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Model averaging by jackknife criterion in models with dependent data
Zhang, Xinyu; Wan, Alan T.K.; Zou, Guohua - In: Journal of econometrics 174 (2013) 2, pp. 82-94
Persistent link: https://www.econbiz.de/10010102100
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Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure
Wan, Alan T.K.; Zou, Guohua - In: Journal of econometrics 114 (2003) 1, pp. 165
Persistent link: https://www.econbiz.de/10006763311
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Adaptively combined forecasting for discrete response time series
Zhang, Xinyu; Lu, Zudi; Zou, Guohua - In: Journal of econometrics 176 (2013) 1, pp. 80-91
Persistent link: https://www.econbiz.de/10010131795
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Least squares model averaging by Mallows criterion
Wan, Alan T. K.; Zhang, Xinyu; Zou, Guohua - In: Journal of econometrics 156 (2010) 2, pp. 277-283
Persistent link: https://www.econbiz.de/10008648820
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Adaptively combined forecasting for discrete response time series
Zhang, Xinyu; Lu, Zu-di; Zou, Guohua - In: Journal of econometrics 176 (2013) 1, pp. 80-91
Persistent link: https://www.econbiz.de/10009764378
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Model averaging by jackknife criterion in models with dependent data
Zhang, Xinyu; Wan, Alan T. K.; Zou, Guohua - In: Journal of econometrics 174 (2013) 2, pp. 82-94
Persistent link: https://www.econbiz.de/10009751245
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Model averaging based on leave-subject-out cross-validation
Gao, Yan; Zhang, Xinyu; Wang, Shouyang; Zou, Guohua - In: Journal of econometrics 192 (2016) 1, pp. 139-151
Persistent link: https://www.econbiz.de/10011616012
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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
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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
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Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Zhou, Yong; Wan, Alan T.K.; Xie, Shangyu; Wang, Xiaojing - In: Journal of econometrics 159 (2010) 1, pp. 183-202
Persistent link: https://www.econbiz.de/10008455129