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
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Working Papers
2010
- A Distributional Analysis of Treatment Effects on Subpopulations of a Socioeconomic Experiment
Carleton Economic Papers, Carleton University, Department of Economics
Journal Articles
2024
- 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
- Estimation of sparse covariance matrix via non-convex regularization
Journal of Multivariate Analysis, 2024, 202, (C) View citations (1)
- Instrumental Variable Method for Regularized Estimation in Generalized Linear Measurement Error Models
Econometrics, 2024, 12, (3), 1-14
- Two-stage shrunken least squares estimator and its superiority
Communications in Statistics - Theory and Methods, 2024, 53, (19), 6717-6731
2023
- High-Dimensional Covariance Estimation via Constrained L q -Type Regularization
Mathematics, 2023, 11, (4), 1-20
2022
- Estimation of Error Variance in Regularized Regression Models via Adaptive Lasso
Mathematics, 2022, 10, (11), 1-19
- Linear approximate Bayes estimator for regression parameter with an inequality constraint
Communications in Statistics - Theory and Methods, 2022, 51, (6), 1531-1548
2021
- Second-Order Least Squares Estimation in Nonlinear Time Series Models with ARCH Errors
Econometrics, 2021, 9, (4), 1-17 View citations (1)
- Second-Order Least Squares Method for Dynamic Panel Data Models with Application
JRFM, 2021, 14, (9), 1-19 View citations (1)
2017
- 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
- A weighted simulation-based estimator for incomplete longitudinal data models
Statistics & Probability Letters, 2016, 113, (C), 16-22
2015
- Instrument Assisted Regression for Errors in Variables Models with Binary Response
Scandinavian Journal of Statistics, 2015, 42, (1), 104-117 View citations (1)
2014
- Discretization-based direct random sample generation
Computational Statistics & Data Analysis, 2014, 71, (C), 1001-1010
2012
- 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)
- MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS
Econometric Theory, 2012, 28, (3), 696-703
2011
- 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
- Robert E. Weiss (2006): Modeling longitudinal data
Statistical Papers, 2009, 50, (1), 213-214
2008
- Second-order nonlinear least squares estimation
Annals of the Institute of Statistical Mathematics, 2008, 60, (4), 883-900 View citations (21)
2007
- A practical sampling approach for a Bayesian mixture model with unknown number of components
Statistical Papers, 2007, 48, (4), 631-653 View citations (1)
- Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries
Methodology and Computing in Applied Probability, 2007, 9, (1), 21-40 View citations (8)
- Two-stage estimation of limited dependent variable models with errors-in-variables
Econometrics Journal, 2007, 10, (2), 426-438 View citations (1)
2002
- 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)
- A simple adjustment for measurement errors in some limited dependent variable models
Statistics & Probability Letters, 2002, 58, (4), 427-433 View citations (3)
1998
- Estimation of censored linear errors-in-variables models
Journal of Econometrics, 1998, 84, (2), 383-400 View citations (20)
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