Qingsong Yao
Assistant Professor, Department of Economics, Louisiana State UniversityEmail: yaoq@lsu.edu
Research Field:
Machine LearningSemi- and Non-parametric EconometricsModel Selection and Model Averaging
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Assistant Professor, Department of Economics, Louisiana State UniversityEmail: yaoq@lsu.edu
Research Field:
Machine LearningSemi- and Non-parametric EconometricsModel Selection and Model Averaging
Publications
Publications
"Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization." 2024, to appear in Journal of Econometrics (with Shakeeb Khan, Xiaoying Lan, and Elie Tamer).
"Quantile Control via Random Forest." 2024, to appear in Journal of Econometrics (with Qiang Chen and Zhijie Xiao).
"Model Averaging for Nonlinear Regression Models." Journal of Business & Economic Statistics, 2022, 40(2): 785-789 (with Yang Feng, Qingfeng Liu, and Guoqing Zhao).
"Model Averaging Estimation for Conditional Volatility Models with an Application to Stock Market Volatility Forecast." Journal of Forecasting, 2020, 39(5): 841-863 (with Qingfeng Liu and Guoqing Zhao).
Working Papers
Working Papers
Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size (with Yang Feng and Wei Liu).
Inference on High Dimensional Selective Labeling Models (with Shakeeb Khan and Elie Tamer).
Quadratic Random Coefficients (with Arthur Lewbel).
Work in Progress
Work in Progress
Random Forest over Quantiles (with Zhijie Xiao).
Teaching
Teaching
2024 Fall ECON 4630 Introduction to Econometrics (undergraduate)
2024 Fall ECON 7632 Microeconometrics (graduate)
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