刘庆丰，日本法政大学工业与系统工程系教授。2007年获得日本京都大学经济学博士，2008年在美国普林斯顿大学金融与统筹学院做博士后研究。先后担任了日本京都大学经济研究所客座教授、美国哥伦比亚大学统计学院访问学者、日本小樽商科大学商学部经济学科教授。刘庆丰教授的研究领域为计量经济学，统计学，机器学习。现为Journal of the American Statistical Association、Journal of Econometrics、Econometric Theory等期刊的审稿人。其研究成果发表在Journal of Business & Economic Statistics，Econometrics Journal，Econometric Reviews，Mathematics and Computers in Simulation等多个国际专业期刊上，并于2017年获得国际管理工程师协会最佳论文奖。

主办单位：吉林大学数量经济研究中心（吉林大学商学与管理学院、吉林大学MBA教育中心）

代表性成果：

Model Averaging for Nonlinear Regression Models, Journal of Business & Economic Statistics, (2021) DOI: 10.1080/07350015.2020.1870477.(with Feng, Y., Q. Yao and G. Zhao).

Nested Model Averaging on Solution Path for High‐dimensional Linear Regression, Stat,Accepted manuscript online:24 September 2020. (with Feng, Y.).

Model Averaging Estimation for Conditional Volatility Models with an Application to Stock Market Volatility Forecast,Journal of Forecasting, (2020), 39(5): 841-863. (with Q. Yao and G. Zhao).

On the Sparsity of Mallows Model Averaging Estimator,Economics Letters, (2020), 187: 108916. (with Feng, Y.and R. Okui).

A Combination Method for Averaging OLS and GLS Estimators,Econometrics, MDPI, (2019), 7(3): 38. (with A. L. Vasnev).

Generalized Least Squares Model Averaging, Econometric Reviews, Taylor & Francis, (2016), 35(8-10):1692-1752. (with R. Okui and A. Yoshimura).

Heteroscedasticity-Robust Cp Model Averaging, The Econometrics Journal, Wiley, (2013), 16(3): 463–472. (with R. Okui).

Maximum Empirical Likelihood Estimation of Continuous-time Models with Conditional Characteristic Functions, Mathematics and Computers in Simulation, (2008), 78(2-3): 341-350. (with Y. Nishiyama).

Model Averaging Estimation for GARCH Family, The Journal of quantitative and technical economics, (2017), 6, 104-118. (In Chinese) (with Zhao, G. and Q. Yao ).

Bootstrap-based Selection for Instrumental Variables Model, Economics Bulletin, (2015), Volume 35, Issue 3, pages 1886-1896. (with Wang, W.).

A Comparison of Estimation Methods for Partially Linear Models International Journal of Innovative Management, Information & Production, (2012), 3(2), 38-42. (with G. Zhao).

An Application of Forecast Combination Methods to Default Risk Prediction CBC Discussion paper series, (2011), No. 130, 1-8.

Generalized Cp Model Averaging for Heteroskedastic Models, CBC Discussion paper series, (2010), No. 127, 1-9.

Asymptotic Theory for Difference-based Estimator of Partially Linear Models, Journal of the Japan Statistical Society, (2010), 39(1), 393-406. (In Japanese).

A New GARCH-Type Model, CNU Journal of Management & Economics, CNU, Korea, (2010), 32(2), 213-228.

モデル平均理論の新展開, 経済論叢(京都大学), (2009), 183(2), 67-76.

Value-at-Risk Analysis in Shanghai Stock Market with Mixed Models, Journal of financial research , (2009), 353(11), 119-128. (In Chinese)(with Zhao, G.).

Efficient Estimation and Model Selection for Grouped Data with Local Moments, Journal of The Japan Statistical Society, (2008), 38(1), 131-143. (with Hitomi, K., Y. Nishiyama and N. Sueishi).

Analysis of Value-at-Risk in Shanghai Stock Market using OGARCH-class Models, 21COE Interface for Advanced Economic Analysis Discussion paper, (2006), 118, 1-36.

Efficiency Improvement by Local Moments in Grouped Data Analysis, 21COE Interface for Advanced Economic Analysis Discussion paper, (2006), 107, 1-12. (with Sueishi, N., K. Hitomi and Y. Nishiyama).

A Modified GARCH Model with Spells of Shocks, Asia-Pacific Financial Markets, Springer, (2006), 12(1), 29-44. (with K. Morimune).

Semiparametric Estimators for Conditional Moment Restrictions Containing Nonparametric Functions: Comparison of GMM and Empirical Likelihood Procedures, in MODSIM 2005 International Congresson Modelling and Simulation, ed. by A. Zerger, and R. Argent, (2005), 926-932. (with Nishiyama, Y.and N. Sueishi).

Empirical Likelihood Estimation of Continuous-time Models with Conditional Moment Restrictions, in MODSIM 2005 International Congress on Modelling and Simulation, ed. by A. Zerger, and R. Argent, (2005), 886-892. (with Y. Nishiyama).