Papers by topics

Machine learning theory

Panel data

Cross-sectional data

Time series


General econometric theory

Empirical Applications

Machine learning

  • “Unveiling Dynamics in Climate Disaster Information Dissemination: A Variance Decomposition Network Approach,” with Sebastien Box-Couillard, Yichun Fan, Yi Huang, Yilan Xu, and Siqi Zheng, 2024

  • “Team Persistent or Team Transitory? Sectoral Linkage and Inflation Persistence,” with Liugang Sheng and Steve Pak Yeung Wu, 2024

  • Forecast Combination in Cryptocurrency Realized Volatility”, with Yue Qiu, Yifan Wang and Tian Xie, 2022.

  • “Asset Prices and China’s Inflation Forecast: Based on Individual Stock Return and Machine Learning Algorithm,” with Naijing Huang, Yuqing Qi and Jie Liu, 2022

  • Wei Lin, Zhentao Shi, #Yishu Wang and #Ting Hin Yan (2023): “Unfolding Beijing in a Hedonic Way,” Computational Economics, 61, 317–340.

  • Ka Yan Cheng, Naijing Huang and Zhentao Shi (2021): “Survay-Based Forecasting: To Average or Not To Average,” in Vladik Kreinovich, Songsak Sriboonchitta, Woraphon Yamaka (eds.), Studies in Computational Intelligence: Behavioral Predictive Modeling in Economics, vol. 897, pp 87-104, Springer-Verlag.


  • Yuefei Zhang, Zhentao Shi, and Yaogguang Chen (2006): [in Chinese] “A Comparative Research on the Efficiency of China Mainland and Hong Kong Stock Markets,” Journal of Financial Research (金融研究), 6, 33-40.

  • Liuyong Yang and Zhentao Shi (2004): [in Chinese] “An Analysis of Long-run Gold Price Determinants,” Journal of Statistical Research (统计研究), 6 (2), 21-24.