2
H index
2
i10 index
56
Citations
QINGFENG LIU : Citation Profile
Otaru University of Commerce | RESEARCH PRODUCTION: 8 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
15 years (2005 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with QINGFENG LIU. | Is cited by:
| Cites to:
|
Main data
Where QINGFENG LIU has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| 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 | 4 |
Recent works citing QINGFENG LIU (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Asymptotic Properties of the Synthetic Control Method. (2022). Zhang, Xinyu ; Wang, Wendun. In: Papers. RePEc:arx:papers:2211.12095. Full description at Econpapers || Download paper |
| 2022 | Mallows model averaging with effective model size in fragmentary data prediction. (2022). Ni, Lyu ; Fang, Fang ; Yuan, Chaoxia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:173:y:2022:i:c:s0167947322000779. Full description at Econpapers || Download paper |
| 2021 | Mallows criterion for heteroskedastic linear regressions with many regressors. (2021). Anatolyev, Stanislav. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001415. Full description at Econpapers || Download paper |
| 2021 | Time-varying model averaging. (2021). Hong, Yongmiao ; Sun, Yuying ; Zhang, Xinyu ; Wang, Shouyang ; Lee, Tae-Hwy. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:974-992. Full description at Econpapers || Download paper |
| 2021 | Model averaging prediction for time series models with a diverging number of parameters. (2021). Zhang, Xinyu ; Gao, Yan ; Zou, Guohua ; Liao, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:190-221. Full description at Econpapers || Download paper |
| 2022 | Semiparametric model averaging prediction for dichotomous response. (2022). Xia, Xiaochao ; Li, Jialiang ; Fang, Fang. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:219-245. Full description at Econpapers || Download paper |
| 2022 | On improvability of model selection by model averaging. (2022). Yang, Yuhong ; Peng, Jingfu. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:246-262. Full description at Econpapers || Download paper |
| 2021 | Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201. Full description at Econpapers || Download paper |
| 2021 | Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x. Full description at Econpapers || Download paper |
| 2021 | Optimal model averaging forecasting in high-dimensional survival analysis. (2021). Ren, Yanyan ; Xie, Jinhan ; Wang, Wei ; Yan, Xiaodong. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1147-1155. Full description at Econpapers || Download paper |
| 2022 | Forecast combination for VARs in large N and T panels. (2022). Greenaway-McGrevy, Ryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:142-164. Full description at Econpapers || Download paper |
| 2022 | Optimal model averaging for multivariate regression models. (2022). Zou, Guohua ; He, Shuyuan ; Alan, ; Liao, Jun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001366. Full description at Econpapers || Download paper |
| 2021 | Cross-validation-based model averaging in linear models with response missing at random. (2021). Wang, Qihua ; Wei, Yuting. In: Statistics & Probability Letters. RePEc:eee:stapro:v:171:y:2021:i:c:s0167715220302935. Full description at Econpapers || Download paper |
| 2021 | . Full description at Econpapers || Download paper |
| 2021 | Model averaging for linear models with responses missing at random. (2021). Liu, Wei ; Wang, Qihua ; Wei, Yuting. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:3:d:10.1007_s10463-020-00759-y. Full description at Econpapers || Download paper |
| 2021 | A spatial model averaging approach to measuring house prices. (2021). Sorensen, Kade ; Greenaway-McGrevy, Ryan. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:2:y:2021:i:1:d:10.1007_s43071-021-00013-4. Full description at Econpapers || Download paper |
Works by QINGFENG LIU:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Nested Model Averaging on Solution Path for High-dimensional Linear Regression In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Bootstrap-based Selection for Instrumental Variables Model In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2020 | On the sparsity of Mallows model averaging estimator In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2008 | Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2019 | A Combination Method for Averaging OLS and GLS Estimators In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2005 | A Modified GARCH Model with Spells of Shocks In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 0 |
| 2013 | Generalized Least Squares Model Averaging In: KIER Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2016 | Generalized Least Squares Model Averaging.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2009 | éƨåËâ ç·šå½¢ãÆ¢ãÆâ¡Ã£Æ«ã®差åËâ 推定éâ¡Âã®漸è¿âçÂâ è«â = Asymptotic Theory for Difference-based Estimator of Partially Linear Models In: ??????????????????????? (Discussion papers of the Center for Business Creation). [Citation analysis] | paper | 0 |
| 2009 | ãÆ¢ãÆâ¡Ã£Æ«å¹³åÂâ¡Ã§Ââ è«âã®æâ°å±â¢Ã©ââ¹ In: ??????????????????????? (Discussion papers of the Center for Business Creation). [Citation analysis] | paper | 0 |
| 2010 | Generalized Cp Model Averaging for Heteroskedastic Models In: ??????????????????????? (Discussion papers of the Center for Business Creation). [Citation analysis] | paper | 0 |
| 2011 | Generalized Cp Model Averaging for Heteroskedastic Models.(2011) In: ??????????????????????? (Discussion papers of the Center for Business Creation). [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2013 | Heteroscedasticity?robust C(p) model averaging In: Econometrics Journal. [Full Text][Citation analysis] | article | 41 |
| 2020 | Model averaging estimation for conditional volatility models with an application to stock market volatility forecast In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team