Zhipeng Liao

Names

Identifer

Contact

Affiliations

• University of California-Los Angeles (UCLA) / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Adaptive Gmm Shrinkage Estimation With Consistent Moment Selection
  Econometric Theory, Cambridge University Press (2013)
  by Liao, Zhipeng
  (ReDIF-article, cup:etheor:v:29:y:2013:i:05:p:857-904_00)
• Automated Estimation Of Vector Error Correction Models
  Econometric Theory, Cambridge University Press (2015)
  by Liao, Zhipeng & Phillips, Peter C. B.
  (ReDIF-article, cup:etheor:v:31:y:2015:i:03:p:581-646_00)
• Sieve Inference on Semi-nonparametric Time Series Models
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2012)
  by Xiaohong Chen & Zhipeng Liao & Yixiao Sun
  (ReDIF-paper, cwl:cwldpp:1849)
• Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2012)
  by Peter C.B. Phillips & Zhipeng Liao
  (ReDIF-paper, cwl:cwldpp:1871)
• Automated Estimation of Vector Error Correction Models
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2012)
  by Zhipeng Liao & Peter C.B. Phillips
  (ReDIF-paper, cwl:cwldpp:1873)
• Asymptotic Efficiency of Semiparametric Two-step GMM
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2012)
  by Xiaohong Chen & Jinyong Hahn & Zhipeng Liao
  (ReDIF-paper, cwl:cwldpp:1880)
• Sieve Semiparametric Two-Step GMM under Weak Dependence
  Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2015)
  by Xiaohong Chen & Zhipeng Liao
  (ReDIF-paper, cwl:cwldpp:2012)
• Sieve inference on possibly misspecified semi-nonparametric time series models
  Journal of Econometrics, Elsevier (2014)
  by Chen, Xiaohong & Liao, Zhipeng & Sun, Yixiao
  (ReDIF-article, eee:econom:v:178:y:2014:i:p3:p:639-658)
• Sieve M inference on irregular parameters
  Journal of Econometrics, Elsevier (2014)
  by Chen, Xiaohong & Liao, Zhipeng
  (ReDIF-article, eee:econom:v:182:y:2014:i:1:p:70-86)
• Select the valid and relevant moments: An information-based LASSO for GMM with many moments
  Journal of Econometrics, Elsevier (2015)
  by Cheng, Xu & Liao, Zhipeng
  (ReDIF-article, eee:econom:v:186:y:2015:i:2:p:443-464)
• Sieve semiparametric two-step GMM under weak dependence
  Journal of Econometrics, Elsevier (2015)
  by Chen, Xiaohong & Liao, Zhipeng
  (ReDIF-article, eee:econom:v:189:y:2015:i:1:p:163-186)
• Shrinkage estimation of high-dimensional factor models with structural instabilities
  Working Papers, Federal Reserve Bank of Philadelphia (2013)
  by Xu Cheng & Zhipeng Liao & Frank Schorfheide
  (ReDIF-paper, fip:fedpwp:14-4)
• Sieve inference on semi-nonparametric time series models
  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
  by Xiaohong Chen & . . & Yixiao Sun
  (ReDIF-paper, ifs:cemmap:06/12)
• Asymptotic efficiency of semiparametric two-step GMM
  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012)
  by Xiaohong Chen & Jinyong Hahn
  (ReDIF-paper, ifs:cemmap:31/12)
• Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Xu Cheng & Zhipeng Liao & Frank Schorfheide
  (ReDIF-paper, nbr:nberwo:19792)
• Asymptotic Efficiency of Semiparametric Two-step GMM
  Review of Economic Studies, Oxford University Press (2014)
  by Daniel Ackerberg & Xiaohong Chen & Jinyong Hahn & Zhipeng Liao
  (ReDIF-article, oup:restud:v:81:y:2014:i:3:p:919-943)
• Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments
  PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2012)
  by Xu Cheng & Zhipeng Liao
  (ReDIF-paper, pen:papers:12-045)
• Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version
  PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011)
  by Xu Cheng & Zhipeng Liao
  (ReDIF-paper, pen:papers:13-062)
• Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version
  PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2013)
  by Xu Cheng & Zhipeng Liao & Ruoyao Shi
  (ReDIF-paper, pen:papers:15-017)
• Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command
  Stata Journal, StataCorp LP (2023)
  by Jia Li & Zhipeng Liao & Wenyu Zhou
  (ReDIF-article, tsj:stataj:v:23:y:2023:i:1:p:243-264)