Zhipeng Liao

Zhipeng Liao is a Professor in the Department of Economics at the University of California, Los Angeles. His research focuses on developing statistical methods to evaluate economic models and make inference on time series models with nonstationary data, as well as robust inferences from semi/nonparametric models. His work has been published in leading economics journals such as the Annals of Statistics, Econometrica, Review of Economic Studies, and others. He has served on the editorial boards of several economics journals, including Econometric Reviews, Econometric Theory, Journal of Business & Economic Statistics, and the Review of Economics and Statistics.

Zhipeng Liao is a professor in the Department of Economics at UCLA, specializing in economics and econometrics. His research focuses on advanced econometric methods for high-dimensional and time series data, with an emphasis on robust estimation and inference under model misspecification. He has contributed to the development of shrinkage estimation techniques, semiparametric methods, and GMM (Generalized Method of Moments) approaches for complex economic models. His work addresses challenges such as structural instabilities, local identification failures, and volatility coupling in macro-finance applications. Liao's research has been published in top economics journals and has significantly advanced the understanding of econometric inference in nonparametric and semiparametric settings.