Qingfeng Liu

J-GLOBAL         Last updated: Jan 20, 2020 at 19:42
 
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Name
Qingfeng Liu
E-mail
qliures.otaru-uc.ac.jp
Affiliation
Otaru University of Commerce
Section
Department of Economics
Job title
Professor
Degree
Doctor of Economics(Kyoto University)

Research Areas

 
 

Academic & Professional Experience

 
Apr 2009
 - 
Sep 2015
Associate Professor, Department of Economics, Otaru University of Commerce
 
Oct 2015
 - 
Today
Professor, Department of Economics, Otaru University of Commerce
 
Oct 2018
 - 
Sep 2019
Visiting Scholar, Department of Statistics, Columbia University, USA.
 

Awards & Honors

 
Jun 2017
Model Selection and Model Averaging for Nonlinear Regression Models, Best paper award, International Society of Management Engineers
 

Published Papers

 
Model Averaging Estimation for Conditional Volatility Models with an Application to Stock Market Volatility Forecast
Qingfeng Liu, Qingsong Yao and Guoqing Zhao
Journal of Forecasting, Accepted, 2020.      [Refereed]
On the Sparsity of Mallows’ Model Averaging Estimator
Yang Feng, Qingfeng Liu and Ryo Okui
Economics Letters (Available online)      Dec 2019   [Refereed]
A Combination Method for Averaging OLS and GLS Estimators
Qingfeng Liu and Andrey L Vasnev
Econometrics   7(3) 1-12   Sep 2019   [Refereed]
Model Averaging Estimation Method for Nonlinear GARCH Family
Yao, Q., G. Zhao and Q. LIU
Statistical Research   35(5) 119-128   2018   [Refereed]
Model Averaging Estimation for GARCH Family
Zhao, G., Q. Yao and Q. Liu
The Journal of quantitative and technical economics   2017(6) 104-118   2017   [Refereed]
Liu, Q., R. Okui and A. Yoshimura
Econometric Reviews, Volume 35, 2016 - Issue 8-10      2016   [Refereed][Invited]
Wenjie Wang, Qingfeng Liu
Economics Bulletin   35(3) 1886-1896   Sep 2015   [Refereed]
Qingfeng Liu
The Econometrics Journal      Oct 2013   [Refereed]
Qingfeng Liu, Ryo Okui
The Econometrics Journal   16(3) 463-472   Oct 2013   [Refereed]
A Comparison of Estimation Methods for Partially Linear Models
Qingfeng Liu, Guoqing Zhao
International Journal of Innovative Management, Information & Production   3(2) 38-42   Jun 2012   [Refereed]
Value-at-Risk analysis in Shanghai stock market with mixed models
Guoqing Zhao, Qingfeng Liu
Journal of financial research, ISSN 1002-7246   総第353期 119-128   Nov 2009   [Refereed]
Qingfeng Liu
經濟論叢   183(2) 67-76   Apr 2009   [Invited]
Qingfeng Liu
Journal of the Japan Statistical Society   38(1) 131-143   Jun 2008   [Refereed]
Econometric Methods for Market Risk Analysis: GARCH-type Models and Diffusion Models
Qingfeng Liu
Kyoto University   1-120   2007   [Refereed]
Liu, Q and K. Morimune
Asia-Pacific Financial Markets   12(1) 29-44   Mar 2005   [Refereed]

Misc

 
Generalized Least Squares Model Averaging
Qingfeng Liu, Okui Ryo, Arihiro Yoshimura
Kyoto Institute of Economic Research Discussion Paper Series   (855)    Mar 2013
Qingfeng Liu
Discussion paper series   139 1-20   Apr 2011   [Refereed]
Discussion paper series   (121) 1-16   Oct 2009
Qingfeng Liu
21COE Interfaces for Advanced Economic Analysis Discussion Paper   107 1-12   Jun 2006

