Zhipeng Liao : Citation Profile

University of California-Los Angeles (UCLA)

9

H index

9

i10 index

384

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 34
   Journals where Zhipeng Liao has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 9 (2.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1071
   Updated: 2026-02-14    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 (13)

Chen, Xiaohong (11)

Lee, Sokbae (Simon) (10)

Bai, Jushan (9)

Caner, Mehmet (9)

Barigozzi, Matteo (9)

Galvao, Antonio (7)

Lee, Tae Hwy (7)

DiTraglia, Francis (7)

Ichimura, Hidehiko (7)

Sun, Yixiao (7)

Cites to:

Chen, Xiaohong (28)

Andrews, Donald (18)

Phillips, Peter (17)

LINTON, OLIVER (14)

Newey, Whitney (12)

Van Keilegom, Ingrid (12)

Guggenberger, Patrik (10)

Hansen, Lars (9)

Sun, Yixiao (9)

Hall, Alastair (8)

Cheng, Xu (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 (2025 and 2024)

YearTitle of citing document
2025Nuclear Norm Regularized Estimation of Panel Regression Models. (2025). Weidner, Martin ; Moon, Hyungsik. In: Papers. RePEc:arx:papers:1810.10987.

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2024Treatment Effects with Targeting Instruments. (2024). Lee, Sokbae (Simon) ; Salani, Bernard. In: Papers. RePEc:arx:papers:2007.10432.

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2024Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model. (2024). Li, Ming. In: Papers. RePEc:arx:papers:2110.00982.

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2024A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates. (2024). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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

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2025Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2301.07196.

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2024Choice Models and Permutation Invariance: Demand Estimation in Differentiated Products Markets. (2024). Liu, YE ; Yoganarasimhan, Hema ; Singh, Amandeep. In: Papers. RePEc:arx:papers:2307.07090.

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2025Estimation and Testing of Forecast Rationality with Many Moments. (2023). Lee, Tae Hwy ; Wang, Tao. In: Papers. RePEc:arx:papers:2309.09481.

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

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

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2025High 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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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2402.16580.

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2024Transfer Learning for Spatial Autoregressive Models with Application to U.S. Presidential Election Prediction. (2024). Xu, Xingbai ; Zhong, Wei ; Zeng, Hao. In: Papers. RePEc:arx:papers:2405.15600.

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2024Conditional nonparametric variable screening by neural factor regression. (2024). Fan, Jianqing ; Zhao, Yue ; Wang, Weining. In: Papers. RePEc:arx:papers:2408.10825.

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2024Stochastic Loss Reserving: Dependence and Estimation. (2024). Shen, Yang ; Furman, Edward ; Fleck, Andrew. In: Papers. RePEc:arx:papers:2410.14985.

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2025Doubly Robust Inference on Causal Derivative Effects for Continuous Treatments. (2025). Chen, Yen-Chi ; Zhang, Yikun. In: Papers. RePEc:arx:papers:2501.06969.

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2025Online Generalized Method of Moments for Time Series. (2025). Shao, Xiaofeng ; Chan, Kin Wai ; Leung, Man Fung. In: Papers. RePEc:arx:papers:2502.00751.

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2025Estimating Parameters of Structural Models Using Neural Networks. (2025). Jiang, Zhenling ; Hao, Yan. In: Papers. RePEc:arx:papers:2502.04945.

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2025Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

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2025Leave No One Undermined: Policy Targeting with Regret Aversion. (2025). Lee, Sokbae (Simon) ; Kitagawa, Toru ; Qiu, Chen. In: Papers. RePEc:arx:papers:2506.16430.

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2025Semiparametric Learning of Integral Functionals on Submanifolds. (2025). Chen, Xiaohong ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2507.12673.

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2025Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204.

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2025Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2025). Xie, Haitian ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2510.16683.

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2025SLIM: Stochastic Learning and Inference in Overidentified Models. (2025). Lee, Sokbae ; Kim, Min Seong ; Chen, Xiaohong ; Song, Myunghyun ; Seo, Myung Hwan. In: Papers. RePEc:arx:papers:2510.20996.

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2025Inference on Welfare and Value Functionals under Optimal Treatment Assignment. (2025). Gao, Wayne Yuan ; Chen, Zhenxiao. In: Papers. RePEc:arx:papers:2510.25607.

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2025High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions. (2025). Gao, Zhaoxing ; Tu, Sihan ; Tsay, Ruey S. In: Papers. RePEc:arx:papers:2511.01271.

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2024Conditional nonparametric variable screening by neural factor regression. (2024). Fan, Jianqing ; Zhao, Yue ; Wang, Weining. In: CeMMAP working papers. RePEc:azt:cemmap:17/24.

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2024Learning the effect of persuasion via difference-in-differences. (2024). Lee, Sokbae (Simon) ; Jun, Sung Jae. In: CeMMAP working papers. RePEc:azt:cemmap:24/24.

