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subject:"Econometric model"
~person:"Zhang, Xinyu"
~subject:"Modellierung"
~subject:"Risk"
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Search: subject_exact:"Misspecification"
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Econometric model
Modellierung
Risk
Scientific modelling
22
Estimation theory
16
Schätztheorie
16
Bayes-Statistik
12
Bayesian inference
12
Model averaging
12
Asymptotic optimality
8
Forecasting model
8
Prognoseverfahren
8
Theorie
5
Theory
5
Estimation
4
Schätzung
4
Time series analysis
4
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4
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3
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3
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3
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2
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2
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2
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2
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2
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2
Least squares method
2
Mallows model averaging
2
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2
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2
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2
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2
model averaging
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Zhang, Xinyu
McAleer, Michael
57
Ravazzolo, Francesco
49
Hendry, David F.
37
Casarin, Roberto
33
Billio, Monica
29
Dijk, Herman K. van
26
Canova, Fabio
25
Caporin, Massimiliano
25
Franses, Philip Hans
25
Hansen, Lars Peter
25
Koop, Gary
25
Swanson, Norman R.
24
Johansen, Søren
23
Phillips, Peter C. B.
22
Schorfheide, Frank
22
Claeskens, Gerda
21
Strachan, Rodney W.
21
Sargent, Thomas J.
20
Heckman, James J.
19
Medeiros, Marcelo C.
19
Andrews, Donald W. K.
18
Castle, Jennifer
17
Durlauf, Steven N.
17
Lewbel, Arthur
17
Maih, Junior
17
Binning, Andrew
16
Chan, Joshua C. C.
16
Costantini, Mauro
16
Kunst, Robert M.
16
Spanos, Aris
16
Chernozhukov, Victor
15
Frank, Ulrich
15
Gao, Jiti
15
Kleijnen, Jack P. C.
15
Matthes, Christian
15
van Dijk, H. K.
15
Bera, Anil K.
14
Bosetti, Valentina
14
Del Negro, Marco
14
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Journal of econometrics
8
Economics letters
4
Econometric reviews
3
Economic modelling
2
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of productivity analysis
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
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
Saved in:
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