Details about Ruoyao Shi

Access statistics for papers by Ruoyao Shi.

Last updated 2025-05-13. Update your information in the RePEc Author Service.

Short-id: psh1012

Working Papers

2024

1. Econometric Inference Using Hausman Instruments
   Working Papers, University of California at Riverside, Department of Economics
   Also in Working Papers, University of California at Riverside, Department of Economics (2024)
2. Identification and Estimation of Nonstationary Dynamic Binary Choice Models
   Working Papers, University of California at Riverside, Department of Economics

2022

3. An Averaging Estimator for Two Step M Estimation in Semiparametric Models
   Working Papers, University of California at Riverside, Department of Economics
   Also in Working Papers, University of California at Riverside, Department of Economics (2021)
   Working Papers, University of California at Riverside, Department of Economics (2022)
   See also Journal Article AN AVERAGING ESTIMATOR FOR TWO-STEP M-ESTIMATION IN SEMIPARAMETRIC MODELS, Econometric Theory, Cambridge University Press (2024) (2024)
4. Test of Neglected Heterogeneity in Dyadic Models
   Working Papers, University of California at Riverside, Department of Economics

2021

5. A Note on the GRS Test
   Working Papers, University of California at Riverside, Department of Economics View citations (1)
6. Breusch and Pagan’s (1980) Test Revisited
   Working Papers, University of California at Riverside, Department of Economics
7. The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables
   Working Papers, University of California at Riverside, Department of Economics
   Also in Working Papers, University of California at Riverside, Department of Economics (2021)
   See also Journal Article The influence function of semiparametric two-step estimators with estimated control variables, Economics Letters, Elsevier (2023) (2023)

2020

8. Utilizing Two Types of Survey Data to Enhance the Accuracy of Labor Supply Elasticity Estimation
   Working Papers, University of California at Riverside, Department of Economics
9. What Time Use Surveys Can (And Cannot) Tell Us About Labor Supply
   Working Papers, University of California at Riverside, Department of Economics View citations (1)
   Also in Working Papers, University of California at Riverside, Department of Economics (2019) View citations (2)
   See also Journal Article What time use surveys can (and cannot) tell us about labor supply, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2021) View citations (1) (2021)

2018

10. Identification and Estimation of Nonparametric Hedonic Equilibrium Model with Unobserved Quality
    Working Papers, University of California at Riverside, Department of Economics

2017

11. Synthetic Control and Inference
    Working Papers, University of California at Riverside, Department of Economics View citations (52)
    See also Journal Article Synthetic Control and Inference, Econometrics, MDPI (2017) View citations (42) (2017)

2015

12. 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 View citations (5)

Journal Articles

2024

1. AN AVERAGING ESTIMATOR FOR TWO-STEP M-ESTIMATION IN SEMIPARAMETRIC MODELS
   Econometric Theory, 2024, 40, (3), 652-687
   See also Working Paper An Averaging Estimator for Two Step M Estimation in Semiparametric Models, Working Papers (2022) (2022)
2. Testing and Ranking of Asset Pricing Models Using the GRS Statistic
   JRFM, 2024, 17, (4), 1-25

2023

3. The influence function of semiparametric two-step estimators with estimated control variables
   Economics Letters, 2023, 231, (C)
   See also Working Paper The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables, Working Papers (2021) (2021)

2021

4. What time use surveys can (and cannot) tell us about labor supply
   Journal of Applied Econometrics, 2021, 36, (7), 917-937 View citations (1)
   See also Working Paper What Time Use Surveys Can (And Cannot) Tell Us About Labor Supply, Working Papers (2020) View citations (1) (2020)

2019

5. On uniform asymptotic risk of averaging GMM estimators
   Quantitative Economics, 2019, 10, (3), 931-979 View citations (17)

2017

6. Synthetic Control and Inference
   Econometrics, 2017, 5, (4), 1-12 View citations (42)
   See also Working Paper Synthetic Control and Inference, Working Papers (2017) View citations (52) (2017)