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Qingfeng Liu
Qingfeng Liu
Professor, Hosei University
Verified email at hosei.ac.jp - Homepage
Title
Cited by
Cited by
Year
Heteroscedasticity‐Robust Cp Model Averaging
Q Liu, R Okui
The Econometrics Journal, 2013
1442013
Generalized least squares model averaging
Q Liu, R Okui, A Yoshimura
Econometric Reviews 35 (8-10), 1692-1752, 2016
522016
Model Averaging for Nonlinear Regression Models
Y Feng, Q Liu, Q Yao, G Zhao
Journal of Business & Economic Statistics, 2021
202021
Model averaging estimation for conditional volatility models with an application to stock market volatility forecast
Q Liu, Q Yao, G Zhao
Journal of Forecasting 39 (5), 841-863, 2020
192020
A modified GARCH model with spells of shocks
Q Liu, K Morimune
Asia-Pacific Financial Markets 12, 29-44, 2005
172005
On the sparsity of Mallows model averaging estimator
Y Feng, Q Liu, R Okui
Economics Letters 187, 108916, 2020
142020
Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions
Q Liu, Y Nishiyama
Mathematics and Computers in Simulation 78 (2-3), 341-350, 2008
62008
Efficient estimation and model selection for grouped data with local moments
K Hitomi, Q Liu, Y Nishiyama, N Sueishi
Journal of the Japan Statistical Society 38 (1), 131-143, 2008
52008
A comparison of estimation methods for partially linear models
Q Liu, G Zhao
International Journal of Innovative Management, Information & Production 3 …, 2012
42012
Efficiency improvement by local moments in grouped data analysis
N Sueishi, Q Liu, K Hitomi, Y Nishiyama
21COE Interfaces for Advanced Economic Analysis Discussion Paper 107, 1-12, 2006
42006
Nested Model Averaging on Solution Path for High-dimensional Linear Regression
Y Feng, Q Liu
arXiv:2005.08057, 2020
32020
A combination method for averaging OLS and GLS estimators
Q Liu, AL Vasnev
Econometrics 7 (3), 38, 2019
32019
Model averaging for generalized linear model with covariates that are missing completely at random
Q Liu, M Zheng
arXiv preprint arXiv:1710.09170, 2017
32017
Difference based Estimation for Semiparametric Varying Coefficient Partially Linear Models
Q Liu, Y Wu, J Fan
Working paper, 2009
32009
Model Selection and Model Averaging for Nonlinear Regression Models
Q Liu, Q Yao, G Zhao
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2860030, 2017
12017
Bootstrap-based Selection for Instrumental Variables Model
W Wang, Q Liu
Economics Bulletin 35 (3), 1886-1896, 2015
12015
モデル平均理論の新展開
劉慶豊
經濟論叢 183 (2), 67-76, 2009
12009
Machine Collaboration
Q Liu, Y Feng
Stat 13 (1), e661, 2024
2024
Tying Maximum Likelihood Estimation for Dependent Data
M Iwasawa, Q Liu, Z Zhao
Available at SSRN 4252842, 2022
2022
The Time Varying Structural Approximate Dynamic Factor Model
Z Zhao, Q Liu
SSRN: https://ssrn.com/abstract=3996594, 2021
2021
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