Zhentao Shi
Associate Professor
Member Of:
- School of Economics
Email Address:
zhentao.shi@gatech.eduOffice Location:
Old C.E Building 205Related Links:
Overview
Dr. Shi is Associate Professor from School of Economics at Georgia Tech. He specializes in econometric theory in big data, with focus on estimation and inference of machine learning methods for high-dimensional models applied to real-world economic and financial studies. He has published in leading academic journals such as Econometrica, Review of Economics and Statistics, International Economic Review, and the Journal of Econometrics. Before joining Georgia Tech in 2021, he was Associate Professor at the Chinese University of Hong Kong, where he received research funding from the Research Grants Council.
Education:
- Ph.D., Yale University
- M.A., Peking University
- B.A., Zhejiang University
Research Fields:
- Applied Econometrics
- Econometrics
- Economic Forecasting
- Statistics
- Time Series Economics
Courses Taught:
- ECON-4160: Economic Forecasting
Selected Publications
Journal Articles
- L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
In: Review of Economics and Statistics [Peer Reviewed]
Date: September 2022
- Culling the Herd of Moments with Penalized Empirical Likelihood
In: Journal of Business & Economic Statistics [Peer Reviewed]
Date: May 2022
- Unfolding Beijing in a Hedonic Way
In: Computational Economics [Peer Reviewed]
Date: October 2021
- Transformed Estimation for Panel Interactive Effects Models
In: Journal of Business & Economic Statistics [Peer Reviewed]
Date: September 2021