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343 followers · 12 following

Achievements

Achievement: Starstruckx2Achievement: YOLOAchievement: QuickdrawAchievement: Pull Sharkx2Achievement: Arctic Code Vault Contributor

Achievements

Achievement: Starstruckx2Achievement: YOLOAchievement: QuickdrawAchievement: Pull Sharkx2Achievement: Arctic Code Vault Contributor

Highlights

  • Pro

Organizations

@metricshilab

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zhentaoshi/README.md

Associate Professor

  • Department of Economics, the Chinese University of Hong Kong

I work on econometric theory, with focus on estimation and inference of machine learning methods for economic and financial applications.

Pinned Loading

  1. Econ5821 Econ5821 Public

    Econ5821 2024

    Jupyter Notebook 7 5

  2. metricshilab/ivxj metricshilab/ivxj Public

    Compute IVXJ estimates for unbalanced panel data.

    Python

  3. panel-local-projection panel-local-projection Public

    Code for half-panel jackknife in panel local projection

    R 5 1

  4. Econ5150 Econ5150 Public

    Econ5150@CUHK

    Jupyter Notebook 7 6

  5. Boosted_HP_filter Boosted_HP_filter Public

    Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"

    HTML 25 19

  6. C-Lasso C-Lasso Public

    The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”

    MATLAB 21 16