All Stories

  1. Model Selection and Model Averaging for Large Panels With a Multifactor Error Structure

    Article • Journal of Business and Economic Statistics, July 2019, Taylor & Francis

    Dr Chu-An Liu

  2. Testing Generalized Regression Monotonicity

    Article • Econometric Theory, December 2018, Cambridge University Press

    Dr Chu-An Liu

  3. Averaging estimators for kernel regressions

    Article • Economics Letters, October 2018, Elsevier

    Dr Chu-An Liu

  4. Inference after Model Averaging in Linear Regression Models

    Article • Econometric Theory, September 2018, Cambridge University Press

    Dr Chu-An Liu

  5. Model averaging in predictive regressions

    Article • Econometrics Journal, June 2016, Oxford University Press (OUP)

    Dr Chu-An Liu

  6. Distribution theory of the least squares averaging estimator

    Article • Journal of Econometrics, May 2015, Elsevier

    Dr Chu-An Liu