Model Averaging for Nonlinear Regression Models
Yang Feng, Qingfeng Liu, Qingsong Yao and Guoqing Zhao
Journal of Business & Economic Statistics, Forthcoming.
On the sparsity of Mallows model averaging estimator
Yang Feng, Qingfeng Liu, Ryo Okui
JEconomics Letters, Volume 187,2020, 108916.
Generalized Least Squares Model Averaging
Qingfeng Liu, Ryo Okui and Arihiro Yoshimura (2016)
Econometric Reviews, 35(8-10):1692-1752.
Heteroscedasticity-Robust Cp Model Averaging
Qingfeng Liu and Ryo Okui (2013)
Econometrics Journal, 16(3): 463-472.
Asymptotic Theory for Difference-based Estimator of Partially Linear Models (in Japanese)
Qingfeng Liu (2010-03)
Journal of the Japan Statistical Society, 39(1): 393-406.
Qingfeng Liu and Yoshihiko Nishiyama (2008-07)
Mathematics and Computers in Simulation, 78(2-3): 341-350.
Efficient Estimation and Model Selection for Grouped Data with Local Moments
Kohtaro Hitomi, Qingfeng Liu, Yoshihiko Nishiyama and Naoya Sueishi (2008-06)
Journal of the Japan Statistical Society, 38(1): 131-143.
A Modified GARCH Model with Spells of Shocks
Qingfeng Liu and Kimio Morimune (2005-03)
Asia-Pacific Financial Markets, 12(1): 29-44.