劉慶豊 (Qingfeng Liu) - マイポータル

基本情報

34

Model Averaging for Nonlinear Regression Models

Yang Feng, Qingfeng Liu, Qingsong Yao, Guoqing Zhao

Journal of Business & Economic Statistics (Accepted, Forthcoming) 2020年12月査読有り
Nested Model Averaging on Solution Path for High‐dimensional Linear Regression,

Yang Feng, Qingfeng Liu

Stat 2020年9月査読有り責任著者
Model averaging estimation for conditional volatility models with an application to stock market volatility forecast

Qingfeng Liu, Qingsong Yao, Guoqing Zhao

Journal of Forecasting, Accepted, 2020. 39(5) 841 - 863 2020年8月査読有り筆頭著者
On the sparsity of Mallows model averaging estimator

Yang Feng, Qingfeng Liu, Ryo Okui

Economics Letters 187 108916 - 108916 2020年2月査読有り責任著者
A Combination Method for Averaging OLS and GLS Estimators

劉慶豊, Andrey L Vasnev

Econometrics 7(3) 38 - 38 2019年9月9日査読有り筆頭著者責任著者
Generalized Least Squares Model Averaging

Qingfeng Liu, Ryo Okui, Arihiro Yoshimura

ECONOMETRIC REVIEWS 35(8-10) 1692 - 1752 2016年査読有り招待有り筆頭著者
Heteroskedasticity-Robust Cp Model Averaging

Qingfeng Liu, Ryo Okui

The Econometrics Journal 16(3) 463 - 472 2013年10月査読有り筆頭著者責任著者

Generalized Cp Model Averaging for Heteroskedastic Models

劉慶豊

Discussion paper series 139 1 - 20 2011年4月査読有り
モデル平均理論の新展開

劉慶豊

Discussion paper series 122 1 - 19 2009年10月査読有り
Efficiency Improvement by Local Moments in Grouped Data Analysis

劉慶豊

21COE Interfaces for Advanced Economic Analysis Discussion Paper 107(107) 1 - 12 2006年6月
Analysis of Value-at-Risk in Shanghai Stock Market using OGARCH-class Models

劉慶豊

京都大学21世紀COEプログラムCAEAディスカッションペーパーシリーズ (118) 1 - 36 2006年筆頭著者最終著者責任著者
Empirical likelihood estimation of continuous-time models with conditional moment restrictions

Liu Q, Y. Nishiyama

Proceedings of MODSIM 05 editors: Andre Zerger & Robert M. Argent 886 - 892 2005年査読有り筆頭著者

A Machine Learning Perspective on Model Averaging, Qingfeng Liu, ACIEK(Winter)- IMIP 2020, Online, 2020, October, 17-18.

ACIEK(Winter)- IMIP 2020 2020年10月17日招待有り
An Adaptive Combination Method for Averaging OLS and GLS Estimators

劉慶豊

2015 ICSA China Statistics Conference 2015年7月招待有り
Generalized Least Squares Model Averaging

Liu, Q, R. Okui, A. Yoshimura

IASSL2014, Organized by the Institute of Applied Statistics, Sri Lanka jointly with the Department of Bioinformatics and Biostatistics at the University of Louisville 2014年12月招待有り
Bootstrap-based Selection for Instrumental Variables Model

Qingfeng Liu, Wenjie Wang

IMIP 2014 On Big data analysis and Innovational Information 2014年10月招待有り
Some Methodological Issues in Model Averaging and Semiparametric Models

劉慶豊

Seminar at the University of Gottingen 2014年9月1日招待有り
An Adaptive Combination Method for Averaging OLS and GLS Estimators

Liu, Q, A.L. Vasnev

The 68th European Meeting of the Econometric Society 2014年