Zhipeng Liao, Ph.D.
Affiliations: | Economics | University of California, Los Angeles, Los Angeles, CA | |
2012 | Yale University, New Haven, CT |
Area:
Econometric Theory and Applied EconometricsGoogle:
"Zhipeng Liao"Parents
Sign in to add mentorPeter C.B. Phillips | grad student | 2012 | Yale | |
(Shrinkage Methods for Automated Econometric Model Determination.) |
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Publications
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Li J, Liao Z. (2020) Uniform nonparametric inference for time series Journal of Econometrics |
Cheng X, Liao Z, Shi R. (2019) On uniform asymptotic risk of averaging GMM estimators Quantitative Economics. 10: 931-979 |
Hahn J, Liao Z, Ridder G. (2018) Nonparametric Two-Step Sieve M Estimation And Inference Econometric Theory. 34: 1281-1324 |
Lee JH, Liao Z. (2017) On Standard Inference for GMM with Local Identification Failure of Known Forms Econometric Theory. 34: 790-814 |
Hahn J, Liao Z. (2017) Nonparametric Instrumental Variables And Regular Estimation Econometric Theory. 34: 574-597 |
Cheng X, Liao Z, Schorfheide F. (2016) Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities The Review of Economic Studies. 83: 1511-1543 |
Sun C, Liu MY, Liu XG, et al. (2015) Serine Protease Inhibitor Kazal Type 1 (SPINK1) c.194+2T > C Mutation May Predict Long-term Outcome of Endoscopic Treatments in Idiopathic Chronic Pancreatitis. Medicine. 94: e2046 |
Zou WB, Hu LH, Chen JY, et al. (2015) Blood in the T-tube as a side effect of hemosuccus pancreaticus. Pancreatology : Official Journal of the International Association of Pancreatology (Iap) ... [Et Al.] |
Chen X, Liao Z. (2015) Sieve Semiparametric Two-Step GMM Under Weak Dependence Journal of Econometrics. 189: 163-186 |
Cheng X, Liao Z. (2015) Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments Journal of Econometrics. 186: 443-464 |