Skip to contents

  1. Chen, Xiaohong [Author] ; Liao, Zhipeng [Other]

    Sieve Semiparametric Two-Step GMM Under Weak Dependence

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2015]

    Published in: Cowles Foundation Discussion Paper ; No. 2012

  2. Cheng, Xu [Author] ; Liao, Zhipeng [Other]

    Select the Valid and Relevant Moments : A One-Step Procedure for GMM with Many Moments

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2013]

    Published in: PIER Working Paper ; No. 12-045

  3. Cheng, Xu [Author] ; Liao, Zhipeng [Other]

    Select the Valid and Relevant Moments : An Information-Based LASSO for GMM with Many Moments

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2013]

    Published in: PIER Working Paper ; No. 13-062

  4. Cheng, Xu [Author] ; Dou, Winston [Other]; Liao, Zhipeng [Other]

    Macro-Finance Decoupling : Robust Evaluations of Macro Asset Pricing Models

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2020]

    Published in: PIER Working Paper ; No. 20-019

  5. Cheng, Xu [Author] ; Dou, Winston [Other]; Liao, Zhipeng [Other]

    Macro-Finance Decoupling : Robust Evaluations of Macro Asset Pricing Models

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2020]

    Published in: Jacobs Levy Equity Management Center for Quantitative Financial Research Paper

  6. Cheng, Xu [Author] ; Dou, Winston [Other]; Liao, Zhipeng [Other]

    Supplemental Appendix to Macro-Finance Decoupling : Robust Evaluations of Macro Asset Pricing Models

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2020]

  7. Cheng, Xu [Author] ; Liao, Zhipeng [Other]; Shi, Ruoyao [Other]

    Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2015]

    Published in: PIER Working Paper ; No. 15-017

  8. Cheng, Xu [Author] ; Schorfheide, Frank [Other]; Liao, Zhipeng [Other] National Bureau of Economic Research

    Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Cambridge, Mass: National Bureau of Economic Research, January 2014

    Published in: NBER working paper series ; no. w19792

  9. Cheng, Xu [Author] ; Liao, Zhipeng [Other]; Schorfheide, Frank [Other]

    Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2014]

    Published in: FRB of Philadelphia Working Paper ; No. 14-4

  10. Chen, Xiaohong [Author] ; Hahn, Jinyong [Other]; Liao, Zhipeng [Other]

    Asymptotic Efficiency of Semiparametric Two-Step GMM

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2012]

    Published in: Cowles Foundation Discussion Paper ; No. 1880

  11. Chen, Xiaohong [Author] ; Liao, Zhipeng [Other]; Sun, Yixiao [Other]

    Sieve Inference on Semi-Nonparametric Time Series Models

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [S.l.]: SSRN, [2012]

    Published in: Cowles Foundation Discussion Paper ; No. 1849

  12. Li, Jia [Author]; Liao, Zhipeng [Author]

    Uniform nonparametric series inference for dependent data with an application to the search and matching model

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Durham, NC: Economic Research Initiatives @ Duke (ERID), June 17, 2018

    Published in: ERID working paper ; 268