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Zhipeng Liao
Zhipeng Liao
Professor, Department of Economics, UCLA
Zweryfikowany adres z econ.ucla.edu - Strona główna
Tytuł
Cytowane przez
Cytowane przez
Rok
On cross-validated lasso in high dimensions
D Chetverikov, Z Liao, V Chernozhukov
The Annals of Statistics 49 (3), 1300-1317, 2021
1662021
Shrinkage estimation of high-dimensional factor models with structural instabilities
X Cheng, Z Liao, F Schorfheide
The Review of Economic Studies 83 (4), 1511-1543, 2016
1622016
Adaptive GMM shrinkage estimation with consistent moment selection
Z Liao
Econometric Theory 29 (5), 857-904, 2013
1152013
Select the valid and relevant moments: An information-based LASSO for GMM with many moments
X Cheng, Z Liao
Journal of Econometrics 186 (2), 443-464, 2015
1112015
Asymptotic efficiency of semiparametric two-step GMM
D Ackerberg, X Chen, J Hahn, Z Liao
Review of Economic Studies 81 (3), 919-943, 2014
832014
Sieve inference on possibly misspecified semi-nonparametric time series models
X Chen, Z Liao, Y Sun
Journal of Econometrics 178, 639-658, 2014
792014
Automated estimation of vector error correction models
Z Liao, PCB Phillips
Econometric Theory 31 (3), 581-646, 2015
752015
Sieve M inference on irregular parameters
X Chen, Z Liao
Journal of Econometrics 182 (1), 70-86, 2014
572014
Conditional superior predictive ability
J Li, Z Liao, R Quaedvlieg
The Review of Economic Studies 89 (2), 843-875, 2022
522022
Sieve semiparametric two-step GMM under weak dependence
X Chen, Z Liao
Journal of Econometrics 189 (1), 163-186, 2015
492015
Nonparametric two-step sieve M estimation and inference
J Hahn, Z Liao, G Ridder
Econometric Theory 34 (6), 1281-1324, 2018
452018
Uniform nonparametric inference for time series
J Li, Z Liao
Journal of Econometrics 219 (1), 38-51, 2020
412020
On uniform asymptotic risk of averaging GMM estimators
X Cheng, Z Liao, R Shi
Quantitative Economics 10 (3), 931-979, 2019
342019
Bootstrap standard error estimates and inference
J Hahn, Z Liao
Econometrica 89 (4), 1963-1977, 2021
332021
Macro‐finance decoupling: Robust evaluations of macro asset pricing models
X Cheng, WW Dou, Z Liao
Econometrica 90 (2), 685-713, 2022
292022
Fixed‐k inference for volatility
T Bollerslev, J Li, Z Liao
Quantitative Economics 12 (4), 1053-1084, 2021
202021
On standard inference for GMM with local identification failure of known forms
JH Lee, Z Liao
Econometric Theory 34 (4), 790-814, 2018
182018
A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
Z Liao, X Shi
Quantitative Economics 11 (3), 983-1017, 2020
172020
Estimation and inference of semiparametric models using data from several sources
M Buchinsky, F Li, Z Liao
Journal of Econometrics 226 (1), 80-103, 2022
162022
Speculators positions and exchange rate forecasts: Beating random walk models
YJ Kim, Z Liao, A Tornell
Unpublished Manuscript UCLA, 2014
132014
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