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Chu-An Liu
Chu-An Liu
Institute of Economics, Academia Sinica
Verified email at econ.sinica.edu.tw - Homepage
Title
Cited by
Cited by
Year
Distribution theory of the least squares averaging estimator
CA Liu
Journal of Econometrics 186 (1), 142-159, 2015
143*2015
Model averaging prediction by K-fold cross-validation
X Zhang, CA Liu
Journal of Econometrics 235 (1), 280-301, 2023
642023
Inference after model averaging in linear regression models
X Zhang, CA Liu
Econometric Theory 35 (4), 1146-1200, 2019
632019
Model averaging in predictive regressions
CA Liu, BS Kuo
The Econometrics Journal 19 (2), 203-231, 2016
352016
Testing generalized regression monotonicity
YC Hsu, CA Liu, X Shi
Econometric Theory 35 (6), 1146-1200, 2019
232019
Focused information criterion and model averaging for large panels with a multifactor error structure
S Yin, C Liu, CC Lin
Journal of Business & Economic Statistics 39 (1), 54-68, 2021
102021
Averaging estimators for kernel regressions
CA Liu
Economics Letters 171, 102-105, 2018
102018
Model selection and model averaging in nonparametric instrumental variables models
CA Liu, J Tao
82016
Model averaging for asymptotically optimal combined forecasts
YT Chen, CA Liu
Journal of Econometrics 235 (2), 592-607, 2023
32023
Autoregressive spectral averaging estimator
CA Liu, BS Kuo, WJ Tsay
Biing-Shen and Tsay, Wen-Jen, Autoregressive Spectral Averaging Estimator …, 2017
32017
Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data
YC Hsu, M Huber, YY Lee, CA Liu
arXiv preprint arXiv:2106.04237, 2022
22022
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Articles 1–11