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Ziwei Mei

Personal Details

First Name:Ziwei
Middle Name:
Last Name:Mei
Suffix:
In ASCII letters:
RePEc Short-ID:pme1082
[This author has chosen not to make the email address public]
https://ziweimei.github.io/
Terminal Degree:2025 Department of Economics; Chinese University of Hong Kong (from RePEc Genealogy)

Affiliation

Faculty of Business Administration
University of Macau

Macau, Macao
https://fba.um.edu.mo/
RePEc:edi:fbmacmo (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Chengwang Liao & Ziwei Mei & Zhentao Shi, 2024. "Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions," Papers 2410.09825, arXiv.org, revised May 2026.
  2. Zhan Gao & Ji Hyung Lee & Ziwei Mei & Zhentao Shi, 2024. "LASSO Inference for High Dimensional Predictive Regressions," Papers 2409.10030, arXiv.org, revised Apr 2026.
  3. Qingliang Fan & Zijian Guo & Ziwei Mei & Cun-Hui Zhang, 2023. "Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity," Papers 2310.08063, arXiv.org, revised Jun 2024.
  4. Ziwei Mei & Liugang Sheng & Zhentao Shi, 2023. "Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think," Papers 2302.13455, arXiv.org, revised Jan 2026.
  5. Qingliang Fan & Zijian Guo & Ziwei Mei, 2022. "A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates," Papers 2205.00171, arXiv.org, revised May 2024.
  6. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022. "The boosted HP filter is more general than you might think," Papers 2209.09810, arXiv.org, revised Apr 2024.
  7. Ziwei Mei & Zhentao Shi, 2022. "On LASSO for High Dimensional Predictive Regression," Papers 2212.07052, arXiv.org, revised Jan 2024.

Articles

  1. Mei, Ziwei & Sheng, Liugang & Shi, Zhentao, 2026. "Nickell bias in panel local projection: Financial crises are worse than you think," Journal of International Economics, Elsevier, vol. 160(C).
  2. Gao, Zhan & Lee, Ji Hyung & Mei, Ziwei & Shi, Zhentao, 2026. "LASSO inference for high dimensional predictive regressions," Journal of Econometrics, Elsevier, vol. 255(C).
  3. Qingliang Fan & Zijian Guo & Ziwei Mei, 2025. "A Heteroscedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 43(2), pages 413-422, April.
  4. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2024. "The boosted Hodrick‐Prescott filter is more general than you might think," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1260-1281, November.
  5. Mei, Ziwei & Shi, Zhentao, 2024. "On LASSO for high dimensional predictive regression," Journal of Econometrics, Elsevier, vol. 242(2).
  6. Lin, Jianhao & Mei, Ziwei & Chen, Liangyuan & Zhu, Chuanqi, 2023. "Is the People's Bank of China consistent in words and deeds?," China Economic Review, Elsevier, vol. 78(C).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Qingliang Fan & Zijian Guo & Ziwei Mei & Cun-Hui Zhang, 2023. "Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity," Papers 2310.08063, arXiv.org, revised Jun 2024.

    Cited by:

    1. Zhan Gao & Ji Hyung Lee & Ziwei Mei & Zhentao Shi, 2024. "LASSO Inference for High Dimensional Predictive Regressions," Papers 2409.10030, arXiv.org, revised Apr 2026.

  2. Ziwei Mei & Liugang Sheng & Zhentao Shi, 2023. "Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think," Papers 2302.13455, arXiv.org, revised Jan 2026.

    Cited by:

    1. Alfonso Ugarte, 2026. "Panel Local Projections without Fixed-Effects: A Cumulative-Difference OLS Estimator," Working Papers 26/09, BBVA Bank, Economic Research Department.
    2. Òscar Jordà & Alan M. Taylor, 2024. "Local Projections," Working Paper Series 2024-24, Federal Reserve Bank of San Francisco.
    3. Liu, Junrong & Deng, Guoying & Yan, Jingzhou & Ma, Shibo, 2025. "Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
    4. Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2024. "Inference for Local Projections," Working Paper Series 2024-29, Federal Reserve Bank of San Francisco.
    5. Chengwang Liao & Ziwei Mei & Zhentao Shi, 2024. "Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions," Papers 2410.09825, arXiv.org, revised May 2026.
    6. Zhongjian Lin & Zhentao Shi & Yapeng Zheng, 2026. "Social Interactions Models with Latent Structures," Papers 2602.06435, arXiv.org, revised Jul 2026.
    7. Konstantin A. Kholodilin & Jan-Christopher Scherer, 2026. "Does an Aging Capital Stock Adversely Affect Productivity?," Discussion Papers of DIW Berlin 2176, DIW Berlin, German Institute for Economic Research.
    8. Yilmazkuday, Hakan, 2026. "International spillover effects of geopolitical risks on economic growth," Finance Research Letters, Elsevier, vol. 92(C).
    9. Antonio Fatas & Bram Gootjes & Joseph Mawejje, 2025. "Dynamic Effects of Fiscal Rules : Do Initial Conditions Matter ?," Policy Research Working Paper Series 11066, The World Bank.

