Zhentao Shi

Department of Economics, the Chinese University of Hong Kong

Assistant Professor

Shatin, N.T.

Hong Kong

SCHOLARLY PAPERS

6

DOWNLOADS

664

SSRN CITATIONS
Rank 49,396

SSRN RANKINGS

Top 49,396

in Total Papers Citations

5

CROSSREF CITATIONS

4

Scholarly Papers (6)

1.

Identifying Latent Structures in Panel Data

Number of pages: 75 Posted: 13 Jun 2014 Last Revised: 30 Jun 2016
Singapore Management University, Department of Economics, the Chinese University of Hong Kong and Yale University - Cowles Foundation
Downloads 289 (104,937)
Citation 3

Abstract:

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Classification; Cluster analysis; Convergence club; Dynamic panel; Group Lasso; High dimensionality; Oracle property; Panel structure model; Parameter heterogeneity; Penalized least squares; Penalized GMM

2.

Econometric Estimation with High-Dimensional Moment Equalities

Number of pages: 50 Posted: 05 Sep 2014 Last Revised: 18 Jul 2016
Zhentao Shi
Department of Economics, the Chinese University of Hong Kong
Downloads 212 (143,600)
Citation 1

Abstract:

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bias correction, boosting, empirical likelihood, high-dimensional estimation

3.

Estimation of Sparse Structural Parameters with Many Endogenous Variables

Number of pages: 29 Posted: 24 Oct 2014 Last Revised: 05 Oct 2016
Zhentao Shi
Department of Economics, the Chinese University of Hong Kong
Downloads 126 (224,532)

Abstract:

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GMM, Lasso, instruments, high-dimensional, oracle inequality

4.

Identifying Latent Structures in Panel Data

Cowles Foundation Discussion Paper No. 1965
Number of pages: 77 Posted: 03 Dec 2014
Singapore Management University - School of Economics, Department of Economics, the Chinese University of Hong Kong and Yale University - Cowles Foundation
Downloads 33 (453,306)
Citation 6

Abstract:

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Classification, Cluster analysis, Convergence club, Dynamic panel, Group Lasso, High dimensionality, Oracle property, Panel structure model, Parameter heterogeneity, Penalized least squares, Penalized GMM

5.

Boosting the Hodrick-Prescott Filter

Cowles Foundation Discussion Paper No. 2192, May 2019
Number of pages: 46 Posted: 05 Sep 2019
Peter C. B. Phillips and Zhentao Shi
Yale University - Cowles Foundation and Department of Economics, the Chinese University of Hong Kong
Downloads 4 (621,823)

Abstract:

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Boosting, Cycles, Empirical macroeconomics, Hodrick-Prescott filter, Machine learning, Nonstationary time series, Trends, Unit root processes

6.

A Structural Pairwise Network Model with Individual Heterogeneity

Posted: 08 Oct 2016
Zhentao Shi and Xi Chen
Department of Economics, the Chinese University of Hong Kong and Department of Health Policy and Management

Abstract:

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network, pairwise regression, panel data, random utility model, fixed effect