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Zhipeng Liao

University of California, Los Angeles (from arXiv:2601.22354, 2026) · ORCID · OpenAlex

35 papers in scope · 31 published · 4 on the econ.EM arXiv · 829 citations · h-index 16 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Saman Banafti
  2. Tae-Hwy Lee
  3. Johannes W. Ligtenberg
  4. Tiemen Woutersen
  5. Martin Weidner
  6. Iván Fernández-Val
  7. Koen Jochmans
  8. Stéphane Bonhomme Thibaut Lamadon Elena Manresa
  9. Eric Qian
  10. Jeffrey M. Wooldridge
  11. Gokul Gopalan Ramachandran
  12. Wenyu Zhou
  13. Niu He
  14. Mengsi Gao
  15. Alberto Abadie
  16. Stéphane Bonhomme
  17. Victor Chernozhukov
  18. Peng Ding
  19. Alexandre Belloni
  20. Christian Hansen

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(5 of 35)

Granular Instrumental Variables: Estimation and Inference
working paper2026 · arXiv
with Jinyong Hahn, Niu He, Wenyu Zhou
Paper profile arXiv arXiv:2606.14057
Model Selection in Panel Data Models: A Generalization of the Vuong Test
working paper2026 · arXiv
with Jinyong Hahn, Konrad Menzel, Q.H. Vuong
Paper profile arXiv arXiv:2601.22354
A general test for functional inequalities
published2025 · Journal of Econometrics
with Jia Li, Wenyu Zhou
Journal of Econometrics
Some finite-sample results on the Hausman test
published2024 · Economics Letters · 3 citations · first circulated 2023
with Jinyong Hahn, Nan Liu, Shuyang Sheng
Paper profile Economics Letters arXiv:2312.10558
Optimal Cross-Sectional Regression
published2024 · Management Science · 8 citations · first circulated 2020
with Yan Liu, Zhenzhen Xie
Management Science
Logit-based alternatives to two-stage least squares
working paper2023 · arXiv
with Denis Chetverikov, Jinyong Hahn, Shuyang Sheng
Paper profile arXiv arXiv:2312.10333
The influence function of semiparametric two-step estimators with estimated control variables
published2023 · Economics Letters
with Jinyong Hahn, Geert Ridder, Ruoyao Shi
Economics Letters
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command
published2023 · Journal of Business and Economic Statistics · 6 citations
with Jia Li, Wenyu Zhou
Journal of Business and Economic Statistics
Standard errors when a regressor is randomly assigned
working paper2023 · arXiv
with Denis Chetverikov, Jinyong Hahn, Andrés Santos
Paper profile arXiv arXiv:2303.10306
Conditional evaluation of predictive models: The cspa command
published2022 · The Stata Journal Promoting communications on statistics and Stata
with Jia Li, Rogier Quaedvlieg, Wenyu Zhou
The Stata Journal Promoting communications on statistics and Stata
IDENTIFICATION AND THE INFLUENCE FUNCTION OF OLLEY AND PAKES’ (1996) PRODUCTION FUNCTION ESTIMATOR
published2022 · Econometric Theory · 1 citations
with Jinyong Hahn, Geert Ridder
Econometric Theory
Macro‐Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models
published2022 · Econometrica · 29 citations · first circulated 2020
with Xu Cheng, Winston Wei Dou
Econometrica
A consistent specification test for dynamic quantile models
published2022 · Quantitative Economics · 7 citations
with Péter Horváth, Jia Li, Andrew J. Patton
Quantitative Economics
Volatility coupling
published2021 · The Annals of Statistics · 6 citations
with Jean Jacod, Jia Li
The Annals of Statistics
Conditional Superior Predictive Ability
published2021 · The Review of Economic Studies · 37 citations · first circulated 2020
with Jia Li, Rogier Quaedvlieg
The Review of Economic Studies
On cross-validated Lasso in high dimensions
published2021 · The Annals of Statistics · 14 citations
with Denis Chetverikov, Victor Chernozhukov
The Annals of Statistics
Estimation and inference of semiparametric models using data from several sources
published2021 · Journal of Econometrics · 12 citations
with Moshe Buchinsky, Fanghua Li
Journal of Econometrics
Research on the Technology Innovation Efficiency of China’s Listed New Energy Vehicle Enterprises
published2021 · Mathematical Problems in Engineering · 16 citations
with Songbo Chen, Yuqiang Feng, Chaoran Lin, Xiaoyao Mei
Mathematical Problems in Engineering
Bootstrap Standard Error Estimates and Inference
published2021 · Econometrica · 32 citations
with Jinyong Hahn
Econometrica
Fixed‐ k inference for volatility
published2021 · Quantitative Economics · 19 citations
with Tim Bollerslev, Jia Li
Quantitative Economics
Uniform nonparametric inference for time series using Stata
published2020 · The Stata Journal Promoting communications on statistics and Stata · 2 citations
with Jia Li, Mengsi Gao
The Stata Journal Promoting communications on statistics and Stata
Uniform nonparametric inference for time series
published2020 · Journal of Econometrics · 32 citations
with Jia Li
Journal of Econometrics
A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
published2020 · Quantitative Economics · 16 citations
with Xiaoxia Shi
Quantitative Economics
On uniform asymptotic risk of averaging GMM estimators
published2019 · Quantitative Economics · 32 citations · first circulated 2015
with Xu Cheng, Ruoyao Shi
Quantitative Economics
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
published2018 · Econometric Theory · 18 citations · first circulated 2016
with Jinyong Hahn, Geert Ridder
Econometric Theory
ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS
published2017 · Econometric Theory · 14 citations · first circulated 2016
with Ji Hyung Lee
Econometric Theory
NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION
published2017 · Econometric Theory · 1 citations
with Jinyong Hahn
Econometric Theory
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
published2016 · The Review of Economic Studies · 124 citations · first circulated 2013
with Xu Cheng, Frank Schorfheide
The Review of Economic Studies
Sieve semiparametric two-step GMM under weak dependence
published2015 · Journal of Econometrics · 16 citations
with Xiaohong Chen
Journal of Econometrics
Select the valid and relevant moments: An information-based LASSO for GMM with many moments
published2015 · Journal of Econometrics · 86 citations · first circulated 2013
with Xu Cheng
Journal of Econometrics
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS
published2015 · Econometric Theory · 50 citations · first circulated 2012
with Peter C.B. Phillips
Econometric Theory
Sieve inference on irregular parameters
published2014 · Journal of Econometrics · 37 citations
with Xiaohong Chen
Journal of Econometrics
Asymptotic Efficiency of Semiparametric Two-step GMM
published2014 · The Review of Economic Studies · 60 citations · first circulated 2012
with Daniel A. Ackerberg, Xiaohong Chen, Jin-Woo Hahn, Zhan-Ru Liao, Jinyong Hahn
The Review of Economic Studies
Sieve inference on possibly misspecified semi-nonparametric time series models
published2013 · Journal of Econometrics · 54 citations · first circulated 2012
with Xiaohong Chen, Yixiao Sun, Yale Cowles Submitter
Journal of Econometrics
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
published2013 · Econometric Theory · 97 citations · first circulated 2012
Econometric Theory

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.