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ℓ2-relaxation : with applications to forecast combination and portfolio analysis
Shi, Zhentao; Su, Liangjun; Xie, Tian - In: The review of economics and statistics 107 (2025) 2, pp. 523-538
Persistent link: https://www.econbiz.de/10015395356
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Boosting: why you can use the HP filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012132071
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Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.; Shi, Zhentao - 2019
Persistent link: https://www.econbiz.de/10012062406
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On LASSO for predictive regression
Lee, Ji Hyung; Shi, Zhentao; Gao, Zhan - In: Journal of econometrics 229 (2022) 2, pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
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Unfolding Beijing in a hedonic way
Lin, Wei; Shi, Zhentao; Wang, Yishu; Yan, Ting Hin - In: Computational economics 61 (2023) 1, pp. 317-340
Persistent link: https://www.econbiz.de/10014228430
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The boosted HP filter is more general than you might think
Mei, Ziwei; Phillips, Peter C. B.; Shi, Zhentao - 2022
Persistent link: https://www.econbiz.de/10013464254