7
H index
7
i10 index
188
Citations
Alan T.K. Wan : Citation Profile
| RESEARCH PRODUCTION: 30 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (1993 - 2011). 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:
| Cites to:
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Main data
Where Alan T.K. Wan has published?
Recent works citing Alan T.K. Wan (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | Generalized 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. Full description at Econpapers || Download paper |
| 2017 | Implicit 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. Full description at Econpapers || Download paper |
| 2017 | Detection 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. Full description at Econpapers || Download paper |
| 2018 | On 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. Full description at Econpapers || Download paper |
| 2019 | Feature 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. Full description at Econpapers || Download paper |
| 2017 | Interval-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. Full description at Econpapers || Download paper |
| 2017 | Heteroscedasticity-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. Full description at Econpapers || Download paper |
| 2018 | A 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. Full description at Econpapers || Download paper |
| 2018 | Spatial 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. Full description at Econpapers || Download paper |
| 2018 | Weighted-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. Full description at Econpapers || Download paper |
| 2019 | Model 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. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2018 | Multi-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. Full description at Econpapers || Download paper |
| 2017 | The Balassa–Samuelson relationship: services, manufacturing and product quality. (2017). Zhang, QI. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68705. Full description at Econpapers || Download paper |
| 2017 | Weighted-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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2018 | Twin Deficits Revisited: a role for fiscal institutions?. (2018). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0312018. Full description at Econpapers || Download paper |
| 2018 | Fundamental 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. Full description at Econpapers || Download paper |
| 2017 | Bootstrap-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. Full description at Econpapers || Download paper |
| 2019 | Model 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. Full description at Econpapers || Download paper |
| 2017 | Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568. Full description at Econpapers || Download paper |
| 2018 | Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110. Full description at Econpapers || Download paper |
| 2018 | High 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. Full description at Econpapers || Download paper |
| 2018 | A Class of Model Averaging Estimators. (2018). Ullah, Aman ; Zhang, Xinyu ; Amanullah, ; Zhao, Shangwei. In: Working Paper series. RePEc:rim:rimwps:18-11. Full description at Econpapers || Download paper |
| 2019 | Frequentist 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. Full description at Econpapers || Download paper |
| 2017 | Empirical 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. Full description at Econpapers || Download paper |
| 2018 | Quantile 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. Full description at Econpapers || Download paper |
| 2019 | Plug-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. Full description at Econpapers || Download paper |
| 2018 | Are 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2018 | Semiparametric 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2017 | Weighted-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. Full description at Econpapers || Download paper |
| 2018 | Assessing 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. Full description at Econpapers || Download paper |
| 2017 | Model Averaging OLS and 2SLS: An Application of the WALS Procedure. (2017). Clarke, Judith Anne . In: Econometrics Working Papers. RePEc:vic:vicewp:1701. Full description at Econpapers || Download paper |
Works by Alan T.K. Wan:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Estimating Equations Inference With Missing Data In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 15 |
| 2004 | On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data In: Real Estate Economics. [Full Text][Citation analysis] | article | 17 |
| 2008 | A High-Low Model of Daily Stock Price Ranges In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2009 | A High-Low Model of Daily Stock Price Ranges.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2009 | A high-low model of daily stock price ranges.(2009) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
| 2004 | ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2007 | On the sensitivity of the restricted least squares estimators to covariance misspecification In: Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
| 2006 | Further results on optimal critical values of pre-test when estimating the regression error variance In: Econometrics Journal. [Full Text][Citation analysis] | article | 2 |
| 2010 | Frequentist Model Averaging with missing observations In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
| 2011 | Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 27 |
| 1994 | Risk comparison of the inequality constrained least squares and other related estimators under balanced loss In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1993 | Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss..(1993) In: New South Wales - School of Economics. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2007 | The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2010 | Least squares model averaging by Mallows criterion In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
| 2010 | Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2010 | An empirical model of daily highs and lows of West Texas Intermediate crude oil prices In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
| 2009 | Robustness of Stein-type estimators under a non-scalar error covariance structure In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2009 | On the sensitivity of the one-sided t test to covariance misspecification In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 1 |
| 2001 | Double k-Class Estimators in Regression Models with Non-spherical Disturbances In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 3 |
| 2002 | Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 4 |
| 2010 | A trading strategy based on Callable Bull/Bear Contracts In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
| 1999 | An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 3 |
| 2000 | Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2007 | Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 6 |
| 1993 | The Non-Optimality of Interval Restricted and Pre-Test Estimators Under Squared Error Loss. In: New South Wales - School of Economics. [Citation analysis] | paper | 0 |
| 1995 | Baynesian Estimation of the Linear Regression Model with an Uncertain Interval Constraint on Coefficient. In: New South Wales - School of Economics. [Citation analysis] | paper | 0 |
| 1995 | The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators. In: New South Wales - School of Economics. [Citation analysis] | paper | 0 |
| 2007 | Improved Estimators of Hedonic Housing Price Models In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 3 |
| 2000 | Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 2 |
| 2000 | Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted In: Statistical Papers. [Full Text][Citation analysis] | article | 1 |
| 2002 | Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2002 | ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2003 | Unbiased estimation of the MSE matrices of improved estimators in linear regression In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
| 2009 | Predicting daily highs and lows of exchange rates: a cointegration analysis In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team