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

8

DOWNLOADS

281

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (8)

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 90 (297,289)
Citation 1

Abstract:

Loading...

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 66 (355,752)
Citation 3

Abstract:

Loading...

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 54 (392,826)

Abstract:

Loading...

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 42 (436,170)
Citation 2

Abstract:

Loading...

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

Multimodel Inference Based on Smoothed Information Criteria

Number of pages: 21 Posted: 15 Nov 2019
Xinyu Zhang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 12 (621,274)

Abstract:

Loading...

Information criteria, Model averaging, Simulation- based inference, Variance estimation, Weights

Multimodel Inference based on Smoothed Information Criteria

Number of pages: 30 Posted: 14 Nov 2019
Xinyu Zhang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 8 (650,543)

Abstract:

Loading...

Information criteria; Model averaging; Simulation-based-inference; Variance estimation; Weight

6.

A New Study on Asymptotic Optimality of Least Squares Model Averaging

Number of pages: 23 Posted: 08 Mar 2020
Xinyu Zhang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 6 (637,471)

Abstract:

Loading...

7.

Least Squares Model Averaging: Some Further Results

Number of pages: 9 Posted: 27 Nov 2019
Xinyu Zhang, Alan T. K. Wan and Guohua Zou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences, affiliation not provided to SSRN and Chinese Academy of Sciences - Academy of Mathematics and Systems Science
Downloads 3 (659,501)

Abstract:

Loading...

8.

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:

Loading...

akaike information, Kullback-Leibler distance, model averaging