Zhipeng Liao
University of California, Los Angeles
H-index: 15
North America-United States
Top articles of Zhipeng Liao
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Some finite-sample results on the Hausman test | Economics Letters | Jinyong Hahn Zhipeng Liao Nan Liu Shuyang Sheng | 2024/4/24 |
Uniform nonparametric inference for spatially dependent panel data | Journal of Business & Economic Statistics | Jia Li Zhipeng Liao Wenyu Zhou | 2024/4/2 |
Optimal cross-sectional regression | Management Science | Zhipeng Liao Yan Liu Zhenzhen Xie | 2024/1/25 |
Logit-based alternatives to two-stage least squares | arXiv preprint arXiv:2312.10333 | Denis Chetverikov Jinyong Hahn Zhipeng Liao Shuyang Sheng | 2023/12/16 |
The influence function of semiparametric two-step estimators with estimated control variables | Economics Letters | Jinyong Hahn Zhipeng Liao Geert Ridder Ruoyao Shi | 2023/10/1 |
Identification and the Influence Function of Olley and Pakes’(1996) Production Function Estimator | Econometric Theory | Jinyong Hahn Zhipeng Liao Geert Ridder | 2023/10 |
Supplemental Appendix to:“The Influence Function of Semiparametric Two-step Estimators with Estimated Control Variables” | Jinyong Hahn Zhipeng Liao Geert Ridder Ruoyao Shi | 2023/7/21 | |
Standard errors when a regressor is randomly assigned | arXiv preprint arXiv:2303.10306 | Denis Chetverikov Jinyong Hahn Zhipeng Liao Andres Santos | 2023/3/18 |
A consistent specification test for dynamic quantile models | Quantitative Economics | Peter Horvath Jia Li Zhipeng Liao Andrew J Patton | 2022/1 |
Conditional evaluation of predictive models: The cspa command | Jia Li Zhipeng Liao Rogier Quaedvlieg Wenyu Zhou | 2022 | |
Estimation and inference of semiparametric models using data from several sources | Journal of Econometrics | Moshe Buchinsky Fanghua Li Zhipeng Liao | 2022/1/1 |
Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models | Econometrica | Xu Cheng Winston Wei Dou Zhipeng Liao | 2022/3 |
Conditional superior predictive ability | Review of Economic Studies | Jia Li Zhipeng Liao Rogier Quaedvlieg | 2022 |
A general test for functional inequalities | Jia Li Zhipeng Liao Wenyu Zhou | 2022 | |
Learning before testing: A selective nonparametric test for conditional moment restrictions | Review of Economic Studies | Jia Li Zhipeng Liao Wenyu Zhou | 2022 |
Additional Materials for Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models | Xu Cheng Winston Wei Dou Zhipeng Liao | 2021/2/16 | |
A Note on Additional Materials for | Econometrica, Forthcoming | Xu Cheng Winston Wei Dou Zhipeng Liao | 2021/8/25 |
Supplement to “On cross-validated Lasso in high dimensions.” | Denis Chetverikov Zhipeng Liao Victor Chernozhukov | 2021 | |
A Note on Additional Materials for ‘Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models’ | Xu Cheng Winston Wei Dou Zhipeng Liao | 2021/8/4 | |
Volatility coupling | The Annals of Statistics | Jean Jacod Jia Li Zhipeng Liao | 2021/8 |
Co-Authors
