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Model averaging estimators for the stochastic frontier model 期刊论文
JOURNAL OF PRODUCTIVITY ANALYSIS, 2019, 卷号: 51, 期号: 2-3, 页码: 91-103
作者:  Parmeter, Christopher F.;  Wan, Alan T. K.;  Zhang, Xinyu
收藏  |  浏览/下载:167/0  |  提交时间:2020/01/10
Optimality  J-fold cross-validation  Efficiency  Model selection  
Model averaging based on leave-subject-out cross-validation for vector autoregressions 期刊论文
JOURNAL OF ECONOMETRICS, 2019, 卷号: 209, 期号: 1, 页码: 35-60
作者:  Liao, Jun;  Zong, Xianpeng;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:191/0  |  提交时间:2020/01/10
Asymptotic optimality  Consistency  Leave-subject-out cross-validation  Model averaging  Vector autoregressions  
Spatial weights matrix selection and model averaging for spatial autoregressive models 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 1, 页码: 1-18
作者:  Zhang, Xinyu;  Yu, Jihai
收藏  |  浏览/下载:147/0  |  提交时间:2018/07/30
Model averaging  Model selection  Spatial autoregressive  Spatial econometrics  
A class of model averaging estimators 期刊论文
ECONOMICS LETTERS, 2018, 卷号: 162, 页码: 101-106
作者:  Zhao, Shangwei;  Ullah, Aman;  Zhang, Xinyu
收藏  |  浏览/下载:139/0  |  提交时间:2018/07/30
Finite sample size  Mean squared error  Model averaging  Sufficient condition  
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:142/0  |  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:98/0  |  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:101/0  |  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:109/0  |  提交时间:2018/07/30
Asymptotic optimality  Leave-subject-out cross-validation  Longitudinal data  Model averaging  Time series  
On the dominance of Mallows model averaging estimator over ordinary least squares estimator 期刊论文
ECONOMICS LETTERS, 2016, 卷号: 142, 页码: 69-73
作者:  Zhang, Xinyu;  Ullah, Aman;  Zhao, Shangwei
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
Finite sample size  Mean squared error  Model averaging  Sufficient condition  
Least squares model averaging by Mallows criterion 期刊论文
JOURNAL OF ECONOMETRICS, 2010, 卷号: 156, 期号: 2, 页码: 277-283
作者:  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
Asymptotic optimality  Continuous weights  Mallows criterion  Non-nested models