Zhipeng Liao

Available identifiers

zbMath Open liao.zhipengMaRDI QIDQ494180

List of research outcomes

Publication	Date of Publication	Type
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
Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models	2022-07-11	Paper
A consistent specification test for dynamic quantile 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
Asymptotic Efficiency of Semiparametric Two-step GMM	2019-01-23	Paper
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities	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

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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