Details about Qingfeng Liu

Access statistics for papers by Qingfeng Liu.

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

Short-id: pli894

Working Papers

2020

1. Nested Model Averaging on Solution Path for High-dimensional Linear Regression
   Papers, arXiv.org

2013

2. Generalized Least Squares Model Averaging
   KIER Working Papers, Kyoto University, Institute of Economic Research View citations (3)
   See also Journal Article Generalized Least Squares Model Averaging, Econometric Reviews, Taylor & Francis Journals (2016) View citations (20) (2016)

2011

3. Generalized Cp Model Averaging for Heteroskedastic Models
   ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation), Otaru University of Commerce
   Also in ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation), Otaru University of Commerce (2010)

2009

4. モデル平均理論の新展開
   ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation), Otaru University of Commerce
5. 部分線形モデルの差分推定量の漸近理論 = Asymptotic Theory for Difference-based Estimator of Partially Linear Models
   ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation), Otaru University of Commerce

Journal Articles

2020

1. Model averaging estimation for conditional volatility models with an application to stock market volatility forecast
   Journal of Forecasting, 2020, 39, (5), 841-863 View citations (2)
2. On the sparsity of Mallows model averaging estimator
   Economics Letters, 2020, 187, (C) View citations (5)

2019

3. A Combination Method for Averaging OLS and GLS Estimators
   Econometrics, 2019, 7, (3), 1-12

2016

4. Generalized Least Squares Model Averaging
   Econometric Reviews, 2016, 35, (8-10), 1692-1752 View citations (20)
   See also Working Paper Generalized Least Squares Model Averaging, KIER Working Papers (2013) View citations (3) (2013)

2015

5. Bootstrap-based Selection for Instrumental Variables Model
   Economics Bulletin, 2015, 35, (3), 1886-1896

2013

6. Heteroscedasticity‐robust C(p) model averaging
   Econometrics Journal, 2013, 16, (3), 463-472 View citations (54)

2008

7. Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions
   Mathematics and Computers in Simulation (MATCOM), 2008, 78, (2), 341-350 View citations (1)

2005

8. A Modified GARCH Model with Spells of Shocks
   Asia-Pacific Financial Markets, 2005, 12, (1), 29-44