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409 followers · 24 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

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 2026

    Jupyter Notebook 16 12

  2. Econ5150 Econ5150 Public

    Econ5150@CUHK

    Jupyter Notebook 20 10

  3. metricshilab/ivxj metricshilab/ivxj Public

    Compute IVXJ estimates for unbalanced panel data.

    Python 1

  4. metricshilab/panel-lp-replication metricshilab/panel-lp-replication Public

    Replication package for the paper on panel local projection

    PostScript 3 2

  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 31 21

  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 24 14