Details about Chu-An Liu

Access statistics for papers by Chu-An Liu.

Last updated 2020-08-02. Update your information in the RePEc Author Service.

Short-id: pli734

Working Papers

2017

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

2016

2. 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
3. Model Selection and Model Averaging in Nonparametric Instrumental Variables Models
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
4. Testing Generalized Regression Monotonicity
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
   See also Journal Article in Econometric Theory (2019)

2014

5. Model Averaging in Predictive Regressions
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Econometrics Journal (2016)

2013

6. Distribution Theory of the Least Squares Averaging Estimator
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article in Journal of Econometrics (2015)

2012

7. A plug-in averaging estimator for regressions with heteroskedastic errors
   MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2019

1. INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS
   Econometric Theory, 2019, 35, (4), 816-841 View citations (4)
2. TESTING GENERALIZED REGRESSION MONOTONICITY
   Econometric Theory, 2019, 35, (6), 1146-1200
   See also Working Paper (2016)

2018

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

2016

4. Model averaging in predictive regressions
   Econometrics Journal, 2016, 19, (2), 203-231 View citations (3)
   See also Working Paper (2014)

2015

5. Distribution theory of the least squares averaging estimator
   Journal of Econometrics, 2015, 186, (1), 142-159 View citations (29)
   See also Working Paper (2013)