| Heteroscedasticity‐Robust Cp Model Averaging Q Liu, R Okui The Econometrics Journal, 2013 | 149 | 2013 |
| Generalized least squares model averaging Q Liu, R Okui, A Yoshimura Econometric Reviews 35 (8-10), 1692-1752, 2016 | 55 | 2016 |
| Model Averaging for Nonlinear Regression Models Y Feng, Q Liu, Q Yao, G Zhao Journal of Business & Economic Statistics, 2021 | 30 | 2021 |
| Model averaging estimation for conditional volatility models with an application to stock market volatility forecast Q Liu, Q Yao, G Zhao Journal of Forecasting 39 (5), 841-863, 2020 | 20 | 2020 |
| A modified GARCH model with spells of shocks Q Liu, K Morimune Asia-Pacific Financial Markets 12, 29-44, 2005 | 19 | 2005 |
| On the sparsity of Mallows model averaging estimator Y Feng, Q Liu, R Okui Economics Letters 187, 108916, 2020 | 15 | 2020 |
| Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions Q Liu, Y Nishiyama Mathematics and Computers in Simulation 78 (2-3), 341-350, 2008 | 6 | 2008 |
| Nested Model Averaging on Solution Path for High-dimensional Linear Regression Y Feng, Q Liu arXiv:2005.08057, 2020 | 5 | 2020 |
| A comparison of estimation methods for partially linear models Q Liu, G Zhao International Journal of Innovative Management, Information & Production 3 …, 2012 | 5 | 2012 |
| Efficient estimation and model selection for grouped data with local moments K Hitomi, Q Liu, Y Nishiyama, N Sueishi Journal of the Japan Statistical Society 38 (1), 131-143, 2008 | 5 | 2008 |
| Efficiency improvement by local moments in grouped data analysis N Sueishi, Q Liu, K Hitomi, Y Nishiyama 21COE Interfaces for Advanced Economic Analysis Discussion Paper 107, 1-12, 2006 | 4 | 2006 |
| A combination method for averaging OLS and GLS estimators Q Liu, AL Vasnev Econometrics 7 (3), 38, 2019 | 3 | 2019 |
| Model averaging for generalized linear model with covariates that are missing completely at random Q Liu, M Zheng arXiv preprint arXiv:1710.09170, 2017 | 3 | 2017 |
| Heteroskedasticity-robust cp model averaging Q Liu, R Okui Available at SSRN 1932232, 2012 | 3 | 2012 |
| Difference based Estimation for Semiparametric Varying Coefficient Partially Linear Models Q Liu, Y Wu, J Fan Working paper, 2009 | 3 | 2009 |
| Model Selection and Model Averaging for Nonlinear Regression Models Q Liu, Q Yao, G Zhao https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2860030, 2017 | 1 | 2017 |
| Bootstrap-based Selection for Instrumental Variables Model W Wang, Q Liu Economics Bulletin 35 (3), 1886-1896, 2015 | 1 | 2015 |
| モデル平均理論の新展開 劉慶豊 經濟論叢 183 (2), 67-76, 2009 | 1 | 2009 |
| Machine Collaboration Q Liu, Y Feng Stat 13 (1), e661, 2024 | | 2024 |
| Tying Maximum Likelihood Estimation for Dependent Data M Iwasawa, Q Liu, Z Zhao Available at SSRN 4252842, 2022 | | 2022 |
Ryo OkuiProfessor, University of Tokyo在 e.u-tokyo.ac.jp 的电子邮件经过验证
