Zhentao Shi : Citation Profile

Georgia Institute of Technology

5

H index

4

i10 index

298

Citations

RESEARCH PRODUCTION:

10

Articles

14

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 19
   Journals where Zhentao Shi has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 8 (2.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh1166
   Updated: 2025-12-20    RAS profile: 2022-11-08    
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Relations with other researchers

Works with:

Phillips, Peter (3)

Gao, Zhan (3)

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 (19)

Phillips, Peter (14)

Okui, Ryo (11)

GAO, Jiti (9)

Tsuchiya, Yoichi (8)

Gao, Zhan (5)

Hall, Viv (5)

LINTON, OLIVER (4)

Chernozhukov, Victor (3)

Lin, Wei (3)

Lee, Ji Hyung (3)

Cites to:

Phillips, Peter (30)

Chernozhukov, Victor (22)

Hansen, Christian (20)

Diebold, Francis (17)

Ng, Serena (14)

Fan, Jianqing (10)

Caner, Mehmet (10)

Aruoba, S. Boragan (10)

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 Business & Economic Statistics2
Journal of Econometrics2

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 (2025 and 2024)

YearTitle of citing document
2025Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2023). Vella, Francis ; Gao, Wayne ; Fernandez-Val, Ivan ; Liao, Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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2024Finitely Heterogeneous Treatment Effect in Event-study. (2024). Shin, Myungkou. In: Papers. RePEc:arx:papers:2204.02346.

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

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2024Estimation of Grouped Time-Varying Network Vector Autoregression Models. (2024). Li, Degui ; Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin. In: Papers. RePEc:arx:papers:2303.10117.

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2025Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro. In: Papers. RePEc:arx:papers:2310.01950.

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2024Optimal Categorical Instrumental Variables. (2024). Wiemann, Thomas. In: Papers. RePEc:arx:papers:2311.17021.

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2025Inference on many jumps in nonparametric panel regression models. (2025). Su, Liangjun ; Wang, Weining ; Chen, Likai ; Keilbar, Georg. In: Papers. RePEc:arx:papers:2312.01162.

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2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249.

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2024Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models. (2024). Chernozhukov, Victor ; Wang, Weining ; Fern, Iv'An ; Huang, Chen. In: Papers. RePEc:arx:papers:2402.00584.

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2024Heterogeneous Grouping Structures in Panel Data. (2024). Kapetanios, George ; Chrysikou, Katerina. In: Papers. RePEc:arx:papers:2407.19509.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2025Bayesian penalized empirical likelihood and Markov Chain Monte Carlo sampling. (2025). Zhu, Yuanzheng ; Tang, Cheng Yong ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2412.17354.

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2025An Adaptive Moving Average for Macroeconomic Monitoring. (2025). Goulet Coulombe, Philippe ; Klieber, Karin. In: Papers. RePEc:arx:papers:2501.13222.

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2025Grouped fixed effects regularization for binary choice models. (2025). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2502.06446.

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2025Sino-US S and T Frictions and Transnational Knowledge Flows: Evidence from machine learning and cross-national patent data. (2025). Xu, Yan ; Ge, Jinfeng ; Zhang, Nan ; Yang, Yanqing. In: Papers. RePEc:arx:papers:2503.21822.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Measuring the Euro Area Output Gap. (2025). Barigozzi, Matteo ; Luciani, Matteo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2505.05536.

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2025Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles. (2025). Sherwood, Ben ; Li, Shaobo. In: Papers. RePEc:arx:papers:2505.16019.

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2025A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data. (2025). Shi, Zhentao ; Xie, Haitian. In: Papers. RePEc:arx:papers:2505.22388.

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2025Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity. (2025). Hao, YU ; Kasahara, Hiroyuki. In: Papers. RePEc:arx:papers:2506.09666.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793.

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2025K-Means Panel Data Clustering in the Presence of Small Groups. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2508.15408.

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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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2025Testing for Grouped Patterns in Panel Data Models. (2025). Raiola, Antonio ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2510.22841.

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2025Panel data models with randomly generated groups. (2025). Simoni, Anna ; Florens, Jean-Pierre. In: Papers. RePEc:arx:papers:2510.24496.

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2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

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2025Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation. (2025). Akgun, Oguzhan ; Okui, Ryo. In: Papers. RePEc:arx:papers:2511.18550.

