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Sieve inference on possibly misspecified semi-nonparametric time series models
Chen, Xiaohong; Liao, Zhipeng; Sun, Yixiao - In: Journal of econometrics 178 (2014) 1, pp. 639-658
Persistent link: https://www.econbiz.de/10010257367
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Sieve M inference on irregular parameters
Chen, Xiaohong; Liao, Zhipeng - In: Journal of econometrics 182 (2014) 1, pp. 70-86
Persistent link: https://www.econbiz.de/10010497140
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Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong; Liao, Zhipeng - In: Journal of econometrics 189 (2015) 1, pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
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Select the valid and relevant moments : an information-based LASSO for GMM with many moments
Cheng, Xu; Liao, Zhipeng - In: Journal of econometrics 186 (2015) 2, pp. 443-464
Persistent link: https://www.econbiz.de/10011349446
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Uniform nonparametric inference for time series
Li, Jia; Liao, Zhipeng - In: Journal of econometrics 219 (2020) 1, pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
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Estimation and inference of semiparametric models using data from several sources
Buchinsky, Moshe; Li, Fanghua; Liao, Zhipeng - In: Journal of econometrics 226 (2022) 1, pp. 80-103
Persistent link: https://www.econbiz.de/10013440517