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accessRights:"restricted"
person:"Fernández-Villaverde, Jesús"
~person:"Francq, Christian"
~person:"Phillips, Peter C. B."
~person:"Zhang, Xinyu"
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Estimation theory
72
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72
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20
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13
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Fernández-Villaverde, Jesús
Francq, Christian
Phillips, Peter C. B.
Zhang, Xinyu
Tsionas, Efthymios G.
42
Gao, Jiti
28
Lee, Lung-fei
27
Linton, Oliver
25
Su, Liangjun
24
Parmeter, Christopher F.
23
Baltagi, Badi H.
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Kumbhakar, Subal
20
Tu, Yundong
18
Cai, Zongwu
17
Ullah, Aman
17
Marcellino, Massimiliano
16
Wooldridge, Jeffrey M.
16
Bera, Anil K.
15
Chen, Songnian
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Kapetanios, George
15
Li, Degui
15
Li, Qi
15
Sentana, Enrique
15
Peng, Bin
14
Sun, Yiguo
14
Westerlund, Joakim
14
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13
Hsiao, Cheng
13
Inoue, Atsushi
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12
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Jin, Fei
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Li, Jia
12
Li, Kunpeng
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12
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ECONIS (ZBW)
72
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1
Post-averaging inference for optimal model averaging estimator in generalized linear models
Yu, Dalei
;
Lian, Heng
;
Sun, Yuying
;
Zhang, Xinyu
;
Hong, …
- In:
Econometric reviews
43
(
2024
)
2/4
,
pp. 98-122
Persistent link: https://www.econbiz.de/10014551478
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2
Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting
Gao, Ziwen
;
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 99-131)
.
2024
Persistent link: https://www.econbiz.de/10014559151
Saved in:
3
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
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4
On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu
;
Li, Dong
;
Tong, Howell
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 215-228
Persistent link: https://www.econbiz.de/10014449891
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5
Optimal bandwidth selection in nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
6
,
pp. 1325-1337
Persistent link: https://www.econbiz.de/10014465376
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6
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
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7
Kernel averaging estimators
Zhu, Rong
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zou, Guohua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 157-169
Persistent link: https://www.econbiz.de/10013540662
Saved in:
8
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
9
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
10
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
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