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Qingfeng Liu

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This is information that was supplied by Qingfeng Liu in registering through RePEc. If you are Qingfeng Liu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Qingfeng
Middle Name:
Last Name: Liu
Suffix:

RePEc Short-ID: pli894

Email:
Homepage: http://www.otaru-uc.ac.jp/~qliu/index3.html
Postal Address:
Phone:

Affiliation

Department of Economics
Otaru University of Commerce
Location: Otaru, Japan
Homepage: http://www.otaru-uc.ac.jp/dept/econ/
Email:
Phone:
Fax:
Postal: 3-5-21 Midori, Otaru, 047-8501
Handle: RePEc:edi:deotajp (more details at EDIRC)

Works

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Working papers

  1. Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013. "Generalized Least Squares Model Averaging," KIER Working Papers, Kyoto University, Institute of Economic Research 855, Kyoto University, Institute of Economic Research.
  2. Liu, Qingfeng, 2011. "Generalized Cp Model Averaging for Heteroskedastic Models," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation), Otaru University of Commerce 10252/4544, Otaru University of Commerce.
  3. Liu, Qingfeng, 2009. "部分線形モデルの差分推定量の漸近理論 = Asymptotic Theory for Difference-based Estimator of Partially Linear Models," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation), Otaru University of Commerce 10252/3450, Otaru University of Commerce.
  4. Liu, Qingfeng, 2009. "モデル平均理論の新展開," ビジネス創造センターディスカッション・ペーパー (Discussion papers of the Center for Business Creation), Otaru University of Commerce 10252/3451, Otaru University of Commerce.

Articles

  1. Qingfeng Liu & Ryo Okui, 2013. "Heteroscedasticity‐robust C(p) model averaging," Econometrics Journal, Royal Economic Society, Royal Economic Society, vol. 16(3), pages 463-472, October.
  2. Liu, Qingfeng & Nishiyama, Yoshihiko, 2008. "Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 78(2), pages 341-350.
  3. Qingfeng Liu & Kimio Morimune, 2005. "A Modified GARCH Model with Spells of Shocks," Asia-Pacific Financial Markets, Springer, Springer, vol. 12(1), pages 29-44, March.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2013-04-06. Author is listed
  2. NEP-ORE: Operations Research (1) 2013-04-06. Author is listed

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