See details.
   Cites by year: 8
   Journals where Zhentao Shi has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 2 (1.94 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh1166
   Updated: 2022-05-14    RAS profile: 2021-09-11    
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Relations with other researchers


Works with:

Phillips, Peter (4)

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

Is cited by:

Okui, Ryo (9)

Su, Liangjun (9)

Tsuchiya, Yoichi (8)

GAO, Jiti (5)

Phillips, Peter (4)

Sueishi, Naoya (3)

Yanagi, Takahide (3)

LINTON, OLIVER (3)

Mazzanti, Massimiliano (2)

Hall, Viv (2)

Peng, Bin (2)

Cites to:

Chernozhukov, Victor (12)

Phillips, Peter (11)

Fan, Jianqing (9)

Hansen, Lars (6)

Newey, Whitney (6)

Hansen, Christian (6)

Diebold, Francis (5)

Zwinkels, Remco (5)

Otsu, Taisuke (5)

Yaron, Amir (4)

Chen, Daniel (4)

Main data


Where Zhentao Shi has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org7
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3

Recent works citing Zhentao Shi (2022 and 2021)


YearTitle of citing document
2021Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

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2021Shrinkage Estimation of Network Spillovers with Factor Structured Errors. (2019). Martellosio, Federico ; Higgins, Ayden. In: Papers. RePEc:arx:papers:1909.02823.

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2021Subspace Clustering for Panel Data with Interactive Effects. (2019). Tony, Hon Keung ; Qu, Hao ; Gao, Wei ; Duan, Jiangtao. In: Papers. RePEc:arx:papers:1909.09928.

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2021Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2021Revealing Cluster Structures Based on Mixed Sampling Frequencies. (2020). Ahn, Hie Joo ; Liu, Yun ; Rho, Yeonwoo. In: Papers. RePEc:arx:papers:2004.09770.

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2021Detecting Latent Communities in Network Formation Models. (2020). Su, Liangjun ; Zhang, Yichong ; Ma, Shujie. In: Papers. RePEc:arx:papers:2005.03226.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel. (2020). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2012.14886.

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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Gao, Jiti ; Dong, Chaohua ; Tu, Yundong. In: Papers. RePEc:arx:papers:2111.02023.

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2022Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2022). Vella, Francis ; Fernandez-Val, Ivan ; Liao, Yuan ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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2022Identification and Estimation of Categorical Random Coeficient Models. (2022). Pesaran, M H ; Gao, Z. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2228.

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2020Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421.

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2021Convergence rate of estimators of clustered panel models with misclassification. (2021). Okui, Ryo ; Dzemski, Andreas. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s016517652100121x.

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2021Sparse HP filter: Finding kinks in the COVID-19 contact rate. (2021). Shin, Youngki ; Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:158-180.

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2021Identifying latent group structures in nonlinear panels. (2021). Su, Liangjun ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:272-295.

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2021Heterogeneous structural breaks in panel data models. (2021). Okui, Ryo ; Wang, Wendun. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:447-473.

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2021Nonstationary panel models with latent group structures and cross-section dependence. (2021). Su, Liangjun ; Phillips, Peter ; PEter, ; Jin, Sainan ; Huang, Wenxin. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:198-222.

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2021Detecting groups in large vector autoregressions. (2021). Guðmundsson, Guðmundur ; Brownlees, Christian ; Gumundsson, Gumundur Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:2-26.

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2022Estimating unobserved individual heterogeneity using pairwise comparisons. (2022). Tang, Xun ; Song, Kyungchul ; Krasnokutskaya, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:477-497.

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2021Dynamic Factor Copula Models with Estimated Cluster Assignments. (2021). Patton, Andrew ; Oh, Dong Hwan. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-29.

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2021Visualization, Identification, and stimation in the Linear Panel Event-Study Design. (2021). Shapiro, Jesse ; Pérez Pérez, Jorge ; Freyaldenhoven, Simon ; Hansen, Christian. In: Working Papers. RePEc:fip:fedpwp:93518.

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2022.

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2021Implementing Convex Optimization in R: Two Econometric Examples. (2021). Gao, Zhan ; Shi, Zhentao. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09995-z.

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2022$$\ell _{1}$$ ? 1 Common Trend Filtering. (2022). Bao, Ruoyi ; Yamada, Hiroshi. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10114-9.

