Zhentao Shi : Citation Profile


Are you Zhentao Shi?

Georgia Institute of Technology

5

H index

4

i10 index

191

Citations

RESEARCH PRODUCTION:

10

Articles

14

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 14
   Journals where Zhentao Shi has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 8 (4.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh1166
   Updated: 2024-01-16    RAS profile: 2022-11-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Phillips, Peter (5)

Lee, Ji Hyung (2)

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

Is cited by:

Su, Liangjun (15)

Phillips, Peter (11)

Okui, Ryo (10)

Tsuchiya, Yoichi (8)

GAO, Jiti (8)

Hall, Viv (4)

Sueishi, Naoya (3)

Pesaran, Mohammad (3)

Yanagi, Takahide (3)

LINTON, OLIVER (3)

Peng, Bin (2)

Cites to:

Phillips, Peter (30)

Chernozhukov, Victor (22)

Hansen, Christian (20)

Diebold, Francis (17)

Ng, Serena (14)

Aruoba, S. Boragan (10)

Fan, Jianqing (10)

Caner, Mehmet (9)

Newey, Whitney (9)

Kozbur, Damian (8)

Hansen, Lars (7)

Main data


Where Zhentao Shi has published?


Journals with more than one article published# docs
Journal of Econometrics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3

Recent works citing Zhentao Shi (2024 and 2023)


YearTitle of citing document
2023Identity, Communication, and Conflict: An Experiment. (2023). Bhaumik, Sumon ; Fromell, Hanna ; Dimova, Ralitza ; Chowdhury, Subhasish M. In: Economics Working Papers. RePEc:aah:aarhec:2023-02.

Full description at Econpapers || Download paper

2023Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

Full description at Econpapers || Download paper

2023Dynamic 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.

Full description at Econpapers || Download paper

2023Finitely Heterogeneous Treatment Effect in Event-study. (2022). Shin, Myungkou. In: Papers. RePEc:arx:papers:2204.02346.

Full description at Econpapers || Download paper

2023Detecting Grouped Local Average Treatment Effects and Selecting True Instruments. (2022). Langen, Henrika ; Huber, Martin ; Groh, Rebecca ; Farbmacher, Helmut ; Apfel, Nicolas. In: Papers. RePEc:arx:papers:2207.04481.

Full description at Econpapers || Download paper

2023Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data. (2022). Kasahara, Hiroyuki ; Hao, YU. In: Papers. RePEc:arx:papers:2210.02824.

Full description at Econpapers || Download paper

2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

Full description at Econpapers || Download paper

2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

Full description at Econpapers || Download paper

2023Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors. (2023). Trapin, Luca ; Sun, LI ; Hambuckers, Julien. In: Papers. RePEc:arx:papers:2301.01362.

Full description at Econpapers || Download paper

2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). GAO, Jiti ; Peng, Bin ; Tu, Yundong ; Dong, Chaohua. In: Papers. RePEc:arx:papers:2301.06631.

Full description at Econpapers || Download paper

2023Approximate Functional Differencing. (2023). Weidner, Martin ; Dhaene, Geert. In: Papers. RePEc:arx:papers:2301.13736.

Full description at Econpapers || Download paper

2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

Full description at Econpapers || Download paper

2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

Full description at Econpapers || Download paper

2023Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications. (2023). Shi, Shuping ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2303.13406.

Full description at Econpapers || Download paper

2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

Full description at Econpapers || Download paper

2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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

2023Optimal Estimation under a Semiparametric Density Ratio Model. (2023). Chen, Jiahua ; Zhang, Archer Gong. In: Papers. RePEc:arx:papers:2309.09103.

Full description at Econpapers || Download paper

2023Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2310.01950.

Full description at Econpapers || Download paper

2023Unobserved Grouped Heteroskedasticity and Fixed Effects. (2023). Rivero, Jorge A. In: Papers. RePEc:arx:papers:2310.14068.

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

2023Optimal Categorical Instrumental Variables. (2023). Wiemann, Thomas. In: Papers. RePEc:arx:papers:2311.17021.

Full description at Econpapers || Download paper

2023Tests for Many Treatment Effects in Regression Discontinuity Panel Data Models. (2023). Keilbar, Georg ; Chen, Likai ; Wang, Weining ; Su, Liangjun. In: Papers. RePEc:arx:papers:2312.01162.

Full description at Econpapers || Download paper

2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364.

Full description at Econpapers || Download paper

2023Grouped spatial autoregressive model. (2023). Zhang, BO ; Jing, Bingyi ; Hu, Wei ; Huang, Danyang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001815.

Full description at Econpapers || Download paper

2023A bi-integrative analysis of two-dimensional heterogeneous panel data models. (2023). Yan, Xiaodong ; Ren, Yanyan ; Xiao, Zhijie ; Wang, Wei. In: Economics Letters. RePEc:eee:ecolet:v:230:y:2023:i:c:s0165176523002690.

Full description at Econpapers || Download paper

2023Multi-dimensional latent group structures with heterogeneous distributions. (2023). Wang, Wendun ; Chen, Heng ; Leng, Xuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:1-21.

Full description at Econpapers || Download paper

2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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

2023Forward-selected panel data approach for program evaluation. (2023). Huang, Jingyi ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:512-535.

Full description at Econpapers || Download paper

2023Estimation and identification of latent group structures in panel data. (2023). Mehrabani, Ali. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1464-1482.

Full description at Econpapers || Download paper

2023Wild bootstrap inference for penalized quantile regression for longitudinal data. (2023). Parker, Thomas ; Lamarche, Carlos. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1799-1826.

