Browsing All of EconStor by Author Liao, Zhipeng
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2012 | Sieve inference on semi-nonparametric time series models | Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao |
2012 | Asymptotic efficiency of semiparametric two-step GMM | Chen, Xiaohong; Hahn, Jinyong; Liao, Zhipeng |
2016 | On cross-validated Lasso | Chetverikov, Denis; Liao, Zhipeng |
2019 | On uniform asymptotic risk of averaging GMM estimators | Cheng, Xu; Liao, Zhipeng; Shi, Ruoyao |
2020 | A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models | Liao, Zhipeng; Shi, Xiaoxia |
2021 | Fixed-k inference for volatility | Bollerslev, Tim; Li, Jia; Liao, Zhipeng |