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2021Business cycles in the EU: A comprehensive comparison across methods. (2021). Comunale, Mariarosaria ; Celov, Dmitrij. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:50.

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2021Trimmed Mean Group Estimation. (2021). Lee, Yoonseok ; Sul, Donggyu. In: Center for Policy Research Working Papers. RePEc:max:cprwps:237.

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2021Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice. (2021). Peng, Bin ; Tu, Yundong ; Gao, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-18.

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2021Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity. (2021). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:111431.

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2021On the evaluation of heterogeneous climate change impacts on US agriculture: does group membership matter?. (2021). Dall'erba, Sandy ; Cai, Chang ; Dallerba, Sandy. In: Climatic Change. RePEc:spr:climat:v:167:y:2021:i:1:d:10.1007_s10584-021-03154-5.

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2022Testing for overall and cluster convergence of housing rents using robust methodology: evidence from Polish provincial capitals. (2022). Tomal, Mateusz. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02080-w.

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2021Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach. (2021). Chakraborty, Saptorshee Kanto ; Mazzanti, Massimiliano. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:38:y:2021:i:3:d:10.1007_s40888-021-00232-w.

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2021Does Hamilton’s OLS Regression Provide a “better alternative” to the Hodrick-Prescott Filter? A New Zealand Business Cycle Perspective. (2021). Hall, Viv B ; Thomson, Peter. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:17:y:2021:i:2:d:10.1007_s41549-021-00059-1.

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2021Behavioral types of the dark side: identifying heterogeneous conflict strategies. (2021). , Jonathan ; Bolle, Friedel. In: Journal of the Economic Science Association. RePEc:spr:jesaex:v:7:y:2021:i:1:d:10.1007_s40881-021-00101-z.

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2021Identifying types in contest experiments. (2021). Fallucchi, Francesco ; Niederreiter, Jan ; Mercatanti, Andrea. In: International Journal of Game Theory. RePEc:spr:jogath:v:50:y:2021:i:1:d:10.1007_s00182-020-00738-w.

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2021Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach. (2021). Chakraborty, Saptorshee Kanto ; Mazzanti, Massimiliano. In: SEEDS Working Papers. RePEc:srt:wpaper:0521.

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2020Does Hamilton’s OLS regression provide a “better alternative†to the Hodrick-Prescott filter? A New Zealand Business Cycle Perspective. (2020). Hall, Viv ; Thomson, Peter. In: Working Paper Series. RePEc:vuw:vuwecf:8956.

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Works by Zhentao Shi:


YearTitleTypeCited
2018Structural Estimation of Behavioral Heterogeneity In: Papers.
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paper2
2018Structural estimation of behavioral heterogeneity.(2018) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 2
article
2019Implementing Convex Optimization in R: Two Econometric Examples In: Papers.
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paper0
2021On LASSO for Predictive Regression In: Papers.
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paper4
2020Boosting: Why You Can Use the HP Filter In: Papers.
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paper7
2019Boosting: Why you Can Use the HP Filter.(2019) In: Cowles Foundation Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
2021BOOSTING: WHY YOU CAN USE THE HP FILTER.(2021) In: International Economic Review.
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This paper has another version. Agregated cites: 7
article
2021Forward-Selected Panel Data Approach for Program Evaluation In: Papers.
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paper0
2020High Dimensional Forecast Combinations Under Latent Structures In: Papers.
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paper0
2022Culling the herd of moments with penalized empirical likelihood In: Papers.
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paper0
2014Identifying Latent Structures in Panel Data In: Cowles Foundation Discussion Papers.
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paper70
2014Identifying Latent Structures in Panel Data.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 70
paper
2016Identifying Latent Structures in Panel Data.(2016) In: Econometrica.
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This paper has another version. Agregated cites: 70
article
2019Boosting the Hodrick-Prescott Filter In: Cowles Foundation Discussion Papers.
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paper2
2009Pitfalls in market timing test In: Economics Letters.
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article10
2016Econometric estimation with high-dimensional moment equalities In: Journal of Econometrics.
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article4
2016Measuring Social Interaction Effects when Instruments are Weak In: Working Papers.
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paper0
2016Measuring Social Interaction Effects when Instruments are Weak.(2016) In: Working papers.
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This paper has another version. Agregated cites: 0
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2016Estimation of Sparse Structural Parameters with Many Endogenous Variables In: Econometric Reviews.
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article2

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