  3. Qingliang Fan & Zijian Guo & Ziwei Mei, 2022. "A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates," Papers 2205.00171, arXiv.org, revised May 2024.

    Cited by:

    1. Qingliang Fan & Zijian Guo & Ziwei Mei & Cun-Hui Zhang, 2023. "Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity," Papers 2310.08063, arXiv.org, revised Jun 2024.
    2. Hongwei Shi & Xinyu Zhang & Xu Guo & Baihua He & Chenyang Wang, 2025. "Testing overidentifying restrictions on high-dimensional instruments and covariates," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 77(2), pages 331-352, April.

  4. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2022. "The boosted HP filter is more general than you might think," Papers 2209.09810, arXiv.org, revised Apr 2024.

    Cited by:

    1. Ziwei Mei & Zhentao Shi, 2022. "On LASSO for High Dimensional Predictive Regression," Papers 2212.07052, arXiv.org, revised Jan 2024.
    2. Ye Lu & Adrian Pagan, 2023. "To Boost or Not to Boost? That is the Question," Working Papers 2023-05, University of Sydney, School of Economics.
    3. Andrii Babii & Eric Ghysels & Jonas Striaukas, 2023. "Econometrics of Machine Learning Methods in Economic Forecasting," Papers 2308.10993, arXiv.org.
    4. Gao, Zhan & Lee, Ji Hyung & Mei, Ziwei & Shi, Zhentao, 2026. "LASSO inference for high dimensional predictive regressions," Journal of Econometrics, Elsevier, vol. 255(C).
    5. Mei, Ziwei & Shi, Zhentao, 2024. "On LASSO for high dimensional predictive regression," Journal of Econometrics, Elsevier, vol. 242(2).
    6. Eva Biswas & Farzad Sabzikar & Peter C. B. Phillips, 2022. "Boosting the HP Filter for Trending Time Series with Long Range Dependence," Cowles Foundation Discussion Papers 2347, Cowles Foundation for Research in Economics, Yale University.

  5. Ziwei Mei & Zhentao Shi, 2022. "On LASSO for High Dimensional Predictive Regression," Papers 2212.07052, arXiv.org, revised Jan 2024.

    Cited by:

