CHENG LIU
CHENG LIU
Verified email at whu.edu.cn - Homepage
Title
Cited by
Cited by
Year
A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
C Liu, CY Tang
Journal of Econometrics 180 (2), 217-232, 2014
232014
Testing against constant factor loading matrix with large panel high-frequency data
XB Kong, C Liu
Journal of Econometrics 204 (2), 301-319, 2018
82018
A simple and trustworthy asymptotic t test in difference-in-differences regressions
C Liu, Y Sun
Journal of Econometrics 210 (2), 327-362, 2019
72019
A state space model approach to integrated covariance matrix estimation with high frequency data
C Liu, CY Tang
Statistics and Its Interface 6 (4), 463, 2013
32013
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Articles 1–4