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2024Born in bad times: Economic conditions, selection and employment. (2024). Sanderson, Lynda. In: Working Papers. RePEc:ayz:wpaper:24_01.

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2024Arellano-bond lasso estimator for dynamic linear panel models. (2024). Fernandez-Val, Ivan ; Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: CeMMAP working papers. RePEc:azt:cemmap:09/24.

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2025Inflation cycles: evidence from international data. (2025). Schmieder, Christian ; Rees, Daniel ; Americo, Alberto ; Godoy, Douglas Kiarelly ; Nilsen, Sjur ; Damp, Johannes ; Schmidt, Rafael. In: BIS Working Papers. RePEc:bis:biswps:1264.

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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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2024A review of Phillips‐Sul approach‐based club convergence tests. (2024). Tomal, Mateusz. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:899-930.

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2025Foods and Non-foods: Relative Prices and Economic Disruptions in Modern and Contemporary History of Bulgaria. (2025). Simeonova-Ganeva, Ralitsa ; Ivanov, Martin. In: Proceedings of the Centre for Economic History Research. RePEc:ceh:journl:y:2025:v:10:p:25-38.

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2025Subgroup learning for multiple mixed-type outcomes with block-structured covariates. (2025). Tang, LU ; Zhao, Xun ; Zhou, Ling ; Zhang, Weijia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:204:y:2025:i:c:s0167947324001890.

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2025Microdata-based output gap estimation using business tendency surveys. (2025). Ulrichs, Magdalena ; Grajski, Mariusz ; Baej, Mirosaw. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:174:y:2025:i:c:s016518892500034x.

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2024Business cycle synchronization and asymmetry in the European Union. (2024). Tica, Josip ; Panovska, Irina ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001676.

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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2024Do supercycles dominate commodity price movements?. (2024). Kabundi, Alain ; Baffes, John. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001290.

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2024Quantile estimation of heterogenous panel quantile model with group structure. (2024). Ren, Yanyan ; Wang, Wenyue ; Li, Donglin. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002829.

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2025A note on factor models with latent group structures. (2025). Su, Liangjun ; Bian, Yulin. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001946.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024A Multi-Kink quantile regression model with common structure for panel data analysis. (2024). Sun, Yan ; Zhang, Wenyang ; Zhong, Wei ; Wan, Chuang. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001178.

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2024Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319.

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2024Spectral clustering with variance information for group structure estimation in panel data. (2024). Volgushev, Stanislav ; Yu, LU. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000551.

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2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

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2024Validating approximate slope homogeneity in large panels. (2024). Dette, Holger ; Kutta, Tim. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002495.

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2025Shrinkage estimators for periodic autoregressions. (2025). Paap, Richard ; Franses, Philip Hans. In: Journal of Econometrics. RePEc:eee:econom:v:247:y:2025:i:c:s0304407624002884.

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2025Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes. (2025). Zhu, Xuening ; Xu, Ganggang ; Fan, Jianqing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407623002804.

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2025Quantile control via random forest. (2025). Yao, Qingsong ; Xiao, Zhijie ; Chen, Qiang. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624001350.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2025A simple and computationally trivial estimator for grouped fixed effects models. (2025). Mugnier, Martin. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s030440762500065x.

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2024A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87.

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2024Coherence of the business cycles of prospective members of the euro area and the euro area business cycle. (2024). Jacobs, Jan ; Zijm, Renske ; de Haan, Jakob. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000438.

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2025Structural characteristics and non-linear fiscal multipliers. (2025). Dubey, Amlendu ; Gupta, Mahima. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000694.

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2025Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models. (2025). Cepni, Oguzhan ; Bakkar, Yassine ; ben Jabeur, Sami. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008211.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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2024Coherence of output gaps in the euro area: The impact of the COVID-19 shock. (2024). Jacobs, Jan ; de Haan, Jakob ; Zijm, Renske. In: European Journal of Political Economy. RePEc:eee:poleco:v:84:y:2024:i:c:s0176268023000137.

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2024Fiscal rules and economic cycles: Quality (always) Matters. (2024). Valencia, Oscar ; Urrea-Rios, Ivan ; Hirs-Garzon, Jorge ; Andrian, Leandro ; Andrin, Leandro. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000934.

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2024Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Barigozzi, Matteo ; Lissona, Claudio. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99.

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2024Boosted Whittaker–Henderson Graduation. (2024). Yamada, Hiroshi ; Jin, Zihan. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:21:p:3377-:d:1508776.

