Shatin, N.T.
Hong Kong
Department of Economics, the Chinese University of Hong Kong
SSRN RANKINGS
in Total Papers Citations
machine learning, factor model, double descent, dense signals
Classification; Cluster analysis; Convergence club; Dynamic panel; Group Lasso; High dimensionality; Oracle property; Panel structure model; Parameter heterogeneity; Penalized least squares; Penalized GMM
bias correction, boosting, empirical likelihood, high-dimensional estimation
GMM, Lasso, instruments, high-dimensional, oracle inequality
Boosting, Cycles, Empirical macroeconomics, Hodrick-Prescott filter, Machine learning, Nonstationary time series, Trends, Unit root processes
HP filter, time series
Boosting, Business cycle, Machine learning, Macroeconomics, Recession
Classification, Cluster analysis, Convergence club, Dynamic panel, Group Lasso, High dimensionality, Oracle property, Panel structure model, Parameter heterogeneity, Penalized least squares, Penalized GMM
Forecast, Data-rich Environment, Hypothesis testing, Shrinkage, Unit root
Inflation, inflation persistence, post-COVID inflation, sectoral spillover, Lasso JEL code: E3, E5
network, pairwise regression, panel data, random utility model, fixed effect
