7 citations · 11 across the 7 of their papers we have counts for
Showing 2026Show all
3 papers · 1 filter
econ.EM2026
xtlp: A new Stata command for panel local projection
Shu Shen, Ziwei Mei, Liugang Sheng +1
Panel local projection (LP) estimated with fixed effects (FEs) is widely used to evaluate the dynamic effects of economic shocks across countries or regions. However, FE estimation…
stat.ME2026
Cointegrated Regressors: Where Folded Concave Penalties Go Beyond LASSO
Hongqi Chen, Chengwang Liao, Ziwei Mei +1
LASSO is one of the most popular regularization methods for high-dimensional regression models. While cointegration is common in practical applications of predictive regressions wi…
stat.ME2026
Identification and Robust Inference for Multiple Treatments with Possibly Invalid Instruments
Ziwei Mei, Qingliang Fan, Zijian Guo
The instrumental variable (IV) method is widely used to infer causal effects in observational studies with unmeasured confounding, but invalid instruments can compromise both popul…