Qingfeng Liu

Otaru University of Commerce - Department of Economics

3-5-21 Midori

Otaru City, Hokkaido 047-8501

Japan

SCHOLARLY PAPERS

5

DOWNLOADS

718

SSRN CITATIONS
Rank 49,621

SSRN RANKINGS

Top 49,621

in Total Papers Citations

11

CROSSREF CITATIONS

2

Ideas:
“  Model Averaging aspect of statistical and machine learning methods  ”

Scholarly Papers (5)

1.

Model Averaging for Nonlinear Regression Models

Number of pages: 69 Posted: 27 Oct 2016 Last Revised: 30 Dec 2020
Yang Feng, Qingfeng Liu, Qingsong Yao and Guoqing Zhao
New York University (NYU) - New York University, Otaru University of Commerce - Department of Economics, Renmin University of China - School of Economics and Renmin University of China - School of Economics
Downloads 277 (134,622)
Citation 1

Abstract:

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asymptotic optimality, nonlinear regression model, model averaging, weight-choosing criterion

2.

Heteroskedasticity-Robust Cp Model Averaging

Number of pages: 33 Posted: 23 Sep 2011 Last Revised: 07 Apr 2020
Qingfeng Liu and Ryo Okui
Otaru University of Commerce - Department of Economics and Seoul National University
Downloads 201 (183,937)
Citation 7

Abstract:

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Model Averaging, Model Selection, Asymptotic Optimality, Mallows' Cp, Heteroskedastic errors

3.

Generalized Least Squares Model Averaging

Number of pages: 54 Posted: 01 Jul 2013 Last Revised: 15 Apr 2015
Qingfeng Liu, Ryo Okui and Arihiro Yoshimura
Otaru University of Commerce - Department of Economics, Seoul National University and Kyoto University - Graduate School of Economics
Downloads 173 (209,989)
Citation 3

Abstract:

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model averaging, GLS, FGLS, asymptotic optimality, Mallows’ Cp

4.

On the Sparsity of Mallows’ Model Averaging Estimator

Number of pages: 12 Posted: 25 Jul 2019 Last Revised: 29 Jul 2019
Yang Feng, Qingfeng Liu and Ryo Okui
New York University (NYU) - School of Global Public Health, Otaru University of Commerce - Department of Economics and Seoul National University
Downloads 42 (498,388)

Abstract:

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sparsity, model averaging, $L_1$ penalty, coordinate-wise descent algorithm

5.

Model Averaging Estimation for Conditional Volatility Models

Number of pages: 52 Posted: 12 Nov 2018
Qingfeng Liu, Qingsong Yao and Guoqing Zhao
Otaru University of Commerce - Department of Economics, Renmin University of China - School of Economics and Renmin University of China - School of Economics
Downloads 25 (588,819)

Abstract:

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Conditional Volatility; Forecast; Model Averaging; Optimality