Zhentao Shi

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
LASSO inference for high dimensional predictive regressions Journal of Econometrics	2026-06-23	Paper
Measuring Social Interaction Effects When Instruments Are Weak Journal of Business and Economic Statistics	2024-10-17	Paper
Transformed Estimation for Panel Interactive Effects Models Journal of Business and Economic Statistics	2024-10-17	Paper
On LASSO for high dimensional predictive regression Journal of Econometrics	2024-09-06	Paper
Forward-selected panel data approach for program evaluation Journal of Econometrics	2023-06-09	Paper
On LASSO for predictive regression Journal of Econometrics	2022-07-15	Paper
Estimation of Sparse Structural Parameters with Many Endogenous Variables Econometric Reviews	2022-06-07	Paper
Survey-Based Forecasting: To Average or Not to Average Studies in Computational Intelligence	2021-12-10	Paper
Boosting: why you can use the HP filter International Economic Review	2021-09-17	Paper
Measurement matrix optimization algorithm with bat algorithm	2019-06-21	Paper
Identifying latent structures in panel data Econometrica	2019-01-31	Paper
Econometric estimation with high-dimensional moment equalities Journal of Econometrics	2016-09-13	Paper
Pitfalls in market timing test Economics Letters	2009-12-21	Paper

Research outcomes over time

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