Jen-Che Liao

National Chengchi University - Department of Economics

Associate Professor

64, Sec. 2, ZhiNan Rd

Wenshan Dist

Taipei City, 11605

Taiwan

  • National Chengchi University - Department of Economics

SCHOLARLY PAPERS

4

DOWNLOADS

440

TOTAL CITATIONS

5

Scholarly Papers (4)

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1.

Multivariate Least Squares Forecasting Averaging by Vector Autoregressive Models

Number of pages: 47 Posted: 25 Aug 2016
Jen-Che Liao and Wen-Jen Tsay
National Chengchi University - Department of Economics and Soochow University
Downloads 142 (433,506)
Citation 5

Abstract:

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Asymptotic Optimality, Asymptotic Unbiasedness, Forecast Combination/Averaging, Mallows Criterion, Vector Autoregressions

2.

Optimal Multi-Step VAR Forecasting Averaging

Number of pages: 54 Posted: 19 Jul 2017
Jen-Che Liao and Wen-Jen Tsay
National Chengchi University - Department of Economics and Soochow University
Downloads 128 (473,840)

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Asymptotic optimality, Forecast combination/averaging, Iterative and direct multi-step forecasting, Vector autoregressions

3.

GMM Long-Run Variance Estimation via VAR Averaging

Number of pages: 48 Posted: 14 Jun 2018
Jen-Che Liao
National Chengchi University - Department of Economics
Downloads 96 (582,257)

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Generalized Method of Moments, HAC estimation, Long-run variance, Model averaging, Vector autoregressions

4.

Testing the Impacts on Inefficiency in a Semiparametric Stochastic Frontier Model

Number of pages: 61 Posted: 19 Apr 2023
Jen-Che Liao, Xiaojun Song and Hung-Jen Wang
National Chengchi University - Department of Economics, Peking University - Guanghua School of Management and National Taiwan University - Department of Economics
Downloads 74 (684,744)

Abstract:

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Inefficiency effects, Multiplier bootstrap, Semiparametric partially linear models, Significance tests, Stochastic frontier analysis