Zhipeng Liao

Working Papers

Macro-Finance Decoupling: Robust Evaluations of Macro Asset Pricing Models

Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version

Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version

Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments