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The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions
Wan, Alan T. K.; Zou, Guohua; Banerjee, Anurag Narayan - In: Economics letters 94 (2007) 2, pp. 213-219
Persistent link: https://www.econbiz.de/10003417261
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A trading strategy based on Callable Bull/Bear Contracts
Cheung, Stephen Y. L.; Cheung, Yin-Wong; He, Angela W. W.; … - In: Pacific-Basin finance journal 18 (2010) 2, pp. 186-198
Persistent link: https://www.econbiz.de/10003969666
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A high-low model of daily stock price ranges
Cheung, Stephen Y. L.; Cheung, Yin-Wong; Wan, Alan T. K. - 2009
Persistent link: https://www.econbiz.de/10003974897
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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
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Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Zhou, Yong; Wan, Alan T. K.; Xie, Shangyu; Wang, Xiaojing - In: Journal of econometrics 159 (2010) 1, pp. 183-201
Persistent link: https://www.econbiz.de/10008839929
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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
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On the use of model averaging in tourism research
Wan, Alan T. K.; Zhang, Xinyu - In: Annals of tourism research : ATR ; a social sciences journal 36 (2009) 3, pp. 525-532
Persistent link: https://www.econbiz.de/10009533897
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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
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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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A varying-coefficient expectile model for estimating value at risk
Xie, Shangyu; Zhou, Yong; Wan, Alan T. K. - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 4, pp. 576-592
Persistent link: https://www.econbiz.de/10010488423