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Model averaging based on leave-subject-out cross-validation
Gao, Yan; Zhang, Xinyu; Wang, Shouyang; Zou, Guohua - In: Journal of econometrics 192 (2016) 1, pp. 139-151
Persistent link: https://www.econbiz.de/10011616012
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Frequentist model averaging for multinomial and ordered logit models
Wan, Alan T. K.; Zhang, Xinyu; Wang, Shouyang - In: International journal of forecasting 30 (2013) 1, pp. 118-128
Persistent link: https://www.econbiz.de/10010247003
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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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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
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Time-varying model averaging
Sun, Yuying; Hong, Yongmiao; Lee, Tae-hwy; Wang, Shouyang; … - In: Journal of econometrics 222 (2021) 2, pp. 974-992
Persistent link: https://www.econbiz.de/10012619810
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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