Details about Ziwei Mei

Access statistics for papers by Ziwei Mei.

Last updated 2026-10-14. Update your information in the RePEc Author Service.

Short-id: pme1082

Working Papers

2026

1. LASSO Inference for High Dimensional Predictive Regressions
   Papers, arXiv.org
   See also Journal Article LASSO inference for high dimensional predictive regressions, Journal of Econometrics, Elsevier (2026) (2026)
2. Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think
   Papers, arXiv.org View citations (9)
   See also Journal Article Nickell bias in panel local projection: Financial crises are worse than you think, Journal of International Economics, Elsevier (2026) View citations (3) (2026)
3. Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions
   Papers, arXiv.org

2024

4. A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates
   Papers, arXiv.org View citations (2)
   See also Journal Article A Heteroscedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates, Journal of Business & Economic Statistics, Taylor & Francis Journals (2025) View citations (1) (2025)
5. Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity
   Papers, arXiv.org View citations (1)
6. On LASSO for High Dimensional Predictive Regression
   Papers, arXiv.org View citations (23)
   See also Journal Article On LASSO for high dimensional predictive regression, Journal of Econometrics, Elsevier (2024) View citations (11) (2024)
7. The boosted HP filter is more general than you might think
   Papers, arXiv.org View citations (5)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2022) View citations (5)

Journal Articles

2026

1. LASSO inference for high dimensional predictive regressions
   Journal of Econometrics, 2026, 255, (C)
   See also Working Paper LASSO Inference for High Dimensional Predictive Regressions, Papers (2026) (2026)
2. Nickell bias in panel local projection: Financial crises are worse than you think
   Journal of International Economics, 2026, 160, (C) View citations (3)
   See also Working Paper Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think, Papers (2026) View citations (9) (2026)

2025

3. A Heteroscedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates
   Journal of Business & Economic Statistics, 2025, 43, (2), 413-422 View citations (1)
   See also Working Paper A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates, Papers (2024) View citations (2) (2024)

2024

4. On LASSO for high dimensional predictive regression
   Journal of Econometrics, 2024, 242, (2) View citations (11)
   See also Working Paper On LASSO for High Dimensional Predictive Regression, Papers (2024) View citations (23) (2024)
5. The boosted Hodrick‐Prescott filter is more general than you might think
   Journal of Applied Econometrics, 2024, 39, (7), 1260-1281 View citations (2)

2023

6. Is the People's Bank of China consistent in words and deeds?
   China Economic Review, 2023, 78, (C) View citations (1)