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Optimal Weight Choice for Frequentist Model Average Estimators
Liang, Hua; Zou, Guohua; Wan, Alan T. K.; Zhang, Xinyu - In: Journal of the American Statistical Association 106 (2011) 495, pp. 1053-1066
Persistent link: https://www.econbiz.de/10009358696
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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. 132-143
Persistent link: https://www.econbiz.de/10009840085
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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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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
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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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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 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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A semiparametric generalized ridge estimator and link with model averaging
Ullah, Aman; Wan, Alan T. K.; Wang, Huansha; Zhang, Xinyu; … - In: Econometric reviews 36 (2017) 1/3, pp. 370-384
Persistent link: https://www.econbiz.de/10011795220
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Model averaging estimation for high-dimensional covariance matrices with a network structure
Zhu, Rong; Zhang, Xinyu; Ma, Yanyuan; Zou, Guohua - In: The econometrics journal 24 (2021) 1, pp. 177-197
Persistent link: https://www.econbiz.de/10012504463