Ziwei Mei

Ziwei Mei

Chinese University of Hong Kong - Central Ave / Hong Kong
Economics & Econometrics / Economics
AD Scientific Index ID: 5186632
香港中文大學
person_outline Ziwei Mei's MOST POPULAR ARTICLES
1-) The boosted Hodrick‐Prescott filter is more general than you might thinkZ Mei, PCB Phillips, Z ShiJournal of Applied Econometrics, 202411*2024
2-) On LASSO for high dimensional predictive regressionZ Mei, Z ShiarXiv preprint arXiv:2212.07052, 202232022
3-) Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You ThinkZ Mei, L Sheng, Z ShiarXiv preprint arXiv:2302.13455, 202352023
4-) A heteroskedasticity-robust overidentifying restriction test with high-dimensional covariatesQ Fan, Z Guo, Z MeiJournal of Business & Economic Statistics, 1-22, 20243*2024
5-) Uniform Inference for Nonlinear Endogenous Treatment Effects with High-Dimensional CovariatesQ Fan, Z Guo, Z Mei, CH ZhangarXiv preprint arXiv:2310.08063, 202312023