史震涛
Prof. SHI Zhentao
Associate Professor
Tel: (852) 3943-1432
Email: zhentao.shi@cuhk.edu.hk
Office Location: Room 934, Esther Lee Building
Home Page: http://zhentaoshi.github.io/
Education
BA (Zhejiang University)
MA (Peking University)
Ph.D. (Yale University)
Research Interest
Econometric Theory
Applied Econometrics

Biography
Research
BiographyProf. Shi is Associate Professor at the Department of Economics. He specializes in econometric theory, with focus on estimation and inference of machine learning methods for economic and financial applications.

Research• "Forward-Selected Panel Data Approach for Program Evaluation," forthcoming, with Jingyi Huang, Journal of Econometrics
• "On LASSO for Predictive Regression," forthcoming, with Ji Hyung Lee and Zhan Gao, Journal of Econometrics
• “Measuring Social Interaction Effects When Instruments Are Weak,” forthcoming, with Stephen L. Ross, Journal of Business & Economic Statistics
• "Boosting: Why You Can Use the HP Filter," 2021, with Peter Phillips, International Economic Review, 62(2), 521-570
• "Structural Estimation of Behavioral Heterogeneity," 2018, with Huanhuan Zheng, Journal of Applied Econometrics, 33(5), 690-707
• "Identifying Latent Structures in Panel Data
Econometric Estimation with High-Dimensional Moment Equalities
Estimation of Sparse Structural Parameters with Many Endogenous Variables", 2016, Econometric Reviews, 35(8-10): 1582-1608