Ziwei Mei

The Chinese University of Hong Kong (CUHK) - Department of Economics

Shatin, N.T.

Hong Kong

  • The Chinese University of Hong Kong (CUHK) - Department of Economics

SCHOLARLY PAPERS

3

DOWNLOADS

125

TOTAL CITATIONS

1

Scholarly Papers (3)

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1.

The Boosted HP Filter Is More General Than You Might Think

Downloads 85 (597,761)

The Boosted HP Filter Is More General Than You Might Think

Number of pages: 41 Posted: 28 Sep 2022
Ziwei Mei, Peter C. B. Phillips and Zhentao Shi
The Chinese University of Hong Kong (CUHK) - Department of Economics, University of Auckland Business School and Department of Economics, the Chinese University of Hong Kong
Downloads 85 (605,445)

Abstract:

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Boosting, Business cycle, Machine learning, Macroeconomics, Recession

The Boosted HP Filter is More General Than You Might Think

ArXiv. /abs/2209.09810. DOI: 10.48550/arXiv.2209.09810., The University of Auckland Business School Research Paper Series
Posted: 07 Sep 2023
Ziwei Mei, Peter C. B. Phillips and Zhentao Shi
The Chinese University of Hong Kong (CUHK) - Department of Economics, University of Auckland Business School and Department of Economics, the Chinese University of Hong Kong

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Boosting, Business cycle, Machine learning, Macroeconomics, Recession

2.

Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity

Number of pages: 88 Posted: 05 May 2022
Qingliang Fan, Zijian Guo and Ziwei Mei
The Chinese University of Hong Kong, Rutgers, The State University of New Jersey and The Chinese University of Hong Kong (CUHK) - Department of Economics
Downloads 33 (913,878)
Citation 1

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many instruments, overidentification test, quadratic form, heteroskedasticity, data-rich environment

3.

Econometric Inference for High Dimensional Predictive Regressions

Number of pages: 59 Posted: 12 Nov 2024
Zhan Gao, Ji Hyung Lee, Ziwei Mei and Zhentao Shi
University of Southern California, affiliation not provided to SSRN, The Chinese University of Hong Kong (CUHK) - Department of Economics and Department of Economics, the Chinese University of Hong Kong
Downloads 7 (1,207,731)

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Forecast, Data-rich Environment, Hypothesis testing, Shrinkage, Unit root