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~subject:"Modellierung"
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Modellierung
Estimation theory
37
Schätztheorie
37
Scientific modelling
24
Model averaging
21
Asymptotic optimality
17
Forecasting model
17
Prognoseverfahren
17
Bayes-Statistik
15
Bayesian inference
15
Theorie
12
Theory
12
Time series analysis
10
Zeitreihenanalyse
10
Regression analysis
7
Regressionsanalyse
7
Autocorrelation
6
Autokorrelation
5
Kleinste-Quadrate-Methode
5
Least squares method
5
Volatility
5
Volatilität
5
Consistency
4
Estimation
4
Mallows model averaging
4
Schätzung
4
China
3
Cross-validation
3
Financial market
3
Finanzmarkt
3
Heteroscedasticity
3
Heteroskedastizität
3
Leistungsanreiz
3
Mathematical programming
3
Mathematische Optimierung
3
Model screening
3
Model selection
3
Model uncertainty
3
Performance incentive
3
Prediction
3
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18
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1
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24
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English
24
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Zhang, Xinyu
24
Wan, Alan T. K.
6
Zou, Guohua
6
Wang, Shouyang
4
Xie, Tian
4
Zhao, Shangwei
4
Hong, Yongmiao
3
Sun, Yuying
3
Lehrer, Steven F.
2
Liao, Jun
2
Ma, Yanyuan
2
Wang, Wendun
2
Ai, Xin
1
Gao, Yan
1
Gao, Yichen
1
Gao, Ziwen
1
Lee, Tae-hwy
1
Lian, Heng
1
Magnus, Jan R.
1
Parmeter, Christopher F.
1
Qiu, Yue
1
Ullah, Aman
1
Wang, Zongrun
1
Yang, Guangren
1
Yu, Dalei
1
Yu, Jihai
1
Zhang, Xiaomeng
1
Zhou, Sherry Z.
1
Zhu, Rong
1
Zong, Xianpeng
1
Zou, Jiahui
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Journal of econometrics
8
Econometric reviews
4
Economics letters
4
Economic modelling
2
Essays in honor of Subal Kumbhakar
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of productivity analysis
1
The econometrics journal
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ECONIS (ZBW)
24
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1
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
Saved in:
2
Least squares model averaging by Mallows criterion
Wan, Alan T. K.
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Journal of econometrics
156
(
2010
)
2
,
pp. 277-283
Persistent link: https://www.econbiz.de/10008648820
Saved in:
3
Focused information criteria, model selection, and model averaging in a tobit model with a nonzero threshold
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zhou, Sherry Z.
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 132-142
Persistent link: https://www.econbiz.de/10009558945
Saved in:
4
Consistency of model averaging estimators
Zhang, Xinyu
- In:
Economics letters
130
(
2015
),
pp. 120-123
Persistent link: https://www.econbiz.de/10011422458
Saved in:
5
Model averaging by jackknife criterion in models with dependent data
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zou, Guohua
- In:
Journal of econometrics
174
(
2013
)
2
,
pp. 82-94
Persistent link: https://www.econbiz.de/10009751245
Saved in:
6
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
Saved in:
7
Social media sentiment, model uncertainty, and volatility forecasting
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Economic modelling
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012796577
Saved in:
8
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
9
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
Saved in:
10
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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