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Attention Matters: An Exploration of Relationship Between Google Search Behaviors and Crude Oil Prices 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 5, 页码: 1438-1459
作者:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
收藏  |  浏览/下载:171/0  |  提交时间:2020/01/10
Asymmetric response  crude oil prices  Google search  investor attention  Markov switching autoregressive model  
Parsimonious Model Averaging With a Diverging Number of Parameters 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 页码: 13
作者:  Zhang, Xinyu;  Zou, Guohua;  Liang, Hua;  Carroll, Raymond J.
收藏  |  浏览/下载:173/0  |  提交时间:2020/01/10
Asymptotic optimality  Frequentist model averaging  Jackknife model averaging  Mallows model averaging  Parsimony  
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  
A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 卷号: 114, 期号: 526, 页码: 882-892
作者:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
收藏  |  浏览/下载:184/0  |  提交时间:2020/01/10
Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model  
A Demand Forecasting Method Based on Stochastic Frontier Analysis and Model Average: An Application in Air Travel Demand Forecasting 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2019, 卷号: 32, 期号: 2, 页码: 615-633
作者:  Zhang Xinyu;  Zheng Yafei;  Wang Shouyang
收藏  |  浏览/下载:182/0  |  提交时间:2020/01/10
Air travel demand  demand forecasting  model average  model uncertainty  stochastic frontier analysis  
Frequentist model averaging for threshold models 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2019, 卷号: 71, 期号: 2, 页码: 275-306
作者:  Gao, Yan;  Zhang, Xinyu;  Wang, Shouyang;  Chong, Terence Tai-leung;  Zou, Guohua
收藏  |  浏览/下载:185/0  |  提交时间:2019/04/02
Asymptotic optimality  Generalized cross-validation  Model averaging  Threshold model  
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  
attentionmattersanexplorationofrelationshipbetweengooglesearchbehaviorsandcrudeoilprices 期刊论文
系统科学与复杂性学报英文版, 2019, 卷号: 000, 期号: 005, 页码: 1438-1459
作者:  Li Xin;  Zhang Xun;  Wang Shouyang;  Ma Jian
收藏  |  浏览/下载:148/0  |  提交时间:2020/05/24
ademandforecastingmethodbasedonstochasticfrontieranalysisandmodelaverageanapplicationinairtraveldemandforecasting 期刊论文
journalofsystemsscienceandcomplexity, 2019, 卷号: 32, 期号: 2, 页码: 615
作者:  Zhang Xinyu;  Zheng Yafei;  Wang Shouyang
收藏  |  浏览/下载:183/0  |  提交时间:2020/01/10
动态采样输出调节切换自适应方法 期刊论文
系统科学与数学, 2019, 卷号: 000, 期号: 002, 页码: 286
作者:  黄亚欣;  刘允刚;  张纪峰
收藏  |  浏览/下载:165/0  |  提交时间:2020/01/10