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 0 0 2 40
Generalized Cp Model Averaging for Heteroskedastic Models 0 0 0 4 0 0 2 25
Generalized Least Squares Model Averaging 0 1 2 68 1 5 13 242
Nested Model Averaging on Solution Path for High-dimensional Linear Regression 0 0 0 10 0 0 1 12
モデル平均理論の新展開 0 0 0 3 0 1 2 59
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 0 0 5 123
Total Working Papers 0 1 2 93 1 6 25 501


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 2 3 10 1 3 6 47
A Modified GARCH Model with Spells of Shocks 0 0 0 47 0 0 1 145
Bootstrap-based Selection for Instrumental Variables Model 0 0 1 51 0 1 7 202
Generalized Least Squares Model Averaging 0 0 0 1 0 1 2 33
Heteroscedasticity‐robust C(p) model averaging 1 2 4 11 1 3 5 54
Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions 0 0 1 3 0 0 1 24
Model averaging estimation for conditional volatility models with an application to stock market volatility forecast 1 3 5 5 2 6 11 17
On the sparsity of Mallows model averaging estimator 0 0 1 1 1 2 11 16
Total Journal Articles 2 7 15 129 5 16 44 538


Statistics updated 2022-11-05