Ruoyao Shi

UC Riverside

900 University Avenue

Riverside, CA 92521

United States

http://ruoyaoshi.github.io

SCHOLARLY PAPERS

2

DOWNLOADS

346

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Note on the GRS Test

Number of pages: 37 Posted: 18 Feb 2021
Mark J. Kamstra and Ruoyao Shi
York University - Schulich School of Business and UC Riverside
Downloads 293 (135,687)

Abstract:

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GRS test, degrees of freedom adjustment

2.

Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version

PIER Working Paper No. 15-017
Number of pages: 40 Posted: 27 Mar 2015
Xu Cheng, Zhipeng Liao and Ruoyao Shi
University of Pennsylvania - Department of Economics, University of California, Los Angeles (UCLA) - Department of Economics and UC Riverside
Downloads 53 (480,310)
Citation 4

Abstract:

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Finite-Sample Risk, Generalized Shrinkage Estimator, GMM Misspecification, Model Averaging, Uniform Approximation