Shuzhong Shi

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Shuzhong Shi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jushan Bai
  2. A. Onatski
  3. Olivier Ledoit
  4. L. Laloux
  5. Serena Ng
  6. Robert F. Engle
  7. James H. Stock
  8. Michael Wolf
  9. Jianqing Fan
  10. Kunpeng Li

Papers from Shuzhong Shi's perspective

Ordered by how strongly the researchers Shuzhong Shi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Inferential Theory for Factor Models of Large Dimensions
  2. Determining the Number of Factors from Empirical Distribution of Eigenvalues (Review of Economics and Statistics)
  3. Forecasting Using Principal Components From a Large Number of Predictors
  4. Determining the Number of Factors in Approximate Factor Models
  5. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  6. High dimensional covariance matrix estimation using a factor model
  7. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  8. INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Econometric Theory)
  9. An Introduction to Multivariate Statistical Analysis
  10. An Introduction to Multivariate Statistical Analysis

Their papers