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2025Linear Trend, HP Trend, and bHP Trend. (2025). Yamada, Hiroshi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1893-:d:1672652.

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2025Incorporating Prior Information in Latent Structures Identification for Panel Data Models. (2025). Luo, Xingxing ; Li, YI ; Liao, Mengqi. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1505-:d:1648536.

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2025Individual Homogeneity Learning in Density Data Response Additive Models. (2025). Li, Tao ; Han, Zixuan ; Balakrishnan, Narayanaswamy ; You, Jinhong. In: Stats. RePEc:gam:jstats:v:8:y:2025:i:3:p:71-:d:1721169.

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2024Spatial Heterogeneity and Clustering of County-Level Carbon Emissions in China. (2024). Ma, Yunbei ; Wang, Min. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10524-:d:1533687.

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2025Examining Characteristics and Causes of Juglar Cycles in China, 1981–2024. (2025). Gao, Jie ; Chen, BO. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8724-:d:1760276.

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2025The Reliability of the Nominal GDP Expectations Gap. (2025). Beckworth, David ; Schibuola, Alexander D ; Martinez, Andrew B. In: Working Papers. RePEc:gwc:wpaper:2025-004.

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2024Frontiers: A Simple Forward Difference-in-Differences Method. (2024). Li, Kathleen T. In: Marketing Science. RePEc:inm:ormksc:v:43:y:2024:i:2:p:267-279.

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2025Shrinkage Estimation and Identification of Latent Group Structures in Panel Data with Interactive Fixed Effects. (2025). Parsaeian, Shahnaz ; Mehrabani, Ali. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202516.

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2024Understanding EU regional macroeconomic tipping points using panel threshold technique. (2024). Mandel, Antoine ; Chakraborty, Saptorshee. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09715-9.

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2024An affine model for short rates when monetary policy is path dependent. (2024). Al-Zoubi, Haitham A. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:2:d:10.1007_s11147-024-09202-3.

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2025Maternal plasma cell-free RNA as a predictor of early and late-onset preeclampsia throughout pregnancy. (2025). Volkov, Petr ; Palacios-Marqus, Ana Mara ; Monfort-Ortiz, Rogelio ; Marcos-Puig, Beatriz ; Vives, Alba ; Perales-Marn, Alfredo ; Ortiz-Domingo, Rika ; Plasencia, Walter ; Gaspar-Domnech, Ngela ; Ortega-Sanchs, Sheila ; Gonzalez-Gonzalez, Nieves Luisa ; Bernat-Gonzlez, Neus ; Muoz-Blat, Irene ; Santacruz, Beln ; Igual, Marina ; Garrido-Gmez, Tamara ; del Mar, Maria ; Cordero, Teresa ; Simn, Carlos ; Canovas, Esther ; Castillo-Marco, Nerea ; Benitez-Delgado, Taysa ; Hernandez-Hernandez, Laura ; Gmez-Lvarez, Carla ; Martin-Martinez, Alicia ; Melchor, Igo. In: Nature Communications. RePEc:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-025-64215-2.

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2024A new time-varying method for club convergence analysis. (2024). Tomal, Mateusz. In: Economics and Business Letters. RePEc:ove:journl:aid:21204.

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2025Clustering for Multi-Dimensional Heterogeneity with an Application to Production Function Estimation. (2025). Shao, Peng ; Schorfheide, Frank ; Cheng, XU. In: PIER Working Paper Archive. RePEc:pen:papers:25-014.

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2025Latent grouped structures in panel data: a review. (2025). Pionati, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:123954.

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2024Filtering economic time series: On the cyclical properties of Hamilton€™s regression filter and the Hodrick-Prescott filter. (2024). Schüler, Yves. In: Review of Economic Dynamics. RePEc:red:issued:23-94.

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2025Clustering and classification of spatio-temporal data using spatial dynamic panel data models. (2025). Giordano, Francesco ; Milito, Sara ; Niglio, Marcella ; Parrella, Maria Lucia ; Feo, Giuseppe. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:2:d:10.1007_s11634-024-00620-7.

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2025Using Machine Learning Techniques to Test the Load Capacity Curve Hypothesis: A Classifier-Lasso Application on Global Panel Data. (2025). Guliyev, Hasraddin. In: Biophysical Economics and Resource Quality. RePEc:spr:bioerq:v:10:y:2025:i:1:d:10.1007_s41247-025-00123-9.

