Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Model averaging estimators for the stochastic frontier model
Parmeter, Christopher F.; Wan, Alan T. K.; Zhang, Xinyu - In: Journal of productivity analysis 51 (2019) 2/3, pp. 91-103
Persistent link: https://www.econbiz.de/10012305597