QINGFENG LIU : Citation Profile


Are you QINGFENG LIU?

Otaru University of Commerce

2

H index

2

i10 index

56

Citations

RESEARCH PRODUCTION:

8

Articles

6

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 3
   Journals where QINGFENG LIU has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 5 (8.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli894
   Updated: 2023-01-28    RAS profile: 2020-08-08    
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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:

Lastauskas, Povilas (4)

Xie, Tian (3)

Steel, Mark (3)

Greenaway-McGrevy, Ryan (3)

Cheung, Yin-Wong (3)

Racine, Jeffrey (2)

Hong, Yongmiao (2)

Ullah, Aman (2)

Ing, Ching-Kang (2)

Erokhin, Vasilii (2)

Lee, Tae Hwy (2)

Cites to:

Okui, Ryo (11)

Hansen, Bruce (10)

Engle, Robert (7)

Bollerslev, Tim (7)

Davidson, Russell (5)

MacKinnon, James (5)

Newey, Whitney (4)

Jagannathan, Ravi (3)

Wan, Alan (3)

Su, Liangjun (3)

Zou, Guohua (3)

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 Commerce4

Recent works citing QINGFENG LIU (2022 and 2021)


YearTitle of citing document
2022Asymptotic Properties of the Synthetic Control Method. (2022). Zhang, Xinyu ; Wang, Wendun. In: Papers. RePEc:arx:papers:2211.12095.

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2022Mallows 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.

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2021Mallows criterion for heteroskedastic linear regressions with many regressors. (2021). Anatolyev, Stanislav. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001415.

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2021Time-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.

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2021Model 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.

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2022Semiparametric 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.

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2022On 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.

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2021Forecasting 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.

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2021Short-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.

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2021Optimal 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.

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2022Forecast 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.

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2022Optimal 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.

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2021Cross-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.

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2021.

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2021Model 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.

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2021A 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.

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Works by QINGFENG LIU:


YearTitleTypeCited
2020Nested Model Averaging on Solution Path for High-dimensional Linear Regression In: Papers.
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paper0
2015Bootstrap-based Selection for Instrumental Variables Model In: Economics Bulletin.
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article0
2020On the sparsity of Mallows model averaging estimator In: Economics Letters.
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article2
2008Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions In: Mathematics and Computers in Simulation (MATCOM).
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article1
2019A Combination Method for Averaging OLS and GLS Estimators In: Econometrics.
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article0
2005A Modified GARCH Model with Spells of Shocks In: Asia-Pacific Financial Markets.
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article0
2013Generalized Least Squares Model Averaging In: KIER Working Papers.
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paper12
2016Generalized Least Squares Model Averaging.(2016) In: Econometric Reviews.
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This paper has another version. Agregated cites: 12
article
2009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 In: ??????????????????????? (Discussion papers of the Center for Business Creation).
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paper0
2009モデル平均理論の新展開 In: ??????????????????????? (Discussion papers of the Center for Business Creation).
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paper0
2010Generalized Cp Model Averaging for Heteroskedastic Models In: ??????????????????????? (Discussion papers of the Center for Business Creation).
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paper0
2011Generalized Cp Model Averaging for Heteroskedastic Models.(2011) In: ??????????????????????? (Discussion papers of the Center for Business Creation).
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This paper has another version. Agregated cites: 0
paper
2013Heteroscedasticity?robust C(p) model averaging In: Econometrics Journal.
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article41
2020Model averaging estimation for conditional volatility models with an application to stock market volatility forecast In: Journal of Forecasting.
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article0

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