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2024Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review. (2024). Ditlevsen, Susanne ; Levakova, Marie. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:160-193.

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2025Semiparametric Learning of Integral Functionals on Submanifolds. (2025). Gao, Wayne Yuan ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2450.

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2025Local Overidentification and Efficiency Gains in Modern Causal Inference and Data Combination. (2025). Xie, Haitian ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2467.

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2025SLIM: Stochastic Learning and Inference in Overidentified Models. (2025). Song, Myunghyun ; Seo, Myung Hwan ; Lee, Sokbae ; Kim, Min Seong ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2472.

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2025Fully nonparametric inverse probability weighting estimation with nonignorable missing data and its extension to missing quantile regression. (2025). Hrdle, Wolfgang Karl ; Yu, Keming ; Tian, Maozai ; Tang, Man-Lai ; Pan, Jianxin ; Tao, LI ; Tai, Lingnan. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:206:y:2025:i:c:s0167947325000039.

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2025Detecting cointegrating relations in non-stationary matrix-valued time series. (2025). Hecq, Alain ; Ricardo, Ivan ; Wilms, Ines. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000424.

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2025How to select the number of factors in break point estimation of high-dimensional factor models?. (2025). Xiang, Jingjie. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525003076.

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

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

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

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

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2024Estimation and inference for high dimensional factor model with regime switching. (2024). Urga, Giovanni ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000988.

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2024Robust inference for moment condition models without rational expectations. (2024). Hansen, Lars ; Chen, Xiaohong. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s030440762300369x.

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2024Reprint of: The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000915.

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2025Modelling large dimensional datasets with Markov switching factor models. (2025). Barigozzi, Matteo ; Massacci, Daniele. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002707.

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2025Semiparametric approach to estimation of marginal mean effects and marginal quantile effects. (2025). Lee, Seong-Ho ; Ronchetti, Elvezio ; Ma, Yanyuan. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407623001495.

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2025On time-varying panel data models with time-varying interactive fixed effects. (2025). Su, Liangjun ; Qian, Junhui ; Jin, Sainan ; Wang, Xia ; Li, Yingxing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000144.

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2025When structural break meets threshold effect: Factor analysis under structural instabilities. (2025). Tu, Yundong ; Ma, Chenchen. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000260.

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2025A robust residual-based test for structural changes in factor models. (2025). Yan, Yayi ; Su, Liangjun ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s030440762500096x.

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2025Generalized Lee bounds. (2025). Semenova, Vira. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001095.

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2025Sieve estimation of state-varying factor models. (2025). Su, Liangjun ; Jin, Sainan ; Wang, Xia. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001186.

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2025High dimensional binary choice model with unknown heteroskedasticity or instrumental variables. (2025). Yang, Thomas T ; Ouyang, FU. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s030440762500123x.

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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.

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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.

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

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2025Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation. (2025). Maurel, Arnaud ; Diegert, Paul ; Bunting, Jackson. In: IZA Discussion Papers. RePEc:iza:izadps:dp17977.

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2025Misspecification-Robust Asymptotic and Bootstrap Inference for Nonsmooth GMM. (2025). Lee, Seojeong ; Kang, David. In: Working Papers. RePEc:lan:wpaper:423284005.

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2024Estimation and testing of kink regression model with endogenous regressors. (2024). Sun, Yan ; Huang, Wei. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:6:d:10.1007_s00180-023-01429-2.

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2025Nonparametric minimum-distance estimation of simulation model. (2025). Martinoli, Mario. In: LEM Papers Series. RePEc:ssa:lemwps:2025/06.

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2025Boosting GMM with Many Instruments When Some Are Invalid and/or Irrelevant. (2025). Lee, Tae-Hwy ; Hao, Hao. In: Working Papers. RePEc:ucr:wpaper:202504.

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Works by Zhipeng Liao:

YearTitleTypeCited
2013ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION In: Econometric Theory.
[Full Text][Citation analysis]		article42
2015AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article34
2012Automated Estimation of Vector Error Correction Models.(2012) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		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]		paper41
2012Asymptotic efficiency of semiparametric two-step GMM.(2012) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		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: 41		article
2015Sieve Semiparametric Two-Step GMM under Weak Dependence In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper34
2015Sieve semiparametric two-step GMM under weak dependence.(2015) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2014Sieve inference on possibly misspecified semi-nonparametric time series models In: Journal of Econometrics.
[Full Text][Citation analysis]		article47
2014Sieve M inference on irregular parameters In: Journal of Econometrics.
[Full Text][Citation analysis]		article18
2015Select the valid and relevant moments: An information-based LASSO for GMM with many moments In: Journal of Econometrics.
[Full Text][Citation analysis]		article44
2013Shrinkage estimation of high-dimensional factor models with structural instabilities In: Working Papers.
[Full Text][Citation analysis]		paper92
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: 92		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

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