Full description at Econpapers || Download paper

2023Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980.

Full description at Econpapers || Download paper

2023Uniform inference in linear panel data models with two-dimensional heterogeneity. (2023). Su, Liangjun ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:694-719.

Full description at Econpapers || Download paper

2023Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948.

Full description at Econpapers || Download paper

2023The bank loan distribution effect of government spending expansion: Evidence from China. (2023). Dai, Ling ; Zhang, Zuomin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002946.

Full description at Econpapers || Download paper

2023Price comovement and market segmentation of Chinese A- and H-shares: Evidence from a panel latent-factor model. (2023). Tse, Yiu-Kuen ; Huang, Wenxin ; Dong, Yingjie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001978.

Full description at Econpapers || Download paper

2023Robust projected principal component analysis for large-dimensional semiparametric factor modeling. (2023). Ling, Nengxiang ; Yang, Shuquan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000015.

Full description at Econpapers || Download paper

2023Commodity price shocks: Order within chaos?. (2023). Kabundi, Alain ; Baffes, John. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003513.

Full description at Econpapers || Download paper

2023Real exchange rate misalignments and economic growth in Tunisia: New evidence from a threshold analysis of asymmetric adjustments. (2023). Rault, Christophe ; Sova, Anamaria Diana ; Nouira, Ridha ; Amor, Thouraya Hadj. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:215-227.

Full description at Econpapers || Download paper

2023Sparse Trend Estimation. (2023). Wieman, Hunter ; Gospodinov, Nikolay ; Crump, Richard K. In: Staff Reports. RePEc:fip:fednsr:95589.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Identity, Communication, and Conflict: An Experiment. (2023). Bhaumik, Sumon ; Fromell, Hanna ; Dimova, Ralitza ; Chowdhury, Subhasish M. In: IZA Discussion Papers. RePEc:iza:izadps:dp16020.

Full description at Econpapers || Download paper

2023Unfolding Beijing in a Hedonic Way. (2023). Yan, Ting Hin ; Wang, Yishu ; Shi, Zhentao ; Lin, Wei. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10209-3.

Full description at Econpapers || Download paper

2023Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models. (2023). Tu, Yundong ; Peng, Bin ; Gao, Jiti ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-2.

Full description at Econpapers || Download paper

2023Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5.

Full description at Econpapers || Download paper

2023House price convergence: evidence from India. (2023). Rath, Deba Prasad ; Rajesh, Raj. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:7:y:2023:i:3:d:10.1007_s41685-023-00285-8.

Full description at Econpapers || Download paper

2023Quantile regression version of Hodrick–Prescott filter. (2023). Yamada, Hiroshi. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02292-8.

Full description at Econpapers || Download paper

2023Identification and estimation of categorical random coefficient models. (2023). Pesaran, Mohammad ; Gao, Zhan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02402-0.

Full description at Econpapers || Download paper

2023Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices. (2023). Hsiao, Cheng ; Li, Zheng. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02414-w.

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

2023Broadening Economics in the Era of Artificial Intelligence and Experimental Evidence. (2023). Niederreiter, Jan. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:9:y:2023:i:1:d:10.1007_s40797-021-00171-2.

Full description at Econpapers || Download paper

2023To Boost or Not to Boost? That is the Question. (2023). Pagan, Adrian ; Lu, YE. In: Working Papers. RePEc:syd:wpaper:2023-05.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Works by Zhentao Shi:


YearTitleTypeCited
2018Structural Estimation of Behavioral Heterogeneity In: Papers.
[Full Text][Citation analysis]
paper2
2018Structural estimation of behavioral heterogeneity.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2019Implementing Convex Optimization in R: Two Econometric Examples In: Papers.
[Full Text][Citation analysis]
paper0
2021Implementing Convex Optimization in R: Two Econometric Examples.(2021) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2021On LASSO for Predictive Regression In: Papers.
[Full Text][Citation analysis]
paper11
2022On LASSO for predictive regression.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
2020Boosting: Why You Can Use the HP Filter In: Papers.
[Full Text][Citation analysis]
paper25
2019Boosting: Why you Can Use the HP Filter.(2019) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
paper
2021BOOSTING: WHY YOU CAN USE THE HP FILTER.(2021) In: International Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25
article
2021Forward-Selected Panel Data Approach for Program Evaluation In: Papers.
[Full Text][Citation analysis]
paper3
2022L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis In: Papers.
[Full Text][Citation analysis]
paper1
2022Culling the herd of moments with penalized empirical likelihood In: Papers.
[Full Text][Citation analysis]
paper0
2022The boosted HP filter is more general than you might think In: Papers.
[Full Text][Citation analysis]
paper4
2014Identifying Latent Structures in Panel Data In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper123
2014Identifying Latent Structures in Panel Data.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123
paper
2016Identifying Latent Structures in Panel Data.(2016) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123
article
2019Boosting the Hodrick-Prescott Filter In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper4
2009Pitfalls in market timing test In: Economics Letters.
[Full Text][Citation analysis]
article10
2016Econometric estimation with high-dimensional moment equalities In: Journal of Econometrics.
[Full Text][Citation analysis]
article6
2016Measuring Social Interaction Effects when Instruments are Weak In: Working Papers.
[Full Text][Citation analysis]
paper0
2022Measuring Social Interaction Effects When Instruments Are Weak.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2016Measuring Social Interaction Effects when Instruments are Weak.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2016Estimation of Sparse Structural Parameters with Many Endogenous Variables In: Econometric Reviews.
[Full Text][Citation analysis]
article2
2022Transformed Estimation for Panel Interactive Effects Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team