Qingfeng Liu's working papers

Current Working Papers

Model Selection and Model Averaging for Nonlinear Regression Models
Qingfeng Liu, Qingsong Yao and Guoqing Zhao (2016)

Adaptive Combination method of OLS and GLS Model Averaging Estimators
Qingfeng Liu and Andrey L. Vasnev (2014)

Heteroskedasticity-Robust Cp Model Averaging
Qingfeng Liu and Ryo Okui (2012, an revised version was published by The Econometrics Journal)

A Review on Model Averaging (in Japanese)
Qingfeng Liu (2009-04)
The Kyoto University Economic Review, 183(2): 67-76.

Analysis of Value-at-Risk in Shanghai Stock Market using OGARCH-class Models
Qingfeng Liu (2006-12)
21COE Interfaces for Advanced Economic Analysis Discussion Paper, 118: 1-36.

Efficiency Improvement by Local Moments in Grouped Data Analysis
Naoya Sueishi, Qingfeng Liu, Kohtaro Hitomi and Yoshihiko Nishiyama (2006-06)
21COE Interfaces for Advanced Economic Analysis Discussion Paper, 107: 1-12.