Similar Search Results

Ergodicity and invertibility of threshold MA (1) models

Ling, Shiqing (contributor); Tong, Howell (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003218342

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

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

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

Dissecting household carbon and energy inequality : a decade's insight into regional disparities and urban-rural dynamics in China

Zhong, Honglin; Zhang, Xinyu; Shao, Xuan; Xiao, Jingyi; … - In: Energy policy : the international journal of the … 192 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015141778

Post-averaging inference for optimal model averaging estimator in generalized linear models

Yu, Dalei; Lian, Heng; Sun, Yuying; Zhang, Xinyu; Hong, … - In: Econometric reviews 43 (2024) 2/4, pp. 98-122

Persistent link: https://www.econbiz.de/10014551478

Averaging heterogeneous autoregression models with heteroskedastic errors : theory and an application to cryptocurrency volatility forecasting

Gao, Ziwen; Lehrer, Steven F.; Xie, Tian; Zhang, Xinyu - In: Essays in honor of Subal Kumbhakar, (pp. 99-131). 2024

Persistent link: https://www.econbiz.de/10014559151

Burial objects" or "Birds of a feather" : the contagion effect of financial violations in business groups : the evidence from China

Zhang, Shuonan; Cai, Yike; Chen, Rongda; Wang, Shengnan; … - In: Emerging markets review 62 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015084303

Impact of implicit government guarantee on the credit spread of urban construction investment bonds

Chen, Rongda; Li, Han; Tang, Xuhui; Jin, Chenglu; … - In: Financial innovation : FIN 10 (2024), pp. 1-31

Financing sources for urban construction have garnered significant attention globally. Among various financing methods, the urban construction investment bond (UCIB) is unique to China. The UCIB credit spread, which represents the compensation for credit risk, has become a focal point for...

Persistent link: https://www.econbiz.de/10015359359

Impact of environmental protection tax on enterprise digital transformation : evidence from Chinese listed firms

Zhang, Xinyu; Liu, Yixuan; Yu, Shaoze; Lin, Ouwen; Meng, Lu - In: International review of economics & finance : IREF 97 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015324154