Qingfeng Liu
Qingfeng Liu
Professor of Economics, Otaru University of Commerce
Verified email at res.otaru-uc.ac.jp - Homepage
Title
Cited by
Cited by
Year
Heteroscedasticity]Robust Cp Model Averaging
Q Liu, R Okui
The Econometrics Journal, 2013
902013
Generalized least squares model averaging
Q Liu, R Okui, A Yoshimura
Econometric Reviews 35 (8-10), 1692-1752, 2016
292016
A modified GARCH model with spells of shocks
Q Liu, K Morimune
Asia-Pacific Financial Markets 12 (1), 29-44, 2005
172005
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
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
42020
On the sparsity of Mallows model averaging estimator
Y Feng, Q Liu, R Okui
Economics Letters 187, 108916, 2020
32020
A comparison of estimation methods for partially linear models
Q Liu, G Zhao
International Journal of Innovative Management, Information & Production 3 c, 2012
32012
Difference based Estimation for Semiparametric Varying Coefficient Partially Linear Models
Q Liu, Y Wu, J Fan
Working paper, 2009
32009
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
32006
Bootstrap-based Selection for Instrumental Variables Model
W Wang, Q Liu
Economics Bulletin 35 (3), 1886-1896, 2015
22015
Model Averaging for Nonlinear Regression Models
Y Feng, Q Liu, Q Yao, G Zhao
Journal of Business & Economic Statistics, 2021
12021
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
1*2017
fϗ_̐VWJ
cL
SZ_p 183 (2), 67-76, 2009
12009
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
12008
Machine Collaboration
Q Liu, Y Feng
arXiv preprint arXiv:2105.02569, 2021
2021
Nested Model Averaging on Solution Path for High-dimensional Linear Regression
Y Feng, Q Liu
arXiv:2005.08057, 2020
2020
A Combination Method for Averaging OLS and GLS Estimators
Q Liu, AL Vasnev
Econometrics 7 (3), 38, 2019
2019
Model Averaging Estimation for Conditional Volatility Models
Q Liu, Q Yao, G Zhao
Available at SSRN 3282578, 2018
2018
Model Averaging for Generalized Linear Model with Covariates that are Missing completely at Random
Q Liu, M Zheng
arXiv preprint arXiv:1710.09170, 2017
2017
GMM Model Averaging for Conditional Moment Restrictions
Q Liu, W Wang
KAKENHI Symposium MEXT KAKENHI (A) No. 23244011. Waseda University, Masanobu c, 2013
2013
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Articles 1–20