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2024Health care policy uncertainty and state-level employment. (2024). Witvorapong, Nopphol ; Jack, Chak Hung. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02532-5.

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2025Random change point model with an application to the potato’s contribution to population. (2025). Wu, Qiang ; Zhang, Xun ; Jiang, Qing ; Li, Meng ; Tong, Xingwei. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:5:d:10.1007_s00181-024-02700-1.

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2024Selecting a Boosted HP Filter for Growth Cycle Analysis Based on Maximising Sharpness. (2024). Hall, Viv ; Thomson, Peter. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00093-9.

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2024Business-Cycle Analysis and Zero-Crossings of Time Series: A Generalized Forecast Approach. (2024). Wildi, Marc. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00097-5.

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2024Output Gaps: Editor’s Introduction. (2024). Norden, Simon. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:20:y:2024:i:2:d:10.1007_s41549-024-00101-y.

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2024The effect of economic policy uncertainty under fractional integration. (2024). Ramirez, Carlos. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:1:d:10.1007_s10258-022-00233-y.

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2024PyTimeVar: A Python Package for Trending Time-Varying Time Series Models. (2024). van der Sluis, Bernhard ; Lin, Yicong ; Song, Mingxuan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240060.

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2025High-Dimensional Weighted K-Means with Serial Dependence. (2025). Kao, Chihwa ; Hwang, Jungbin ; Zhang, Zhonghui. In: Working papers. RePEc:uct:uconnp:2025-09.

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2024The boosted Hodrick‐Prescott filter is more general than you might think. (2024). Phillips, Peter ; Mei, Ziwei ; Shi, Zhentao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1260-1281.

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2024Panel treatment effects measurement: Factor or linear projection modelling?. (2024). Zhou, Qiankun ; Hsiao, Cheng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1332-1358.

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2024Forecasting carbon emissions using asymmetric grouping. (2024). Paap, Richard ; Nibbering, Didier. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2228-2256.

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2024Confidence set for group membership. (2024). Okui, Ryo ; Dzemski, Andreas. In: Quantitative Economics. RePEc:wly:quante:v:15:y:2024:i:2:p:245-277.

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2024Consistent Estimation of Finite Mixtures: An Application to Latent Group Panel Structures. (2024). Langevin, R. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:24/16.

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2024Why You Should Never Use the Hodrick-Prescott Filter. A Comment on Hamilton (The Review of Economics and Statistics, 2018). (2024). Moura, Alban. In: Journal of Comments and Replications in Economics (JCRE). RePEc:zbw:jcreco:295067.

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Works by Zhentao Shi:

YearTitleTypeCited
2018Structural Estimation of Behavioral Heterogeneity In: Papers.
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2018Structural estimation of behavioral heterogeneity.(2018) In: Journal of Applied Econometrics.
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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.
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This paper has nother version. Agregated cites: 0		article
2021On LASSO for Predictive Regression In: Papers.
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2022On LASSO for predictive regression.(2022) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 21		article
2020Boosting: Why You Can Use the HP Filter In: Papers.
[Full Text][Citation analysis]		paper62
2019Boosting: Why you Can Use the HP Filter.(2019) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 62		paper
2021BOOSTING: WHY YOU CAN USE THE HP FILTER.(2021) In: International Economic Review.
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This paper has nother version. Agregated cites: 62		article
2021Forward-Selected Panel Data Approach for Program Evaluation In: Papers.
[Full Text][Citation analysis]		paper5
2022L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis In: Papers.
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2022Culling the herd of moments with penalized empirical likelihood In: Papers.
[Full Text][Citation analysis]		paper0
2024The boosted HP filter is more general than you might think In: Papers.
[Full Text][Citation analysis]		paper5
2014Identifying Latent Structures in Panel Data In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper172
2014Identifying Latent Structures in Panel Data.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 172		paper
2016Identifying Latent Structures in Panel Data.(2016) In: Econometrica.
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This paper has nother version. Agregated cites: 172		article
2019Boosting the Hodrick-Prescott Filter In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper5
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]		article9
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.
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This paper has nother version. Agregated cites: 0		article
2016Measuring Social Interaction Effects when Instruments are Weak.(2016) In: Working papers.
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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]		article3
2022Transformed Estimation for Panel Interactive Effects Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article2

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