    1. Thilo Reinschlussel & Martin C. Arnold, 2024. "Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso," Papers 2402.16580, arXiv.org, revised Oct 2026.
    2. Helena Chuliá & Sabuhi Khalili & Jorge M. Uribe, 2024. "Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI," IREA Working Papers 202402, University of Barcelona, Research Institute of Applied Economics, revised Feb 2024.
    3. Christis Katsouris, 2023. "High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods," Papers 2308.16192, arXiv.org.
    4. Tu, Yundong & Xie, Xinling, 2023. "Penetrating sporadic return predictability," Journal of Econometrics, Elsevier, vol. 237(1).
    5. Chaohua Dong & Jiti Gao & Bin Peng & Yundong Tu, 2023. "Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models," Monash Econometrics and Business Statistics Working Papers 2/23, Monash University, Department of Econometrics and Business Statistics.
    6. Dongyan Fan & Sicen Lai & Hai Sun & Yuqing Yang & Can Yang & Nianyang Fan & Minhui Wang, 2025. "Review of Machine Learning Methods for Steady State Capacity and Transient Production Forecasting in Oil and Gas Reservoir," Energies, MDPI, vol. 18(4), pages 1-25, February.
    7. Jiachen He & Wei Ma & Jing He, 2025. "Assessment of Organic Matter Content of Winter Wheat Inter-Row Topsoil Based on Airborne Hyperspectral Imaging," Sustainability, MDPI, vol. 17(11), pages 1-24, June.
    8. Zhongtang Liao & Jialin Liu & Yufei Li, 2024. "Effects of Design Factors and Multi-Stage Environmental Factors on Hydrological Performance of Subtropical Green Roofs," Land, MDPI, vol. 13(8), pages 1-20, July.
    9. Gao, Jiti & Peng, Bin & Yan, Yayi, 2025. "Time-varying vector error-correction models: Estimation and inference," Journal of Econometrics, Elsevier, vol. 251(C).
    10. Chengwang Liao & Ziwei Mei & Zhentao Shi, 2024. "Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions," Papers 2410.09825, arXiv.org, revised May 2026.
    11. Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023. "Inference in Non-stationary High-Dimensional VARs," Papers 2302.01434, arXiv.org, revised Sep 2023.
    12. Nigmonov, Asror & Shams, Syed & Urbonas, Povilas, 2024. "Estimating probability of default via delinquencies? Evidence from European P2P lending market," Global Finance Journal, Elsevier, vol. 63(C).
    13. Sheng Cheng & Han Feng & Jue Wang, 2025. "Sparse Ensemble Matters: Evidence From Unemployment Rate Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(6), pages 2002-2016, September.
    14. Minarta, Ria Roida & Ko, Joonho, 2024. "What are the stimulants on transportation carbon dioxide emissions?: A nation-level analysis," Energy, Elsevier, vol. 296(C).
    15. Zhou, Zihao & Lin, Shanlang & He, Zhan & Zhang, Xiaoming & Chen, Sutong & Huang, Junpei, 2026. "How can China's healthy city pilot policy improve energy efficiency? Insights from difference-in-differences and double/debiased machine learning approaches," Energy Economics, Elsevier, vol. 155(C).
    16. Gao, Zhan & Lee, Ji Hyung & Mei, Ziwei & Shi, Zhentao, 2026. "LASSO inference for high dimensional predictive regressions," Journal of Econometrics, Elsevier, vol. 255(C).
    17. Julien Hambuckers & Li Sun & Luca Trapin, 2023. "Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors," Papers 2301.01362, arXiv.org.
    18. Zhu, Junda & Yang, Junhong & Peng, Mengbo & Liang, Xinyue & Ben, Chaoran, 2025. "Deep learning-driven heat load prediction: Investigating the impacts of optimizer and learning rate scheduler strategies," Energy, Elsevier, vol. 340(C).
    19. David Neto, 2023. "Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications," Empirical Economics, Springer, vol. 65(2), pages 949-971, August.
    20. Zhan Gao & Hyungsik Roger Moon, 2024. "Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens," Papers 2408.03930, arXiv.org.
    21. Karsten Reichold & Ulrike Schneider, 2025. "Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors," Papers 2510.07204, arXiv.org, revised Mar 2026.

Articles

  1. Mei, Ziwei & Sheng, Liugang & Shi, Zhentao, 2026. "Nickell bias in panel local projection: Financial crises are worse than you think," Journal of International Economics, Elsevier, vol. 160(C).

    Cited by:

    1. Alfonso Ugarte, 2026. "Panel Local Projections without Fixed-Effects: A Cumulative-Difference OLS Estimator," Working Papers 26/09, BBVA Bank, Economic Research Department.
    2. Konstantin A. Kholodilin & Jan-Christopher Scherer, 2026. "Does an Aging Capital Stock Adversely Affect Productivity?," Discussion Papers of DIW Berlin 2176, DIW Berlin, German Institute for Economic Research.
    3. Yilmazkuday, Hakan, 2026. "International spillover effects of geopolitical risks on economic growth," Finance Research Letters, Elsevier, vol. 92(C).

  2. Qingliang Fan & Zijian Guo & Ziwei Mei, 2025. "A Heteroscedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 43(2), pages 413-422, April.

    Cited by:

    1. Gao, Zhan & Lee, Ji Hyung & Mei, Ziwei & Shi, Zhentao, 2026. "LASSO inference for high dimensional predictive regressions," Journal of Econometrics, Elsevier, vol. 255(C).

  3. Ziwei Mei & Peter C. B. Phillips & Zhentao Shi, 2024. "The boosted Hodrick‐Prescott filter is more general than you might think," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(7), pages 1260-1281, November.

