Dark Mode

Skip to content

Navigation Menu

Sign in
Appearance settings

Search code, repositories, users, issues, pull requests...

Provide feedback

We read every piece of feedback, and take your input very seriously.

Saved searches

Use saved searches to filter your results more quickly
Sign up
Appearance settings
zhentaoshi
Follow

Zhentao Shi zhentaoshi

Econometrician

Highlights

  • Pro

Organizations

Block or report zhentaoshi

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don't include any personal information such as legal names or email addresses. Markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user's behavior. Learn more about reporting abuse.

Report abuse
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 13 11

  2. Econ5150 Econ5150 Public

    Econ5150@CUHK

    Jupyter Notebook 21 8

  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 1 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 15