Articles with public access mandates - Zhipeng LiaoLearn more
Available somewhere: 8
Shrinkage estimation of high-dimensional factor models with structural instabilities
X Cheng, Z Liao, F Schorfheide
The Review of Economic Studies 83 (4), 1511-1543, 2016
Mandates: US National Science Foundation
On cross-validated lasso in high dimensions
D Chetverikov, Z Liao, V Chernozhukov
The Annals of Statistics 49 (3), 1300-1317, 2021
Mandates: US National Science Foundation
Conditional superior predictive ability
J Li, Z Liao, R Quaedvlieg
The Review of Economic Studies 89 (2), 843-875, 2022
Mandates: US National Science Foundation, Netherlands Organisation for Scientific Research
Uniform nonparametric inference for time series
J Li, Z Liao
Journal of Econometrics 219 (1), 38-51, 2020
Mandates: US National Science Foundation
Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
X Cheng, WW Dou, Z Liao
Econometrica 90 (2), 685-713, 2022
Mandates: US National Science Foundation
Fixed‐k inference for volatility
T Bollerslev, J Li, Z Liao
Quantitative Economics 12 (4), 1053-1084, 2021
Mandates: US National Science Foundation
On the optimality of cross-validated series quantile estimators
D Chetverikov, Z Liao
Working paper.[1006], 2019
Mandates: US National Science Foundation
Uniform Nonparametric Series Inference for Dependent Data with an Application to the Search and Matching Model
J Li, Z Liao
Economic Research Initiatives at Duke (ERID) Working Paper, 2018
Mandates: US National Science Foundation
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