Alan T.K. Wan : Citation Profile


Are you Alan T.K. Wan?

7

H index

7

i10 index

188

Citations

RESEARCH PRODUCTION:

30

Articles

6

Papers

RESEARCH ACTIVITY:

   18 years (1993 - 2011). See details.
   Cites by year: 10
   Journals where Alan T.K. Wan has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 9 (4.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa24
   Updated: 2019-08-17    RAS profile: 2011-10-29    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alan T.K. Wan.

Is cited by:

De Luca, Giuseppe (8)

Ullah, Aman (6)

Peracchi, Franco (5)

Magnus, Jan (5)

Chaturvedi, Anoop (5)

Winker, Peter (4)

Caporin, Massimiliano (3)

Poghosyan, Karen (3)

Valadkhani, Abbas (3)

Santucci de Magistris, Paolo (3)

Melser, Daniel (3)

Cites to:

Magnus, Jan (14)

Cheung, Yin-Wong (14)

Pötscher, Benedikt (12)

Leeb, Hannes (11)

Ohtani, Kazuhiro (10)

Diebold, Francis (10)

Chaturvedi, Anoop (10)

Hansen, Bruce (6)

Zou, Guohua (6)

Clarke, Judith (5)

Banerjee, Anurag (5)

Main data


Where Alan T.K. Wan has published?


Journals with more than one article published# docs
Journal of Multivariate Analysis4
Statistics & Probability Letters3
Journal of Econometrics3
Computational Statistics & Data Analysis2
Econometrics Journal2
Annals of the Institute of Statistical Mathematics2
Economics Letters2
Journal of Applied Statistics2

Recent works citing Alan T.K. Wan (2018 and 2017)


YearTitle of citing document
2018Generalized accelerated recurrence time model for multivariate recurrent event data with missing event type. (2018). Ma, Huijuan ; Lai, Huichuan J ; Zhang, Zhumin ; Peng, Limin. In: Biometrics. RePEc:bla:biomet:v:74:y:2018:i:3:p:954-965.

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2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015923.

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2017Detection of influential points as a byproduct of resampling-based variable selection procedures. (2017). de Bin, Riccardo ; Sauerbrei, Willi ; Boulesteix, Anne-Laure. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:116:y:2017:i:c:p:19-31.

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2018On sufficient dimension reduction with missing responses through estimating equations. (2018). Dong, Yuexiao ; Li, Zeda ; Tang, Cheng Yong ; Xia, QI. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:67-77.

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2019Feature screening in ultrahigh-dimensional partially linear models with missing responses at random. (2019). Yan, Xiaodong ; Xia, Linli ; Tang, Niansheng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:208-227.

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2017Interval-valued time series forecasting using a novel hybrid HoltI and MSVR model. (2017). Bao, Yukun ; Xiong, Tao ; Li, Chongguang. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:11-23.

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2017Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics. (2017). Xie, Tian. In: Economics Letters. RePEc:eee:ecolet:v:151:y:2017:i:c:p:119-122.

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2018A class of model averaging estimators. (2018). Zhao, Shangwei ; Zhang, Xinyu ; Ullah, Aman ; Amanullah, . In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:101-106.

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2018Spatial weights matrix selection and model averaging for spatial autoregressive models. (2018). Zhang, Xinyu ; Yu, Jihai. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:1-18.

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2018Weighted-average least squares estimation of generalized linear models. (2018). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:1-17.

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2019Model averaging based on leave-subject-out cross-validation for vector autoregressions. (2019). Zou, Guohua ; Zhang, Xinyu ; Zong, Xianpeng ; Liao, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:1:p:35-60.

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2017The Balassa–Samuelson relationship: Services, manufacturing and product quality. (2017). Zhang, QI. In: Journal of International Economics. RePEc:eee:inecon:v:106:y:2017:i:c:p:55-82.

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2018Multi-step-ahead crude oil price forecasting using a hybrid grey wave model. (2018). Chen, Yanhui ; Zheng, Aibing ; Zhang, Chuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:501:y:2018:i:c:p:98-110.

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2017The Balassa–Samuelson relationship: services, manufacturing and product quality. (2017). Zhang, QI. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68705.

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2017Weighted-average least squares estimation of generalized linear models. (2017). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R. In: EIEF Working Papers Series. RePEc:eie:wpaper:1711.

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2017A Localized Model for Residential Property Valuation: Nearest Neighbor with Attribute Differences. (2017). Simon, ; Sahminan, Sahminan . In: International Real Estate Review. RePEc:ire:issued:v:20:n:02:2017:p:221-250.

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2018Twin Deficits Revisited: a role for fiscal institutions?. (2018). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0312018.

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2018Fundamental Determinants of Real Estate Prices: A Panel Study of German Regions. (2018). Keil, Jonas ; Belke, Ansgar. In: International Advances in Economic Research. RePEc:kap:iaecre:v:24:y:2018:i:1:d:10.1007_s11294-018-9671-2.

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2017Bootstrap-calibrated empirical likelihood confidence intervals for the difference between two Gini indexes. (2017). Xiaofeng Lv, ; Li, Qinghai ; Xu, Xinkuo ; Zhang, Gupeng. In: The Journal of Economic Inequality. RePEc:kap:jecinq:v:15:y:2017:i:2:d:10.1007_s10888-017-9348-8.

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2019Model averaging estimators for the stochastic frontier model. (2019). Zhang, Xinyu ; Alan, ; Parmeter, Christopher F. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:51:y:2019:i:2:d:10.1007_s11123-019-00547-8.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2018High and Low Intraday Commodity Prices: A Fractional Integration and Cointegration Approach. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis A. In: MPRA Paper. RePEc:pra:mprapa:90518.

