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A semiparametric generalized ridge estimator and link with model averaging 期刊论文
ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 1-3, 页码: 370-384
作者:  Ullah, Arran;  Wan, Alan T. K.;  Wang, Huansha;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:135/0  |  提交时间:2018/07/30
Biasing factors  mallows  ridge estimator  squared error loss  weight  C13  C14  
Model averaging with averaging covariance matrix 期刊论文
ECONOMICS LETTERS, 2016, 卷号: 145, 页码: 214-217
作者:  Zhao, Shangwei;  Zhang, Xinyu;  Gao, Yichen
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
Asymptotic optimality  Heteroscedasticity  Model averaging  
Weighted-Average Least Squares Prediction 期刊论文
ECONOMETRIC REVIEWS, 2016, 卷号: 35, 期号: 6, 页码: 1040-1074
作者:  Magnus, Jan R.;  Wang, Wendun;  Zhang, Xinyu
收藏  |  浏览/下载:99/0  |  提交时间:2018/07/30
Bayesian analysis  Model averaging  Model uncertainty  Prediction  C11  C52  C53  
Model averaging based on leave-subject-out cross-validation 期刊论文
JOURNAL OF ECONOMETRICS, 2016, 卷号: 192, 期号: 1, 页码: 139-151
作者:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Zou, Guohua
收藏  |  浏览/下载:107/0  |  提交时间:2018/07/30
Asymptotic optimality  Leave-subject-out cross-validation  Longitudinal data  Model averaging  Time series  
Forecasting with model selection or model averaging: a case study for monthly container port throughput 期刊论文
TRANSPORTMETRICA A-TRANSPORT SCIENCE, 2016, 卷号: 12, 期号: 4, 页码: 366-384
作者:  Gao, Yan;  Luo, Meifeng;  Zou, Guohua
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
Model combination  model selection  time series forecast  structural change VAR model  container throughput