Xinyu Zhang

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

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

Beijing, 100080, P.R., Beijing 100080

China

SCHOLARLY PAPERS

3

DOWNLOADS

202

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Model Averaging Prediction by K-Fold Cross-Validation

Number of pages: 42 Posted: 16 Feb 2022
Xinyu Zhang and Chu-An Liu
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Academia Sinica - Institute of Economics
Downloads 109 (356,439)

Abstract:

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Asymptotic optimality, Cross-validation, Model averaging, Weight convergence.

2.

Model Averaging of Integer-Valued Autoregressive Model With Covariates

Number of pages: 33 Posted: 18 May 2021 Last Revised: 05 Jan 2022
Chinese Academy of Sciences (CAS) - School of Economics and Management, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS), Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and University of Liverpool - Management School (ULMS)
Downloads 93 (395,295)

Abstract:

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Asymptotic optimality; K-fold cross-validation; Integer-valued autoregressive models; Maximum likelihood; Model averaging.

3.

Asymptotic Properties of the Synthetic Control Method

Number of pages: 52
Xiaomeng Zhang, Wendun Wang and Xinyu Zhang
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS), Erasmus University Rotterdam (EUR) - Department of Econometrics and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 0

Abstract:

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Synthetic control method; Model averaging; Asymptotic optimality; Linear factor model; Policy evaluation