activity
20142019
most citedMinimum Integrated Distance Estimation in Simultaneous Equation Models

4 citations · 5 across the 5 of their papers we have counts for

collaborators

6 papers

math.ST2019

On the rate of concentration of maxima in Gaussian arrays

Rafail Kartsioukas, Zheng Gao, Stilian Stoev

Recently in Gao and Stoev (2018) it was established that the concentration of maxima phenomenon is the key to solving the exact sparse support recovery problem in high dimensions.…

math.ST2018★ 1 cited

Fundamental Limits of Exact Support Recovery in High Dimensions

Zheng Gao, Stilian Stoev

We study the support recovery problem for a high-dimensional signal observed with additive noise. With suitable parametrization of the signal sparsity and magnitude of its non-zero…

math.PR2017

Uncertainty in Economic Growth and Inequality

Zhengyuan Gao

A step to consilience, starting with a deconstruction of the causality of uncertainty that is embedded in the fundamentals of growth and inequality, following a construction of agg…

math.PR2016

Looking Backward and Looking Forward

Zhengyuan Gao, Christian M. Hafner

Filtering has had a profound impact as a device of perceiving information and deriving agent expectations in dynamic economic models. For an abstract economic system, this paper sh…

math.ST2014★ 4 cited

Minimum Integrated Distance Estimation in Simultaneous Equation Models

Zhengyuan Gao, Antonio Galvao

This paper considers estimation and inference in semiparametric econometric models. Standard procedures estimate the model based on an independence restriction that induces a minim…

math.ST2014

An Empirical Likelihood-based Local Estimation

Zhengyuan Gao

This paper proposes a local representation for Empirical Likelihood (EL). EL admits the classical local linear quadratic representation by its likelihood ratio property. A local es…