Faculty

Institution

Unit

Venue

Zhipeng Liao

Professor of Economics

University of California, Los Angeles

Affiliations

the College

Economics

Zhipeng Liao is currently serving as an Economics Professor of Economics at University of California, Los Angeles.

Honors

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Experiences

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Education

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Zhipeng Liao

University of California, Los Angeles

Professor of Economics

You can click a keyword to filter the displayed items

econometrics statistics economics estimation theory statistical inference inference machine learning statistical methodology financial econometrics finance time series economic research uniform nonparametric inference applied mathematics statistical models forecasting economic modelling social science research econometric models sieve inference gmm estimators robust evaluations macro-finance decoupling uniform asymptotic risk financial economics economic analysis econometric methods panel data relevant moments gmm estimation administrative science management science nuclear science multiple-criteria decision analysis bibliometrics predictability volatility modeling parameter estimation artificial general intelligence semi-nonparametric estimation mathematical statistics empirical finance management analysis gm crop shrinkage estimation high-dimensional factor models structural instabilities consistent moment selection information-based lasso cross-validated lasso high dimensions irregular parameters

Notable Scholarly Works

Notable Federal Grants

Collaborators

Optimal Cross-Sectional Regression. Management Science (2024)

Zhipeng LiaoYan LiuZhenzhen Xie

administrative sciencemanagement analysiseconometricssocial sciencesinformation sciencedata scienceoptimal cross-sectional regressionmanagementmanagement science

Some Finite-Sample Results on the Hausman Test. Economics Letters (2024)

mathematical statisticseconomic researcheconometricseconomicseconomic analysis

The Influence Function of Semiparametric Two-Step Estimators With Estimated Control Variables. Economics Letters (2023)

Jinyong HahnZhipeng LiaoGeert RidderRuoyao Shi

estimation theoryeconometricsinfluence functioneconomicscontrol variablessemiparametric two-step estimators

Uniform Nonparametric Inference for Spatially Dependent Panel Data. Journal of Business and Economic Statistics (2023)

Jia LiZhipeng LiaoWenyu Zhou

business analyticsuniform nonparametric inferencebusinesseconometricspanel datajournalismstatistics

Uniform Nonparametric Inference for Spatially Dependent Panel Data: The Xtnpsreg Command. The Stata Journal Promoting communications on statistics and Stata (2023)

Jia LiZhipeng LiaoWenyu Zhou

uniform nonparametric inferenceeconometricsxtnpsreg commandpanel datastatistics

A Consistent Specification Test for Dynamic Quantile Models. Quantitative Economics (2022)

Peter HorvathJia LiZhipeng LiaoAndrew J. Patton

consistent specification testdynamic quantile modelsstatisticseconometrics

Conditional Evaluation of Predictive Models: The Cspa Command. The Stata Journal Promoting communications on statistics and Stata (2022)

Jia LiZhipeng LiaoRogier QuaedvliegWenyu Zhou

predictive modelscspa commandconditional evaluationdata sciencemachine learning

Identification and the Influence Function of Olley and Pakes’ (1996) Production Function Estimator. Econometric Theory (2022)

Jinyong HahnZhipeng LiaoGeert Ridder

influence functionproduction function estimatorstatisticseconometrics

Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models. Econometrica (2022)

Xu ChengWinston Wei DouZhipeng Liao

macro-finance decouplingmacroeconomicsrobust evaluationseconometrics

Additional Materials for Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models. SSRN Electronic Journal (2021)

Xu ChengWinston Wei DouZhipeng Liao

social science researchasset pricingsocial sciencesadditional materialsmacro-finance decouplingrobust evaluations

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Zhipeng Liao

Professor of Economics

University of California, Los Angeles

Affiliations

the College

Economics

Zhipeng Liao is currently serving as an Economics Professor of Economics at University of California, Los Angeles.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Zhipeng Liao

University of California, Los Angeles

Professor of Economics

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Optimal Cross-Sectional Regression. Management Science (2024)

Zhipeng LiaoYan LiuZhenzhen Xie

administrative sciencemanagement analysiseconometricssocial sciencesinformation sciencedata scienceoptimal cross-sectional regressionmanagementmanagement science

Some Finite-Sample Results on the Hausman Test. Economics Letters (2024)

mathematical statisticseconomic researcheconometricseconomicseconomic analysis

The Influence Function of Semiparametric Two-Step Estimators With Estimated Control Variables. Economics Letters (2023)

Jinyong HahnZhipeng LiaoGeert RidderRuoyao Shi

estimation theoryeconometricsinfluence functioneconomicscontrol variablessemiparametric two-step estimators

Uniform Nonparametric Inference for Spatially Dependent Panel Data. Journal of Business and Economic Statistics (2023)

Jia LiZhipeng LiaoWenyu Zhou

business analyticsuniform nonparametric inferencebusinesseconometricspanel datajournalismstatistics

Uniform Nonparametric Inference for Spatially Dependent Panel Data: The Xtnpsreg Command. The Stata Journal Promoting communications on statistics and Stata (2023)

Jia LiZhipeng LiaoWenyu Zhou

uniform nonparametric inferenceeconometricsxtnpsreg commandpanel datastatistics

A Consistent Specification Test for Dynamic Quantile Models. Quantitative Economics (2022)

Peter HorvathJia LiZhipeng LiaoAndrew J. Patton

consistent specification testdynamic quantile modelsstatisticseconometrics

Conditional Evaluation of Predictive Models: The Cspa Command. The Stata Journal Promoting communications on statistics and Stata (2022)

Jia LiZhipeng LiaoRogier QuaedvliegWenyu Zhou

predictive modelscspa commandconditional evaluationdata sciencemachine learning

Identification and the Influence Function of Olley and Pakes’ (1996) Production Function Estimator. Econometric Theory (2022)

Jinyong HahnZhipeng LiaoGeert Ridder

influence functionproduction function estimatorstatisticseconometrics

Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models. Econometrica (2022)

Xu ChengWinston Wei DouZhipeng Liao

macro-finance decouplingmacroeconomicsrobust evaluationseconometrics

Additional Materials for Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models. SSRN Electronic Journal (2021)

Xu ChengWinston Wei DouZhipeng Liao

social science researchasset pricingsocial sciencesadditional materialsmacro-finance decouplingrobust evaluations

1
2
3
4
5
10 / page

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Institution

University of North Carolina at Chapel Hill

statistical methodology

high-dimensional data

George G. Judge

Institution

University of California, Berkeley

econometric method

economic behavior

Denis Nekipelov

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University of Virginia

economics

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Joerg Stoye

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