Xinyu Zhang

Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences

Zhong-Guan-Cun-Dong-Lu 55, Haidian District

Beijing, 100190, P.R., Beijing 100190

China

SCHOLARLY PAPERS

5

DOWNLOADS

212

CITATIONS

3

Scholarly Papers (5)

1.

Optimal Model Averaging Estimation for Partially Linear Models

Number of pages: 32 Posted: 08 Apr 2017
Xinyu Zhang and Wendun Wang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 67 (335,235)
Citation 1

Abstract:

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Asymptotic optimality, Heteroscedasticity, Model averaging, Partially linear model

2.

To Pool or Not to Pool: What Is a Good Strategy for Parameter Estimation and Forecasting in Panel Regressions?

Number of pages: 35 Posted: 24 Feb 2018 Last Revised: 25 Nov 2018
Wendun Wang, Xinyu Zhang and Richard Paap
Erasmus University Rotterdam (EUR) - Department of Econometrics, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 54 (373,087)
Citation 2

Abstract:

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Credit default swap spreads; Heterogeneous panel; Model screening; Panel data forecasting; Pooling averaging

3.

WALS Prediction

CentER Discussion Paper Series No. 2012-043
Number of pages: 38 Posted: 01 Jun 2012
J.R. Magnus, Wendun Wang and Xinyu Zhang
Vrije Universiteit Amsterdam, School of Business and Economics, Erasmus University Rotterdam (EUR) - Department of Econometrics and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 53 (376,208)

Abstract:

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Model averaging, Model uncertainty, Bayesian analysis, Prediction

4.

Inference after Model Averaging in Linear Regression Models

Number of pages: 32 Posted: 20 Sep 2017
Xinyu Zhang and Chu-An Liu
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Academia Sinica - Institute of Economics
Downloads 38 (430,059)

Abstract:

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Confidence Intervals, Inference Post-Model-Averaging, Jackknife Model Averaging, Mallows Model Averaging

5.

Model Averaging Based on Kullback-Leibler Distance

Posted: 12 Oct 2012
Xinyu Zhang and Guohua Zou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Chinese Academy of Sciences - Academy of Mathematics and Systems Science

Abstract:

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akaike information, Kullback-Leibler distance, model averaging