Details about Zhan Gao
Access statistics for papers by Zhan Gao.
Last updated 2025-10-10. Update your information in the RePEc Author Service.
Short-id: pga1364
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Working Papers
2024
- Econometric Inference for High Dimensional Predictive Regressions
Papers, arXiv.org 
- Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens
Papers, arXiv.org
2023
- Identification and Estimation of Categorical Random Coefficient Models
Papers, arXiv.org View citations (1)
Also in CESifo Working Paper Series, CESifo (2022)
Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2022)
See also Chapter Identification and estimation of categorical random coefficient models, Advanced Studies in Theoretical and Applied Econometrics, Springer (2024) (2024)
Journal Article Identification and estimation of categorical random coefficient models, Empirical Economics, Springer (2023) View citations (1) (2023)
2021
- On LASSO for Predictive Regression
Papers, arXiv.org View citations (8)
See also Journal Article On LASSO for predictive regression, Journal of Econometrics, Elsevier (2022) View citations (11) (2022)
2019
- Implementing Convex Optimization in R: Two Econometric Examples
Papers, arXiv.org
See also Journal Article Implementing Convex Optimization in R: Two Econometric Examples, Computational Economics, Springer (2021) (2021)
Journal Articles
2023
- Identification and estimation of categorical random coefficient models
Empirical Economics, 2023, 64, (6), 2543-2588 View citations (1)
See also Working Paper Identification and Estimation of Categorical Random Coefficient Models, Papers (2023) View citations (1) (2023)
Chapter Identification and estimation of categorical random coefficient models, Advanced Studies in Theoretical and Applied Econometrics, 2024, 79-124 (2024) (2024)
2022
- On LASSO for predictive regression
Journal of Econometrics, 2022, 229, (2), 322-349 View citations (11)
See also Working Paper On LASSO for Predictive Regression, Papers (2021) View citations (8) (2021)
2021
- Implementing Convex Optimization in R: Two Econometric Examples
Computational Economics, 2021, 58, (4), 1127-1135
See also Working Paper Implementing Convex Optimization in R: Two Econometric Examples, Papers (2019) (2019)
Chapters
2024
- Identification and estimation of categorical random coefficient models
Springer
See also Working Paper Identification and Estimation of Categorical Random Coefficient Models, arXiv.org (2023) View citations (1) (2023)
Journal Article Identification and estimation of categorical random coefficient models, Springer (2023) View citations (1) (2023)
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