Details about Liqun Wang

Access statistics for papers by Liqun Wang.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: pwa363

Working Papers

2010

1. A Distributional Analysis of Treatment Effects on Subpopulations of a Socioeconomic Experiment
   Carleton Economic Papers, Carleton University, Department of Economics

Journal Articles

2024

1. Approximate Bayesian estimator for the parameter vector in linear models with multivariate t distribution errors
   Communications in Statistics - Theory and Methods, 2024, 53, (7), 2516-2534
2. Estimation of sparse covariance matrix via non-convex regularization
   Journal of Multivariate Analysis, 2024, 202, (C) View citations (1)
3. Instrumental Variable Method for Regularized Estimation in Generalized Linear Measurement Error Models
   Econometrics, 2024, 12, (3), 1-14
4. Two-stage shrunken least squares estimator and its superiority
   Communications in Statistics - Theory and Methods, 2024, 53, (19), 6717-6731

2023

5. High-Dimensional Covariance Estimation via Constrained L q -Type Regularization
   Mathematics, 2023, 11, (4), 1-20

2022

6. Estimation of Error Variance in Regularized Regression Models via Adaptive Lasso
   Mathematics, 2022, 10, (11), 1-19
7. Linear approximate Bayes estimator for regression parameter with an inequality constraint
   Communications in Statistics - Theory and Methods, 2022, 51, (6), 1531-1548

2021

8. Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors
   Econometrics, 2021, 9, (4), 1-17 View citations (2)
9. Second-Order Least Squares Method for Dynamic Panel Data Models with Application
   JRFM, 2021, 14, (9), 1-19 View citations (1)

2017

10. First Passage Time for Brownian Motion and Piecewise Linear Boundaries
    Methodology and Computing in Applied Probability, 2017, 19, (1), 237-253 View citations (4)

2016

11. A weighted simulation-based estimator for incomplete longitudinal data models
    Statistics & Probability Letters, 2016, 113, (C), 16-22

2015

12. Instrument Assisted Regression for Errors in Variables Models with Binary Response
    Scandinavian Journal of Statistics, 2015, 42, (1), 104-117 View citations (1)

2014

13. Discretization-based direct random sample generation
    Computational Statistics & Data Analysis, 2014, 71, (C), 1001-1010

2012

14. Instrumental variable approach to covariate measurement error in generalized linear models
    Annals of the Institute of Statistical Mathematics, 2012, 64, (3), 475-493 View citations (3)
15. MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS
    Econometric Theory, 2012, 28, (3), 696-703

2011

16. Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
    Journal of Econometrics, 2011, 165, (1), 30-44 View citations (18)

2009

17. Robert E. Weiss (2006): Modeling longitudinal data
    Statistical Papers, 2009, 50, (1), 213-214

2008

18. Second-order nonlinear least squares estimation
    Annals of the Institute of Statistical Mathematics, 2008, 60, (4), 883-900 View citations (22)

2007

19. A practical sampling approach for a Bayesian mixture model with unknown number of components
    Statistical Papers, 2007, 48, (4), 631-653 View citations (1)
20. Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
    Methodology and Computing in Applied Probability, 2007, 9, (1), 21-40 View citations (8)
21. Two-stage estimation of limited dependent variable models with errors-in-variables
    Econometrics Journal, 2007, 10, (2), 426-438 View citations (1)

2002

22. A Random-Discretization Based Monte Carlo Sampling Method and its Applications
    Methodology and Computing in Applied Probability, 2002, 4, (1), 5-25 View citations (3)
23. A simple adjustment for measurement errors in some limited dependent variable models
    Statistics & Probability Letters, 2002, 58, (4), 427-433 View citations (3)

1998

24. Estimation of censored linear errors-in-variables models
    Journal of Econometrics, 1998, 84, (2), 383-400 View citations (20)