2
H index
1
i10 index
24
Citations
Otaru University of Commerce | 2 H index 1 i10 index 24 Citations RESEARCH PRODUCTION: 7 Articles 6 Papers RESEARCH ACTIVITY: 15 years (2005 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pli894 |
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: |
Working Papers Series with more than one paper published | # docs |
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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 |
Year | Title of citing document |
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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 | 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 | Optimal model averaging based on forward-validation. (2023). Zhang, Xiaomeng. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s030440762200094x. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 4 |
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 | 18 |
2016 | Generalized Least Squares Model Averaging.(2016) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | 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 | |
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 | 1 |
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