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accessRights:"free"
type_genre:"Article in journal"
~accessRights:"restricted"
~person:"Zhang, Xinyu"
~type_genre:"Collection of articles written by one author"
~type_genre:"Nachschlagewerk"
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Search: subject_exact:"Estimation theory"
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Estimation theory
22
Schätztheorie
22
Model averaging
11
Modellierung
11
Scientific modelling
11
Asymptotic optimality
9
Bayes-Statistik
6
Bayesian inference
6
Forecasting model
5
Prognoseverfahren
5
Regression analysis
5
Regressionsanalyse
5
Consistency
3
Sampling
3
Stichprobenerhebung
3
Time series analysis
3
Zeitreihenanalyse
3
Autocorrelation
2
Autokorrelation
2
Correlation
2
Estimation
2
Finite sample size
2
Heteroscedasticity
2
Heteroskedastizität
2
Kleinste-Quadrate-Methode
2
Korrelation
2
Least squares method
2
Leave-subject-out cross-validation
2
Mean squared error
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Schätzung
2
Sufficient condition
2
VAR model
2
VAR-Modell
2
model averaging
2
Analysis of variance
1
Asymptotic normality
1
Autoregressive process
1
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22
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Graue Literatur
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Zhang, Xinyu
Tsionas, Efthymios G.
42
Linton, Oliver
32
Phillips, Peter C. B.
30
Gao, Jiti
29
Lee, Lung-fei
29
Parmeter, Christopher F.
23
Su, Liangjun
22
Kumbhakar, Subal
20
Baltagi, Badi H.
17
Cai, Zongwu
17
Tu, Yundong
17
Bera, Anil K.
16
Li, Qi
16
Westerlund, Joakim
16
Chen, Songnian
15
Li, Degui
15
Peng, Bin
15
Ullah, Aman
15
Escanciano, Juan Carlos
14
Jochmans, Koen
14
Otsu, Taisuke
13
Sun, Yiguo
13
Bai, Jushan
12
Francq, Christian
12
Hahn, Jinyong
12
Hsiao, Cheng
12
Jin, Fei
12
Li, Kunpeng
12
Ling, Shiqing
12
Nielsen, Morten Ørregaard
12
Peng, Liang
12
Sasaki, Yuya
12
Taylor, Robert
12
Wooldridge, Jeffrey M.
12
Zhu, Ke
12
Andrews, Isaiah
11
Demetrescu, Matei
11
Hu, Yingyao
11
Kapetanios, George
11
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Economics letters
5
Journal of econometrics
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Economic modelling
1
European journal of operational research : EJOR
1
Journal of productivity analysis
1
Operations research
1
The econometrics journal
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ECONIS (ZBW)
22
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1
Optimal model averaging for divergent-dimensional Poisson regressions
Zou, Jiahui
;
Wang, Wendun
;
Zhang, Xinyu
;
Zou, Guohua
- In:
Econometric reviews
41
(
2022
)
7
,
pp. 775-805
Persistent link: https://www.econbiz.de/10013364906
Saved in:
2
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:
3
On the least squares estimation of multiple-threshold-variable autoregressive models
Zhang, Xinyu
;
Li, Dong
;
Tong, Howell
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 215-228
Persistent link: https://www.econbiz.de/10014449891
Saved in:
4
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
5
Enhanced balancing of bias-variance tradeoff in stochastic estimation : a minimax perspective
Lam, Henry
;
Zhang, Xinyu
;
Zhang, Xuhui
- In:
Operations research
71
(
2023
)
6
,
pp. 2352-2373
Persistent link: https://www.econbiz.de/10014445044
Saved in:
6
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:
7
Kernel averaging estimators
Zhu, Rong
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zou, Guohua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 157-169
Persistent link: https://www.econbiz.de/10013540662
Saved in:
8
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:
9
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
Saved in:
10
A new study on asymptotic optimality of least squares model averaging
Zhang, Xinyu
- In:
Econometric theory
37
(
2021
)
2
,
pp. 388-407
Persistent link: https://www.econbiz.de/10012505398
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