    Cited by:

    1. Kristian Jönsson, 2025. "Comparing real-time uncertainty of the Hodrick-Prescott and Hamilton trend/cycle decompositions," Empirical Economics, Springer, vol. 69(3), pages 1335-1361, September.
    2. Zhentao Shi & Jin Xi & Haitian Xie, 2025. "A Synthetic Business Cycle Approach to Counterfactual Analysis with Nonstationary Macroeconomic Data," Papers 2505.22388, arXiv.org.

  4. Mei, Ziwei & Shi, Zhentao, 2024. "On LASSO for high dimensional predictive regression," Journal of Econometrics, Elsevier, vol. 242(2).

    Cited by:

    1. Dongyan Fan & Sicen Lai & Hai Sun & Yuqing Yang & Can Yang & Nianyang Fan & Minhui Wang, 2025. "Review of Machine Learning Methods for Steady State Capacity and Transient Production Forecasting in Oil and Gas Reservoir," Energies, MDPI, vol. 18(4), pages 1-25, February.
    2. Jiachen He & Wei Ma & Jing He, 2025. "Assessment of Organic Matter Content of Winter Wheat Inter-Row Topsoil Based on Airborne Hyperspectral Imaging," Sustainability, MDPI, vol. 17(11), pages 1-24, June.
    3. Gao, Jiti & Peng, Bin & Yan, Yayi, 2025. "Time-varying vector error-correction models: Estimation and inference," Journal of Econometrics, Elsevier, vol. 251(C).
    4. Chengwang Liao & Ziwei Mei & Zhentao Shi, 2024. "Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions," Papers 2410.09825, arXiv.org, revised May 2026.
    5. Nigmonov, Asror & Shams, Syed & Urbonas, Povilas, 2024. "Estimating probability of default via delinquencies? Evidence from European P2P lending market," Global Finance Journal, Elsevier, vol. 63(C).
    6. Sheng Cheng & Han Feng & Jue Wang, 2025. "Sparse Ensemble Matters: Evidence From Unemployment Rate Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(6), pages 2002-2016, September.
    7. Zhou, Zihao & Lin, Shanlang & He, Zhan & Zhang, Xiaoming & Chen, Sutong & Huang, Junpei, 2026. "How can China's healthy city pilot policy improve energy efficiency? Insights from difference-in-differences and double/debiased machine learning approaches," Energy Economics, Elsevier, vol. 155(C).
    8. Gao, Zhan & Lee, Ji Hyung & Mei, Ziwei & Shi, Zhentao, 2026. "LASSO inference for high dimensional predictive regressions," Journal of Econometrics, Elsevier, vol. 255(C).
    9. Zhu, Junda & Yang, Junhong & Peng, Mengbo & Liang, Xinyue & Ben, Chaoran, 2025. "Deep learning-driven heat load prediction: Investigating the impacts of optimizer and learning rate scheduler strategies," Energy, Elsevier, vol. 340(C).
    10. Karsten Reichold & Ulrike Schneider, 2025. "Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors," Papers 2510.07204, arXiv.org, revised Mar 2026.

  5. Lin, Jianhao & Mei, Ziwei & Chen, Liangyuan & Zhu, Chuanqi, 2023. "Is the People's Bank of China consistent in words and deeds?," China Economic Review, Elsevier, vol. 78(C).

    Cited by:

    1. Qiu, Yue & Wang, Kaixin & Xie, Wenjing & Zheng, Xiangzhong, 2025. "The power of policy words: PBC communications and their impact on capital flows amidst global crises," China Economic Review, Elsevier, vol. 93(C).

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (7) 2022-07-11 2022-10-17 2023-01-23 2023-03-20 2023-11-13 2024-10-14 2024-11-18. Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2022-07-11 2022-10-17 2023-01-23 2024-10-14. Author is listed
  3. NEP-BIG: Big Data (2) 2022-10-17 2023-01-09. Author is listed
  4. NEP-CMP: Computational Economics (2) 2022-10-17 2023-01-09. Author is listed
  5. NEP-FOR: Forecasting (1) 2023-01-23
  6. NEP-IPR: Intellectual Property Rights (1) 2024-10-14
  7. NEP-MAC: Macroeconomics (1) 2024-11-18

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