QINGFENG LIU : Citation Profile


Are you QINGFENG LIU?

Otaru University of Commerce

2

H index

1

i10 index

23

Citations

RESEARCH PRODUCTION:

7

Articles

6

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 1
   Journals where QINGFENG LIU has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (11.54 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli894
   Updated: 2024-11-04    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:

Steel, Mark (3)

Erokhin, Vasilii (2)

Lastauskas, Povilas (2)

Greenaway-McGrevy, Ryan (2)

Hong, Yongmiao (2)

Kejriwal, Mohitosh (1)

Moreno, Manuel (1)

Ing, Ching-Kang (1)

Racine, Jeffrey (1)

Zhang, Xiaomeng (1)

Sorensen, Kade (1)

Cites to:

Okui, Ryo (11)

Hansen, Bruce (10)

Engle, Robert (7)

Bollerslev, Tim (7)

MacKinnon, James (5)

Davidson, Russell (5)

Newey, Whitney (4)

Jagannathan, Ravi (4)

Su, Liangjun (3)

Wan, Alan (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 (2024 and 2023)


YearTitle of citing document
2023Weighted 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

2023Penalized 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

2023Optimal 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

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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article4
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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paper17
2016Generalized Least Squares Model Averaging.(2016) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 17
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).
[Citation analysis]
paper0
2011Generalized 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
2020Model averaging estimation for conditional volatility models with an application to stock market volatility forecast In: Journal of Forecasting.
[Full Text][Citation analysis]
article1

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