EconPapers    
Economics at your fingertips  
 

Details about Zhipeng Liao

E-mail:
Homepage:http://www.econ.ucla.edu/faculty/regular/Liao.html
Workplace:Department of Economics, University of California-Los Angeles (UCLA), (more information at EDIRC)

Access statistics for papers by Zhipeng Liao.

Last updated 2016-07-19. Update your information in the RePEc Author Service.

Short-id: pli1071


Jump to Journal Articles

Working Papers

2015

  1. Sieve Semiparametric Two-Step GMM under Weak Dependence
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (12)
    See also Journal Article in Journal of Econometrics (2015)
  2. Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (4)

2014

  1. Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (16)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2013) Downloads View citations (3)

2013

  1. Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (12)

2012

  1. Asymptotic Efficiency of Semiparametric Two-step GMM
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads

    See also Journal Article in Review of Economic Studies (2014)
  2. Automated Estimation of Vector Error Correction Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
    See also Journal Article in Econometric Theory (2015)
  3. Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (7)
  4. Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (2)
  5. Sieve Inference on Semi-nonparametric Time Series Models
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (8)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (4)

Journal Articles

2015

  1. AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS
    Econometric Theory, 2015, 31, (3), 581-646 Downloads View citations (17)
    See also Working Paper (2012)
  2. Select the valid and relevant moments: An information-based LASSO for GMM with many moments
    Journal of Econometrics, 2015, 186, (2), 443-464 Downloads View citations (24)
  3. Sieve semiparametric two-step GMM under weak dependence
    Journal of Econometrics, 2015, 189, (1), 163-186 Downloads View citations (15)
    See also Working Paper (2015)

2014

  1. Asymptotic Efficiency of Semiparametric Two-step GMM
    Review of Economic Studies, 2014, 81, (3), 919-943 Downloads View citations (13)
    See also Working Paper (2012)
  2. Sieve M inference on irregular parameters
    Journal of Econometrics, 2014, 182, (1), 70-86 Downloads View citations (5)
  3. Sieve inference on possibly misspecified semi-nonparametric time series models
    Journal of Econometrics, 2014, 178, (P3), 639-658 Downloads View citations (24)

2013

  1. ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
    Econometric Theory, 2013, 29, (5), 857-904 Downloads View citations (27)
 
Page updated 2020-10-21