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Kernel Averaging Estimators 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
Authors:  Zhu, Rong;  Zhang, Xinyu;  Wan, Alan T. K.;  Zou, Guohua
Favorite  |  View/Download:53/0  |  Submit date:2022/04/02
Asymptotic optimality  Cross-validation  Kernel estimation  Model average  Nonparametric regression  
Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach 期刊论文
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 19
Authors:  Sun, Yuying;  Zhang, Jian;  Li, Xin;  Wang, Shouyang
Favorite  |  View/Download:41/0  |  Submit date:2022/04/02
forecast combination  nonparametric estimation  structural changes  tourism demand  time-varying jackknife model averaging  
A New Two-Stage Approach with Boosting and Model Averaging for Interval-Valued Crude Oil Prices Forecasting in Uncertainty Environments 期刊论文
FRONTIERS IN ENERGY RESEARCH, 2021, 卷号: 9, 页码: 11
Authors:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:46/0  |  Submit date:2022/04/02
crude oil prices forecasting  forecast combination  interval-valued time series  model averaging  vector L2-boosting  
Estimation of Partially Linear Panel Data Models with Cross-Sectional Dependence 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 12
Authors:  Huang, Bai;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:58/0  |  Submit date:2021/04/26
Common correlated effects  common factors  cross-sectional dependence  panel data  semi-parametric estimation  
Brexit and Its Impact on the US Stock Market 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
Authors:  Qiao Kenan;  Liu Zhengyang;  Huang Bai;  Sun Yuying;  Wang Shouyang
Favorite  |  View/Download:72/0  |  Submit date:2021/04/26
Brexit  interval time series  intra-day volatility  S&P500 index  
A novel two-stage approach for cryptocurrency analysis 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 72, 页码: 13
Authors:  Yang, Boyu;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:68/0  |  Submit date:2021/04/26
Bitcoin  Cryptocurrency  Noise-assisted multivariate empirical mode  decomposition  Two-stage decomposition and composition