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~person:"Zhang, Xinyu"
~subject:"Dynamic equilibrium"
~subject:"Scientific modelling"
~subject:"Stochastischer Prozess"
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Dynamic equilibrium
Scientific modelling
Stochastischer Prozess
Bayes-Statistik
15
Bayesian inference
15
Modellierung
12
Estimation theory
11
Schätztheorie
11
Model averaging
9
Forecasting model
7
Prognoseverfahren
7
Asymptotic optimality
6
Theorie
5
Theory
5
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4
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4
Consistency
3
Time series analysis
3
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3
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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
Asymptotic normality
1
Autoregressive process
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Bayesian analysis
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Heteroscedasticity
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Jackknife model averaging
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Leave-subject-out cross-validation
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Zhang, Xinyu
Schorfheide, Frank
67
Ravazzolo, Francesco
44
Del Negro, Marco
31
Dijk, Herman K. van
25
Koop, Gary
25
Casarin, Roberto
24
Chan, Joshua
24
Clark, Todd E.
22
Carriero, Andrea
21
Strachan, Rodney W.
20
Billio, Monica
18
Marcellino, Massimiliano
17
Fernández-Villaverde, Jesús
15
Pettenuzzo, Davide
15
Theodoridis, Konstantinos
15
Chib, Siddhartha
14
Mertens, Elmar
14
Woitek, Ulrich
14
Canova, Fabio
13
Christiano, Lawrence J.
13
Pesaran, M. Hashem
13
Kliem, Martin
12
Paccagnini, Alessia
12
Rodriguez, Gabriel
12
Warne, Anders
12
Guerrón-Quintana, Pablo A.
11
Martin, Gael M.
11
Mumtaz, Haroon
11
Shephard, Neil G.
11
Trabandt, Mathias
11
Walentin, Karl
11
Inoue, Atsushi
10
Vogel, Lukas
10
van Dijk, H. K.
10
Ahelegbey, Daniel Felix
9
An, Sungbae
9
Christoffel, Kai
9
Forbes, Catherine Scipione
9
Gupta, Rangan
9
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Journal of econometrics
8
Economics letters
3
Econometric reviews
1
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
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 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
Saved in:
6
Spatial weights matrix selection and model averaging for spatial autoregressive models
Zhang, Xinyu
;
Yu, Jihai
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011974585
Saved in:
7
Model averaging with averaging covariance matrix
Zhao, Shangwei
;
Zhang, Xinyu
;
Gao, Yichen
- In:
Economics letters
145
(
2016
),
pp. 214-217
Persistent link: https://www.econbiz.de/10011618420
Saved in:
8
Weighted-average least squares prediction
Magnus, Jan R.
;
Wang, Wendun
;
Zhang, Xinyu
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1040-1074
Persistent link: https://www.econbiz.de/10011591015
Saved in:
9
Consistency of model averaging estimators
Zhang, Xinyu
- In:
Economics letters
130
(
2015
),
pp. 120-123
Persistent link: https://www.econbiz.de/10011422458
Saved in:
10
Model averaging with covariates that are missing completely at random
Zhang, Xinyu
- In:
Economics letters
121
(
2013
)
3
,
pp. 360-363
Persistent link: https://www.econbiz.de/10010391216
Saved in:
1
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