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type_genre:"Sammelwerk"
~person:"Zhang, Xinyu"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation theory"
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Capital income
Estimation theory
USA
Schätztheorie
28
Modellierung
17
Scientific modelling
17
Model averaging
11
Asymptotic optimality
10
Bayes-Statistik
9
Bayesian inference
9
Forecasting model
5
Prognoseverfahren
5
Regression analysis
5
Regressionsanalyse
5
Time series analysis
4
Zeitreihenanalyse
4
Consistency
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Sampling
3
Stichprobenerhebung
3
Autocorrelation
2
Autokorrelation
2
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
Sufficient condition
2
VAR model
2
VAR-Modell
2
model averaging
2
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28
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Sammelwerk
Article in journal
Collection of articles written by one author
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28
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1
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28
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Zhang, Xinyu
Phillips, Peter C. B.
91
Baltagi, Badi H.
65
Lee, Lung-fei
65
Linton, Oliver
64
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
49
Tsionas, Efthymios G.
49
Ullah, Aman
49
Su, Liangjun
44
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Pesaran, M. Hashem
38
Wooldridge, Jeffrey M.
38
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
White, Halbert
35
Parmeter, Christopher F.
34
Perron, Pierre
34
Bera, Anil K.
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Lütkepohl, Helmut
32
Hsiao, Cheng
31
Krämer, Walter
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Giles, David E. A.
29
Chen, Xiaohong
28
Westerlund, Joakim
28
Schmidt, Peter
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Hendry, David F.
26
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Economics letters
6
Journal of econometrics
6
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
2
Economic modelling
1
European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of productivity analysis
1
Operations research
1
The econometrics journal
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ECONIS (ZBW)
28
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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
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:
3
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
Saved in:
4
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
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
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
7
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:
8
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:
9
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:
10
Model averaging estimation for high-dimensional covariance matrices with a network structure
Zhu, Rong
;
Zhang, Xinyu
;
Ma, Yanyuan
;
Zou, Guohua
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 177-197
Persistent link: https://www.econbiz.de/10012504463
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