Zhentao Shi

CFDPs

CFDP 2212 Peter C. B. Phillips, Zhentao Shi, "Boosting: Why you Can Use the HP Filter," (December 2019) [57pp, Abstract], (See: CFDP 2192)
CFDP 2192 Peter C. B. Phillips, Zhentao Shi, "Boosting the Hodrick-Prescott Filter," (May 2019) [46pp, Abstract]
CFDP 1965 Liangjun Su, Zhentao Shi, Peter C. B. Phillips, "Identifying Latent Structures in Panel Data," (December 2014) [76pp, Abstract] (See: 1536)

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CFPs

CFP 1536 Liangjun Su, Zhentao Shi, Peter C. B. Phillips, "Identifying Latent Structures in Panel Data," Econometrica, (November 2016), 84(6): 2215-2264