Zhipeng Liao

Zhipeng Liao

University of California Los Angeles - Los Angeles / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 1769514
University of California
person_outline Zhipeng Liao's MOST POPULAR ARTICLES
1-) Shrinkage estimation of high-dimensional factor models with structural instabilitiesX Cheng, Z Liao, F SchorfheideThe Review of Economic Studies 83 (4), 1511-1543, 20161212016
2-) On cross-validated lasso in high dimensionsD Chetverikov, Z Liao, V ChernozhukovThe Annals of Statistics 49 (3), 1300-1317, 2021102*2021
3-) Adaptive GMM shrinkage estimation with consistent moment selectionZ LiaoEconometric Theory 29 (5), 857-904, 2013872013
4-) Select the valid and relevant moments: An information-based LASSO for GMM with many momentsX Cheng, Z LiaoJournal of Econometrics 186 (2), 443-464, 20151032015
5-) Asymptotic efficiency of semiparametric two-step GMMD Ackerberg, X Chen, J Hahn, Z LiaoReview of Economic Studies 81 (3), 919-943, 2014812014