Zhipeng Liao

Available identifiers

zbMath Open liao.zhipengMaRDI QIDQ494180

List of research outcomes

Publication	Date of Publication	Type
Uniform Nonparametric Inference for Spatially Dependent Panel Data	2024-10-28	Paper
Some finite-sample results on the Hausman test	2024-06-14	Paper
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR	2023-10-24	Paper
The influence function of semiparametric two-step estimators with estimated control variables	2023-09-12	Paper
A consistent specification test for dynamic quantile models	2022-07-11	Paper
Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models	2022-07-11	Paper
Fixed‐ k inference for volatility	2022-03-24	Paper
Conditional Superior Predictive Ability	2022-03-16	Paper
Estimation and inference of semiparametric models using data from several sources	2022-02-10	Paper
Bootstrap Standard Error Estimates and Inference	2022-01-06	Paper
Volatility coupling	2021-12-03	Paper
On cross-validated Lasso in high dimensions	2021-09-28	Paper
A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models	2021-06-03	Paper
Uniform nonparametric inference for time series	2021-02-09	Paper
On uniform asymptotic risk of averaging GMM estimators	2020-08-12	Paper
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities	2019-01-23	Paper
Asymptotic Efficiency of Semiparametric Two-step GMM	2019-01-23	Paper
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE	2018-11-09	Paper
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS	2018-06-26	Paper
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION	2018-05-24	Paper
Sieve semiparametric two-step GMM under weak dependence	2015-09-18	Paper
Select the valid and relevant moments: an information-based Lasso for GMM with many moments	2015-08-31	Paper
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS	2015-06-22	Paper
Sieve inference on possibly misspecified semi-nonparametric time series models	2014-08-07	Paper
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION	2014-06-20	Paper
Sieve \(M\) inference on irregular parameters	2014-06-04	Paper

Research outcomes over time

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