Chu-An Liu

Academia Sinica - Institute of Economics

Assistant Research Fellow

128 Academia Road, Section 2

Nankang

Taipei, 11529

Taiwan

http://chuanliu.weebly.com/

SCHOLARLY PAPERS

6

DOWNLOADS

279

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (6)

1.
Downloads 93 (277,748)
Citation 1

Model Averaging in Predictive Regressions

Number of pages: 35 Posted: 11 Mar 2014
Chu-An Liu and Biing-Shen Kuo
Academia Sinica - Institute of Economics and Dept. International Business, National Chengchi University
Downloads 93 (279,852)

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Forecast combination, Local asymptotic theory, Plug-in estimators

Model Averaging in Predictive Regressions

The Econometrics Journal, Vol. 19, Issue 2, pp. 203-231, 2016
Number of pages: 29 Posted: 19 Oct 2016
Chu-An Liu and Biing-Shen Kuo
Academia Sinica - Institute of Economics and Dept. International Business, National Chengchi University
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Forecast combination, Local asymptotic theory, Plug‐in estimators

2.

A Plug-In Averaging Estimator for Regressions with Heteroskedastic Errors

Number of pages: 45 Posted: 30 Aug 2012
Chu-An Liu
Academia Sinica - Institute of Economics
Downloads 62 (350,677)
Citation 4

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local asymptotic theory, model averaging, model selection, plug-in estimators

3.

Distribution Theory of the Least Squares Averaging Estimator

Number of pages: 39 Posted: 11 Mar 2014
Chu-An Liu
Academia Sinica - Institute of Economics
Downloads 43 (412,854)
Citation 3

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Local asymptotic theory, Model averaging, Model selection, Plug-in estimators

4.

Inference after Model Averaging in Linear Regression Models

Number of pages: 32 Posted: 20 Sep 2017
Xinyu Zhang and Chu-An Liu
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Academia Sinica - Institute of Economics
Downloads 38 (432,396)

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Confidence Intervals, Inference Post-Model-Averaging, Jackknife Model Averaging, Mallows Model Averaging

5.

Focused Information Criterion and Model Averaging for Large Panels with a Multifactor Error Structure

Number of pages: 58 Posted: 20 Sep 2017
Academia Sinica - Institute of Economics, Academia Sinica - Institute of Economics and National Cheng Kung University
Downloads 26 (487,647)

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Cross-Sectional Dependence, Common Correlated Effects, Model Selection, Plug-in Estimators

6.

Autoregressive Spectral Averaging Estimator

Number of pages: 25 Posted: 21 Sep 2017
Chu-An Liu, Biing-Shen Kuo and Wen-Jen Tsay
Academia Sinica - Institute of Economics, Dept. International Business, National Chengchi University and Academia Sinica - Institute of Economics
Downloads 17 (539,409)

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Model averaging, Model selection, Spectral density estimator