Conference Activities & Talks

 
Model averaging estimation for conditional heteroscedasticity model family [Invited]
Liu, Q., Q. Yao and G. Zhao
The 2nd International Conference on Econometrics and Statistics   19 Jul 2018   
Model selection and model averaging for nonlinear regression models
Liu, Q., Q. Yao and G. Zhao
the European Meeting of Statisticians 2017   15 Jul 2017   
Model selection and model averaging for nonlinear regression models [Invited]
Liu, Q. , Q. Yao and G. Zhao
The International Symposium on Innovative Management, Information & Production (IMIP2017)   2 Jul 2017   
Model selection and model averaging for nonlinear regression models
Liu, Q., Q. Yao and G. Zhao
the 4th Conference of the International Association for Applied Econometrics   27 Jun 2017   
Qingfeng Liu
Econometrics Seminar, Rennin University of China   18 Mar 2016   
An Adaptive Combination Method for Averaging OLS and GLS Estimators [Invited]
Qingfeng Liu
2015 ICSA China Statistics Conference   Jul 2015   
Generalized Least Squares Model Averaging [Invited]
Liu, Q., R. Okui and 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   Dec 2014   
Bootstrap-based Selection for Instrumental Variables Model [Invited]
Qingfeng Liu and Wenjie Wang
IMIP 2014 On Big data analysis and Innovational Information   Oct 2014   
Some Methodological Issues in Model Averaging and Semiparametric Models [Invited]
Qingfeng Liu
Seminar at the University of Gottingen   1 Sep 2014   
An Adaptive Combination Method for Averaging OLS and GLS Estimators
Liu, Q. and A.L. Vasnev
The 68th European Meeting of the Econometric Society   2014   
Generalized Least Squares Model Averaging
Qingfeng Liu, Ryo Okui and Arihiro Yoshimura
琉球大学法文学部経済学専攻研究報告会   Mar 2013   
An Overview of Model Averaging
School of Statistics and Mathematics Seminar   Mar 2013   
An Overview of Model Averaging
Qingfeng Liu
Econometrics Seminar   Mar 2013   
An overview of model averaging
京都大学経済研究所計量経済学セミナー   Feb 2013   
Generalized Least Squares Model Averaging
Qingfeng Liu, Ryo Okui and Arihiro Yoshimura
The 67th European Meeting of the Econometric Society   2013   
Generalized Least Squares Model Averaging
Qingfeng Liu, Ryo Okui and Arihiro Yoshimura
Econometric Society Australasian Meeting 2013   2013   
Generalized Cp Model Averaging for Heteroskedastic Models
The 2nd Institute of Mathematical Statistics Asia Pacific Rim Meeting   Jul 2012   
Efficiency Improvement by Local Moments in Grouped Data Analysis [Invited]
Qingfeng Liu
the 5th Inter Conference of Thailand Econometric Society in Chiang Mai   Jan 2012   
Generalized Least Squares Model Averaging
Qingfeng Liu, Ryo Okui and Arihiro Yoshimura
Asian Meeting of the Econometric Society   2012   
A comparison of estimation methods for partially linear models
International Symposium on Innovative Management, Information and Production, IMIP2011   Oct 2011   
Generalized Cp Model Averating for Heteroskedastic Models
Qingfeng Liu and Ryo Okui
2011 North American Summer Meeting of the Econometric Society   Jun 2011   
Model Averaging for High Dimension Data
関西計量経済学研究会2010年度研究発表会   Jan 2011   
Generalized Cp Model Averaging for Heteroskedastic Models
Qingfeng Liu
Hitotsubashi Conference on Econometrics 2010   Nov 2010   
Generalized CV and Generalized Cp Model Averaging
Summer workshop on economics theory   Aug 2010   
Difference-based Estimation for Semiparametric Varying-Coefficient Partially Linear Models [Invited]
Liu, Q., J. Fan and Y. Wu
3rd Spring Meeting of the Japan Statistical Society   Mar 2009   
Global Financial Crisis and Risk Management Methods [Invited]
Qingfeng Liu
The Third East Asia Triangle Symposium, The Economic Recovery and Business Development for East Asia in the Backgrounds of the Financial Crisis   2009   
Empirical Likelihood Estimation of ARCH-type Model
Qingfeng Liu
Far Eastern Meeting of Econometric Society, Tsuinghua University, Beijing, China.   2006