Zhipeng Liao

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-0804-2371

University of California Los Angeles, Los Angeles, California 90095

Publications

• Optimal Cross-Sectional Regression — Management Science 2024
• Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models — Econometrica 2022
• Bootstrap Standard Error Estimates and Inference — Econometrica 2021
• Volatility coupling — The Annals of Statistics 2021
• Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities — The Review of Economic Studies 2016
• Asymptotic Efficiency of Semiparametric Two-step GMM — The Review of Economic Studies 2014 (name-matched, not ORCID-linked)