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Adaptively combined forecasting for discrete response time series

Zhang, Xinyu; Lu, Zu-di; Zou, Guohua - In: Journal of econometrics 176 (2013) 1, pp. 80-91

Persistent link: https://www.econbiz.de/10009764378

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

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

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

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

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

Detecting financial data dependence structure by averaging mixture copulas

Liu, Guannan; Long, Wei; Zhang, Xinyu; Li, Qi - In: Econometric theory 35 (2019) 4, pp. 777-815

Persistent link: https://www.econbiz.de/10012386828

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

Research on talent and urban development strategy

Shi, Mingchun; Zou, Junhao; Wang, Zhuoyang; Zhang, Xinyu; … - In: International journal of economics, finance and … 7 (2019) 6, pp. 203-209

Persistent link: https://www.econbiz.de/10012238980

Model Averaging of Integer-Valued Autoregressive Model With Covariates

Sun, Jiajing; Sun, Yuying; Zhang, Xinyu; McCabe, Brendan - 2021

This article considers model averaging in the class of the integer-valued autoregressive (INAR) processes. The INAR process is a class of structural models that can be used to model dependent count data in fields such as medicine, economics, finance and marketing. It specifies the data...

Persistent link: https://www.econbiz.de/10013227421