This is the Metrics-hi-lab @ CUHK.

Members

  • Zhentao Shi, Associate Professor
  • Ziwei Mei, Ph.D. candidate
  • Chengwang Liao, Ph.D. student
  • Yapeng Zheng, Ph.D. student

Publications

  • 2023: Zhentao Shi and #Jingyi Huang, “Forward-Selected Panel Data Approach for Program Evaluation,” Journal of Econometrics, 234, 512-535.

  • 2023: Wei Lin, Zhentao Shi, #Yishu Wang and #Ting Hin Yan: “Unfolding Beijing in a Hedonic Way,” Computational Economics, 61, 317-340.

  • 2022: Ji Hyung Lee, Zhentao Shi, and #Zhan Gao: “On LASSO for Predictive Regression” Journal of Econometrics, 229(2), 322-340

  • 2021: #Zhan Gao and Zhentao Shi: “Implementing Convex Optimization in R: Two Econometric Examples,” Computational Economics, 58, 1127-1135

  • 2021: #Ka Yan Cheng, Naijing Huang and Zhentao Shi: “Survay-Based Forecasting: To Average or Not To Average,” in Vladik Kreinovich, Songsak Sriboonchitta, Woraphon Yamaka (eds.), Studies in Computational Intelligence: Behavioral Predictive Modeling in Economics, vol 897, pp 87-104, Springer-Verlag