Dr Chu-An Liu
Academia Sinica
Research Fellow, Economics
Taiwan
My Publications
Model Selection and Model Averaging for Large Panels With a Multifactor Error Structure
Journal of Business and Economic Statistics
July 2019
Testing Generalized Regression Monotonicity
Econometric Theory
December 2018
Averaging estimators for kernel regressions
Economics Letters
October 2018
Inference after Model Averaging in Linear Regression Models
Econometric Theory
September 2018
Model averaging in predictive regressions
Econometrics Journal
June 2016
Distribution theory of the least squares averaging estimator
Journal of Econometrics
May 2015