Zhentao Shi : Citation Profile

Georgia Institute of Technology

5

H index

4

i10 index

253

Citations

RESEARCH PRODUCTION:

10

Articles

14

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 16
   Journals where Zhentao Shi has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 8 (3.07 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh1166
   Updated: 2025-04-19    RAS profile: 2022-11-08    
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Relations with other researchers

Works with:

Phillips, Peter (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 (17)

Phillips, Peter (14)

Okui, Ryo (10)

GAO, Jiti (9)

Tsuchiya, Yoichi (8)

LINTON, OLIVER (4)

Hall, Viv (4)

Chakraborty, Saptorshee (3)

Lee, Ji Hyung (3)

Lin, Wei (3)

Chernozhukov, Victor (3)

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 (10)

Newey, Whitney (9)

Kozbur, Damian (8)

Hansen, Lars (7)

Main data

Production by document typepaperarticle200920102011201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20092010201120122013201420152016201720182019202020212022202320240102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2009201020112012201320142015201620172018201920202021202220232024050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Finitely Heterogeneous Treatment Effect in Event-study. (2022). Shin, Myungkou. In: Papers. RePEc:arx:papers:2204.02346.

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

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2024Inference 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.

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2024Optimal Categorical Instrumental Variables. (2023). Wiemann, Thomas. In: Papers. RePEc:arx:papers:2311.17021.

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2025Tests 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.

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2025Bayesian penalized empirical likelihood and MCMC 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). Klieber, Karin ; Coulombe, Philippe Goulet. 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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2024.

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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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2024.

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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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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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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). Zhong, Wei ; Zhang, Wenyang ; Wan, Chuang ; Sun, Yan. 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 ; 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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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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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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2024Measuring the Euro Area Output Gap. (2024). Luciani, Matteo ; Lissona, Claudio ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-99.

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

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2024? 0 Trend Filtering. (2023). Zhang, Aijun ; Wang, Xueqin ; Wen, Canhong. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:6:p:1491-1510.

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

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

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2024The boosted Hodrick‐Prescott filter is more general than you might think. (2024). 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). Hsiao, Cheng ; Zhou, Qiankun. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1332-1358.

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2024.

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Works by Zhentao Shi:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		paper17
2022On LASSO for predictive regression.(2022) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2020Boosting: Why You Can Use the HP Filter In: Papers.
[Full Text][Citation analysis]		paper49
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: 49		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: 49		article
2021Forward-Selected Panel Data Approach for Program Evaluation In: Papers.
[Full Text][Citation analysis]		paper4
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
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]		paper147
2014Identifying Latent Structures in Panel Data.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 147		paper
2016Identifying Latent Structures in Panel Data.(2016) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 147		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.
[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]		article3
2022Transformed Estimation for Panel Interactive Effects Models In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1

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