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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~person:"Zhang, Xinyu"
~subject:"Forecasting model"
~subject:"Stichprobenerhebung"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
Forecasting model
Stichprobenerhebung
Estimation theory
29
Schätztheorie
29
Modellierung
18
Scientific modelling
18
Model averaging
11
Asymptotic optimality
10
Bayes-Statistik
9
Bayesian inference
9
Prognoseverfahren
6
Regression analysis
5
Time series analysis
4
Zeitreihenanalyse
4
Autocorrelation
3
Autokorrelation
3
Consistency
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Sampling
3
model averaging
3
Correlation
2
Estimation
2
Finite sample size
2
Heteroscedasticity
2
Heteroskedastizität
2
Korrelation
2
Leave-subject-out cross-validation
2
Mallows model averaging
2
Mathematical programming
2
Mathematische Optimierung
2
Mean squared error
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätzung
2
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2
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2
VAR-Modell
2
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11
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Zhang, Xinyu
Phillips, Peter C. B.
25
Linton, Oliver
19
Su, Liangjun
19
Ullah, Aman
18
Cai, Zongwu
17
Li, Qi
17
Baltagi, Badi H.
16
Chen, Songnian
16
Tu, Yundong
14
Kapetanios, George
13
Sun, Yiguo
13
Tsionas, Efthymios G.
13
Florens, Jean-Pierre
11
Fomby, Thomas B.
11
Kumar, Dilip
11
Westerlund, Joakim
11
Chernozhukov, Victor
10
Hansen, Bruce E.
10
Swanson, Norman R.
10
Wang, Hansheng
10
Galvão Júnior, Antônio Fialho
9
Gao, Jiti
9
Henderson, Daniel J.
9
Horowitz, Joel
9
Otsu, Taisuke
9
Parmeter, Christopher F.
9
Shang, Han Lin
9
Wan, Alan T. K.
9
Wang, Qiying
9
Xiao, Zhijie
9
Yu, Ping
9
Escanciano, Juan Carlos
8
Hansen, Christian Bailey
8
Koop, Gary
8
Lesage, James P.
8
Li, Degui
8
Newey, Whitney K.
8
Racine, Jeffrey
8
White, Halbert
8
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Econometric reviews
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Econometric theory
1
Economic modelling
1
Economics letters
1
Essays in honor of Subal Kumbhakar
1
European journal of operational research : EJOR
1
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ECONIS (ZBW)
11
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1
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
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
Saved in:
4
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:
5
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
Saved in:
6
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
7
Model averaging for interval-valued data
Sun, Yuying
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Wang, Shouyang
- In:
European journal of operational research : EJOR
301
(
2022
)
2
,
pp. 772-784
Persistent link: https://www.econbiz.de/10013207677
Saved in:
8
Model averaging prediction for time series models with a diverging number of parameters
Liao, Jun
;
Zou, Guohua
;
Gao, Yan
;
Zhang, Xinyu
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 190-221
Persistent link: https://www.econbiz.de/10012619966
Saved in:
9
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:
10
Inference after model averaging in linear regression models
Zhang, Xinyu
;
Liu, Chu-An
- In:
Econometric theory
35
(
2019
)
4
,
pp. 816-841
Persistent link: https://www.econbiz.de/10012386835
Saved in:
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