The boosted Hodrick‐Prescott filter is more general than you might think Z Mei, PCB Phillips, Z Shi Journal of Applied Econometrics, 2024 | 9* | 2024 |
A heteroskedasticity-robust overidentifying restriction test with high-dimensional covariates Q Fan, Z Guo, Z Mei Journal of Business & Economic Statistics, 1-22, 2024 | 3* | 2024 |
On LASSO for high dimensional predictive regression Z Mei, Z Shi Journal of Econometrics 242 (2), 105809, 2024 | 3 | 2024 |
Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think Z Mei, L Sheng, Z Shi arXiv preprint arXiv:2302.13455, 2023 | 3 | 2023 |
Is the People's Bank of China consistent in words and deeds? J Lin, Z Mei, L Chen, C Zhu China Economic Review 78, 101919, 2023 | 1 | 2023 |
Uniform Inference for Nonlinear Endogenous Treatment Effects with High-Dimensional Covariates Q Fan, Z Guo, Z Mei, CH Zhang arXiv preprint arXiv:2310.08063, 2023 | | 2023 |