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Model averaging with covariates that are missing completely at random
Zhang, Xinyu - In: Economics letters 121 (2013) 3, pp. 360-363
Persistent link: https://www.econbiz.de/10010391216
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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 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
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Model averaging based on generalized method of moments
Wang, Weiwei; Zhang, Qi; Zhang, Xinyu; Li, Xinmin - In: Economics letters 200 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012605966
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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
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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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Model averaging based on leave-subject-out cross-validation for vector autoregressions
Liao, Jun; Zong, Xianpeng; Zhang, Xinyu; Zou, Guohua - In: Journal of econometrics 209 (2019) 1, pp. 35-60
Persistent link: https://www.econbiz.de/10012302513
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Model averaging with averaging covariance matrix
Zhao, Shangwei; Zhang, Xinyu; Gao, Yichen - In: Economics letters 145 (2016), pp. 214-217
Persistent link: https://www.econbiz.de/10011618420
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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
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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