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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Handbook of applied econometrics and statistical inference"
~language:"eng"
~person:"Zhang, Xinyu"
~subject:"Cointegration"
~subject:"Constant conditional correlation"
~subject:"Distribution"
~subject:"EngelCurve"
~subject:"Frequency domain regression"
~subject:"IV-Schätzung"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistischer Test"
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Prognoseverfahren
Regression analysis
Cointegration
Constant conditional correlation
Distribution
EngelCurve
Frequency domain regression
IV-Schätzung
Nichtparametrisches Verfahren
Statistischer Test
Estimation theory
4
Schätztheorie
4
Modellierung
3
Scientific modelling
3
model averaging
2
Asymptotic distribution
1
Asymptotic optimality
1
Biasing factors
1
Forecasting model
1
Heteroscedasticity
1
Heteroscedasticity-robust
1
Heteroskedastizität
1
Mathematical programming
1
Mathematische Optimierung
1
Nonparametric statistics
1
Poisson regression
1
Regressionsanalyse
1
consistency
1
divergent dimension
1
generalized linear model
1
mallows
1
model selection
1
multiplicative heteroscedasticity
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optimal model averaging
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plug-in
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ridge estimator
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squared error loss
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squared prediction risk
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Zhang, Xinyu
Phillips, Peter C. B.
51
Chen, Xiaohong
16
Andrews, Donald W. K.
11
Otsu, Taisuke
7
Armstrong, Timothy B.
6
Guggenberger, Patrik
6
Baltagi, Badi H.
5
Gao, Jiti
5
Racine, Jeffrey
5
Su, Liangjun
5
Ullah, Aman
5
Dufour, Jean-Marie
4
Linton, Oliver
4
Sun, Yiguo
4
Teräsvirta, Timo
4
Wan, Alan T. K.
4
Wang, Qiying
4
Wang, Ying
4
Cai, Zongwu
3
Fan, Yanqin
3
Hsiao, Cheng
3
Li, Degui
3
Li, Qi
3
Liu, Long
3
Perron, Pierre
3
Pouzo, Demian
3
Renault, Eric
3
Shi, Xiaoxia
3
Sul, Donggyu
3
Swanson, Norman R.
3
Taylor, Luke
3
Tu, Yundong
3
Yu, Ping
3
Ando, Tomohiro
2
Bohn Nielsen, Heino
2
Bravo, Francesco
2
Breitung, Jörg
2
Caner, Mehmet
2
Cavaliere, Giuseppe
2
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Cowles Foundation discussion paper
Econometric reviews
Handbook of applied econometrics and statistical inference
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Discussion paper / Center for Economic Research, Tilburg University
1
Econometric theory
1
Economic modelling
1
Economics letters
1
Essays in honor of Subal Kumbhakar
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European journal of operational research : EJOR
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Optimal model averaging for divergent-dimensional Poisson regressions
Zou, Jiahui
;
Wang, Wendun
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 775-805
Persistent link: https://www.econbiz.de/10013364906
Saved in:
2
Model averaging in a multiplicative heteroscedastic model
Zhao, Shangwei
;
Ma, Yanyuan
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1100-1124
Persistent link: https://www.econbiz.de/10012406211
Saved in:
3
A semiparametric generalized ridge estimator and link with model averaging
Ullah, Aman
;
Wan, Alan T. K.
;
Wang, Huansha
;
Zhang, Xinyu
; …
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 370-384
Persistent link: https://www.econbiz.de/10011795220
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