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2018A Class of Model Averaging Estimators. (2018). Ullah, Aman ; Zhang, Xinyu ; Amanullah, ; Zhao, Shangwei. In: Working Paper series. RePEc:rim:rimwps:18-11.

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2019Frequentist model averaging for threshold models. (2019). CHONG, Terence Tai Leung ; Zou, Guohua ; Wang, Shouyang ; Zhang, Xinyu ; Gao, Yan. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:2:d:10.1007_s10463-017-0642-9.

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2017Empirical likelihood method for non-ignorable missing data problems. (2017). Guan, Zhong ; Qin, Jing. In: Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data. RePEc:spr:lifeda:v:23:y:2017:i:1:d:10.1007_s10985-016-9381-0.

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2018Quantile regression and its empirical likelihood with missing response at random. (2018). Shen, YU ; Liang, Han-Ying. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:2:d:10.1007_s00362-016-0784-5.

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2019Plug-in marginal estimation under a general regression model with missing responses and covariates. (2019). Perez-Gonzalez, Ana ; Gonzalez-Manteiga, Wenceslao ; Boente, Graciela ; Bianco, Ana M. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:1:d:10.1007_s11749-018-0591-5.

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2018Are the forecast errors of stock prices related to the degree of accounting conservatism?. (2018). Kuo, Chen-Yin. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:8:y:2018:i:6:f:8_6_9.

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2017A semiparametric generalized ridge estimator and link with model averaging. (2017). Ullah, Aman ; Zou, Guohua ; Zhang, Xinyu ; Wang, Huansha ; Alan, ; Amanullah, . In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:370-384.

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2018Semiparametric model average prediction in panel data analysis. (2018). Huang, Tao ; Li, Jialiang. In: Journal of Nonparametric Statistics. RePEc:taf:gnstxx:v:30:y:2018:i:1:p:125-144.

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2017A varying coefficient approach to estimating hedonic housing price functions and their quantiles. (2017). Alan, ; Zhou, Yong ; Xie, Shangyu. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:11:p:1979-1999.

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2017Weighted-Average Least Squares Estimation of Generalized Linear Models. (2017). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170029.

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2018Assessing the importance of the choice threshold in quantifying market risk under the POT method (EVT). (2018). Muela, Sonia Benito ; Navarro, Angeles M ; Lopez-Martin, Carmen. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1820.

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2017Model Averaging OLS and 2SLS: An Application of the WALS Procedure. (2017). Clarke, Judith Anne . In: Econometrics Working Papers. RePEc:vic:vicewp:1701.

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Works by Alan T.K. Wan:


YearTitleTypeCited
2008Estimating Equations Inference With Missing Data In: Journal of the American Statistical Association.
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article15
2004On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data In: Real Estate Economics.
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article17
2008A High-Low Model of Daily Stock Price Ranges In: CESifo Working Paper Series.
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paper10
2009A High-Low Model of Daily Stock Price Ranges.(2009) In: Working Papers.
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paper
2009A high-low model of daily stock price ranges.(2009) In: Journal of Forecasting.
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article
2004ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS In: Econometric Theory.
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article1
2007On the sensitivity of the restricted least squares estimators to covariance misspecification In: Econometrics Journal.
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article1
2006Further results on optimal critical values of pre-test when estimating the regression error variance In: Econometrics Journal.
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article2
2010Frequentist Model Averaging with missing observations In: Computational Statistics & Data Analysis.
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article11
2011Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market In: Computational Statistics & Data Analysis.
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article27
1994Risk comparison of the inequality constrained least squares and other related estimators under balanced loss In: Economics Letters.
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article4
1993Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss..(1993) In: New South Wales - School of Economics.
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paper
2007The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions In: Economics Letters.
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article0
2003Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure In: Journal of Econometrics.
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article5
2010Least squares model averaging by Mallows criterion In: Journal of Econometrics.
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article40
2010Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance In: Journal of Econometrics.
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article3
2010An empirical model of daily highs and lows of West Texas Intermediate crude oil prices In: Energy Economics.
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article11
2009Robustness of Stein-type estimators under a non-scalar error covariance structure In: Journal of Multivariate Analysis.
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article0
2009On the sensitivity of the one-sided t test to covariance misspecification In: Journal of Multivariate Analysis.
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article1
2001Double k-Class Estimators in Regression Models with Non-spherical Disturbances In: Journal of Multivariate Analysis.
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article3
2002Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix In: Journal of Multivariate Analysis.
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article4
2010A trading strategy based on Callable Bull/Bear Contracts In: Pacific-Basin Finance Journal.
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article5
1999An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss In: Statistics & Probability Letters.
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article3
2000Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted In: Statistics & Probability Letters.
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article0
2007Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors In: Statistics & Probability Letters.
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article6
1993The Non-Optimality of Interval Restricted and Pre-Test Estimators Under Squared Error Loss. In: New South Wales - School of Economics.
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paper0
1995Baynesian Estimation of the Linear Regression Model with an Uncertain Interval Constraint on Coefficient. In: New South Wales - School of Economics.
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1995The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators. In: New South Wales - School of Economics.
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2007Improved Estimators of Hedonic Housing Price Models In: Journal of Real Estate Research.
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article3
2000Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances In: Annals of the Institute of Statistical Mathematics.
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article2
2000Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models In: Annals of the Institute of Statistical Mathematics.
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article0
2009Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted In: Statistical Papers.
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article1
2002Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis In: Applied Economics Letters.
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article7
2002ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION In: Econometric Reviews.
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2003Unbiased estimation of the MSE matrices of improved estimators in linear regression In: Journal of Applied Statistics.
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article2
2009Predicting daily highs and lows of exchange rates: a cointegration analysis In: Journal of Applied Statistics.
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