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person:"Ravazzolo, Francesco"
~person:"Zhang, Xinyu"
~type_genre:"Article in journal"
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Search: subject_exact:"Modellierung"
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Modellierung
28
Scientific modelling
28
Bayes-Statistik
17
Bayesian inference
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Estimation theory
16
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16
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12
Model averaging
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model averaging
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Ravazzolo, Francesco
Zhang, Xinyu
Spanos, Aris
16
Sargent, Thomas J.
14
Hansen, Lars Peter
13
Hendry, David F.
12
McAleer, Michael
9
Medeiros, Marcelo C.
9
Robotti, Cesare
8
Canova, Fabio
7
Castle, Jennifer
7
Crespo Cuaresma, Jesús
7
Xie, Tian
7
Doornik, Jurgen A.
6
Franses, Philip Hans
6
Koop, Gary
6
Okui, Ryo
6
Phillips, Peter C. B.
6
Wan, Alan T. K.
6
Zou, Guohua
6
Andreou, Elena
5
Andrews, Donald W. K.
5
Bera, Anil K.
5
Chan, Hing-lin
5
Claeskens, Gerda
5
Doğan, Osman
5
Gospodinov, Nikolaj
5
Hansen, Bruce E.
5
Henry, Marc
5
Kan, Raymond
5
Parmeter, Christopher F.
5
Recker, Jan
5
Su, Liangjun
5
Swamy, Paravastu A. V. B.
5
Swanson, Norman R.
5
Tavlas, George S.
5
Taṣpınar, Süleyman
5
Teräsvirta, Timo
5
Wang, Shouyang
5
Woo, Kai-yin
5
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Journal of econometrics
8
Economics letters
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Economic modelling
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of empirical finance
1
Journal of productivity analysis
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
28
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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
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:
3
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
Saved in:
4
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:
5
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
Saved in:
6
Social media sentiment, model uncertainty, and volatility forecasting
Lehrer, Steven F.
;
Xie, Tian
;
Zhang, Xinyu
- In:
Economic modelling
102
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012796577
Saved in:
7
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:
8
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
Saved in:
9
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:
10
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
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