3
H index
2
i10 index
66
Citations
QINGFENG LIU : Citation Profile
Otaru University of Commerce | RESEARCH PRODUCTION: 8 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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:
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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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758. Full description at Econpapers || Download paper |
| 2023 | Weighted least squares model averaging for accelerated failure time models. (2023). Zhao, Hui ; Liu, Binxia ; Dong, Qingkai. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:184:y:2023:i:c:s0167947323000543. Full description at Econpapers || Download paper |
| 2023 | Model averaging prediction by K-fold cross-validation. (2023). Liu, Chu-An ; Zhang, Xinyu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:280-301. Full description at Econpapers || Download paper |
| 2023 | Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . 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 | 3 |
| 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 | 15 |
| 2016 | Generalized Least Squares Model Averaging.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | 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 nother version. Agregated cites: 0 | paper | |
| 2013 | Heteroscedasticity?robust C(p) model averaging In: Econometrics Journal. [Full Text][Citation analysis] | article | 47 |
| 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 December, 10 2023. Contact: CitEc Team