Access Statistics for Qingfeng Liu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Generalized Cp Model Averaging for Heteroskedastic Models 0 0 0 5 1 1 4 36
Generalized Cp Model Averaging for Heteroskedastic Models 0 0 0 4 0 0 1 21
Generalized Least Squares Model Averaging 0 0 2 66 1 2 25 218
Nested Model Averaging on Solution Path for High-dimensional Linear Regression 0 0 9 9 0 2 6 6
モデル平均理論の新展開 0 0 0 3 0 1 3 55
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 0 0 0 3 2 2 22 107
Total Working Papers 0 0 11 90 4 8 61 443


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Combination Method for Averaging OLS and GLS Estimators 0 1 3 5 1 8 22 26
A Modified GARCH Model with Spells of Shocks 0 0 0 47 0 0 1 142
Bootstrap-based Selection for Instrumental Variables Model 1 2 6 49 2 4 16 184
Generalized Least Squares Model Averaging 0 0 0 1 0 1 6 31
Heteroscedasticity‐robust C(p) model averaging 0 0 0 6 0 0 3 44
Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions 0 0 0 2 0 1 2 22
Model averaging estimation for conditional volatility models with an application to stock market volatility forecast 0 0 0 0 2 4 4 4
On the sparsity of Mallows model averaging estimator 0 0 0 0 1 1 4 4
Total Journal Articles 1 3 9 110 6 19 58 457


Statistics updated 2021-01-03