Details about Chu-An Liu

Access statistics for papers by Chu-An Liu.

Last updated 2025-06-09. Update your information in the RePEc Author Service.

Short-id: pli734

Working Papers

2025

1. Lee Bounds with a Continuous Treatment in Sample Selection
   Papers, arXiv.org

2022

2. Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data
   Papers, arXiv.org

2021

3. Model Averaging for Asymptotically Optimal Combined Forecasts
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
   See also Journal Article Model averaging for asymptotically optimal combined forecasts, Journal of Econometrics, Elsevier (2023) (2023)

2018

4. Inference after Model Averaging in Linear Regression Models
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (2)
   See also Journal Article INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS, Econometric Theory, Cambridge University Press (2019) View citations (27) (2019)

2017

5. Autoregressive Spectral Averaging Estimator
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan

2016

6. Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
   See also Journal Article Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure, Journal of Business & Economic Statistics, Taylor & Francis Journals (2021) View citations (3) (2021)
7. Model Selection and Model Averaging in Nonparametric Instrumental Variables Models
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
8. Testing Generalized Regression Monotonicity
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (5)
   See also Journal Article TESTING GENERALIZED REGRESSION MONOTONICITY, Econometric Theory, Cambridge University Press (2019) View citations (15) (2019)

2014

9. Model Averaging in Predictive Regressions
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Model averaging in predictive regressions, Econometrics Journal, Royal Economic Society (2016) View citations (12) (2016)

2013

10. Distribution Theory of the Least Squares Averaging Estimator
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Distribution theory of the least squares averaging estimator, Journal of Econometrics, Elsevier (2015) View citations (57) (2015)

2012

11. A plug-in averaging estimator for regressions with heteroskedastic errors
    MPRA Paper, University Library of Munich, Germany View citations (4)

Journal Articles

2025

1. Model averaging prediction for possibly nonstationary autoregressions
   Journal of Econometrics, 2025, 249, (PB)

2023

2. Model averaging for asymptotically optimal combined forecasts
   Journal of Econometrics, 2023, 235, (2), 592-607
   See also Working Paper Model Averaging for Asymptotically Optimal Combined Forecasts, IEAS Working Paper : academic research (2021) (2021)
3. Model averaging prediction by K-fold cross-validation
   Journal of Econometrics, 2023, 235, (1), 280-301 View citations (15)

2021

4. Focused Information Criterion and Model Averaging for Large Panels With a Multifactor Error Structure
   Journal of Business & Economic Statistics, 2021, 39, (1), 54-68 View citations (3)
   See also Working Paper Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure, IEAS Working Paper : academic research (2016) (2016)

2019

5. INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS
   Econometric Theory, 2019, 35, (4), 816-841 View citations (27)
   See also Working Paper Inference after Model Averaging in Linear Regression Models, IEAS Working Paper : academic research (2018) View citations (2) (2018)
6. TESTING GENERALIZED REGRESSION MONOTONICITY
   Econometric Theory, 2019, 35, (6), 1146-1200 View citations (15)
   See also Working Paper Testing Generalized Regression Monotonicity, IEAS Working Paper : academic research (2016) View citations (5) (2016)

2018

7. Averaging estimators for kernel regressions
   Economics Letters, 2018, 171, (C), 102-105 View citations (3)

2016

8. Model averaging in predictive regressions
   Econometrics Journal, 2016, 19, (2), 203-231 View citations (12)
   See also Working Paper Model Averaging in Predictive Regressions, MPRA Paper (2014) (2014)

2015

9. Distribution theory of the least squares averaging estimator
   Journal of Econometrics, 2015, 186, (1), 142-159 View citations (57)
   See also Working Paper Distribution Theory of the Least Squares Averaging Estimator, MPRA Paper (2013) View citations (2) (2013)