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subject:"Forecasting model"
~person:"Zhang, Xinyu"
~subject:"Maximum likelihood estimation"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Forecasting model
Maximum likelihood estimation
Estimation theory
27
Schätztheorie
27
Modellierung
16
Scientific modelling
16
Model averaging
11
Asymptotic optimality
10
Bayes-Statistik
9
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9
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5
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Regressionsanalyse
5
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4
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VAR-Modell
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model averaging
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Zhang, Xinyu
Lee, Lung-fei
18
Kumar, Dilip
10
Tsionas, Efthymios G.
9
Baltagi, Badi H.
7
Cai, Zongwu
7
Jin, Fei
7
Phillips, Peter C. B.
7
Swanson, Norman R.
7
Demetrescu, Matei
6
Francq, Christian
6
Kapetanios, George
6
Koopman, Siem Jan
6
Lahiri, Kajal
6
Li, Kunpeng
6
Shang, Han Lin
6
Taylor, James W.
6
Taylor, Robert
6
Tu, Yundong
6
Yu, Jihai
6
Zakoïan, Jean-Michel
6
Bai, Jushan
5
Fosten, Jack
5
Gao, Jiti
5
Hurn, Stan
5
Kim, Donggyu
5
Koop, Gary
5
Lee, Ji Hyung
5
Lucas, André
5
McCracken, Michael W.
5
Pesaran, M. Hashem
5
Rossi, Barbara
5
Shi, Yanlin
5
Teräsvirta, Timo
5
Tran, Kien C.
5
Ullah, Aman
5
Wang, Shouyang
5
Ando, Tomohiro
4
Baillie, Richard
4
Bao, Yong
4
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Econometric reviews
1
Economic modelling
1
European journal of operational research : EJOR
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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ECONIS (ZBW)
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1
Prediction using many samples with models possibly containing partially shared parameters
Zhang, Xinyu
;
Liu, Huihang
;
Wei, Yizheng
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10014449883
Saved in:
2
Correcting sample selection bias with model averaging for consumer demand forecasting
Zhao, Shangwei
;
Xie, Tian
;
Ai, Xin
;
Yang, Guangren
; …
- In:
Economic modelling
123
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462569
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
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