10
H index
10
i10 index
293
Citations
| 10 H index 10 i10 index 293 Citations RESEARCH PRODUCTION: 30 Articles 6 Papers RESEARCH ACTIVITY:
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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: |
Year | Title of citing document |
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2022 | Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205. Full description at Econpapers || Download paper |
2021 | Measuring the evolution of competition and the impact of the financial reform in the Mexican banking sector, 2008-2019. (2021). Lara, Jose Luis ; Batiz-Zuk, Enrique. In: Working Papers. RePEc:bdm:wpaper:2021-06. Full description at Econpapers || Download paper |
2021 | Semiparametric model averaging prediction for lifetime data via hazards regression. (2021). Lv, Jing ; Yu, Tonghui ; Li, Jialiang ; Lee, Meiling Ting. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:5:p:1187-1209. Full description at Econpapers || Download paper |
2021 | Preliminary test estimation in uniformly locally asymptotically normal models. (2021). Verdebout, Thomas ; Rasoafaraniaina, Josea ; Paindaveine, Davy. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:2:p:689-707. Full description at Econpapers || Download paper |
2022 | Mallows model averaging with effective model size in fragmentary data prediction. (2022). Ni, Lyu ; Fang, Fang ; Yuan, Chaoxia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:173:y:2022:i:c:s0167947322000779. Full description at Econpapers || Download paper |
2022 | Determining hedges and safe havens for stocks using interval analysis. (2022). Hsueh, Shao-Chieh ; Liu, Yilei ; Ju, Peijie ; Chang, Meng-Shiuh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000274. Full description at Econpapers || Download paper |
2021 | Model averaging based on generalized method of moments. (2021). Li, Xinmin ; Zhang, Xinyu ; Wang, Weiwei. In: Economics Letters. RePEc:eee:ecolet:v:200:y:2021:i:c:s0165176521000124. Full description at Econpapers || Download paper |
2021 | Time-varying model averaging. (2021). Hong, Yongmiao ; Sun, Yuying ; Zhang, Xinyu ; Wang, Shouyang ; Lee, Tae-Hwy. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:974-992. Full description at Econpapers || Download paper |
2021 | Model averaging prediction for time series models with a diverging number of parameters. (2021). Zhang, Xinyu ; Gao, Yan ; Zou, Guohua ; Liao, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:190-221. Full description at Econpapers || Download paper |
2022 | Semiparametric model averaging prediction for dichotomous response. (2022). Xia, Xiaochao ; Li, Jialiang ; Fang, Fang. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:219-245. Full description at Econpapers || Download paper |
2022 | On improvability of model selection by model averaging. (2022). Yang, Yuhong ; Peng, Jingfu. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:246-262. Full description at Econpapers || Download paper |
2022 | Valuing access to urban greenspace using non-linear distance decay in hedonic property pricing. (2022). Chen, Xianwen ; Nowell, Megan ; Cimburova, Zofie ; Heyman, Axel ; Aszkiewicz, Edyta ; Barton, David N. In: Ecosystem Services. RePEc:eee:ecoser:v:53:y:2022:i:c:s2212041621001522. Full description at Econpapers || Download paper |
2022 | Model averaging for interval-valued data. (2022). Wang, Shouyang ; Alan, ; Zhang, Xinyu ; Sun, Yuying. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:772-784. Full description at Econpapers || Download paper |
2021 | Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. (2021). Xie, Tian ; Qiu, Yue ; Wang, Zongrun ; Zhang, Xinyu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:179-201. Full description at Econpapers || Download paper |
2022 | A novel dynamic time-delay grey model of energy prices and its application in crude oil price forecasting. (2022). Wang, Guan ; Liu, Yunmei ; Duan, Huiming. In: Energy. RePEc:eee:energy:v:251:y:2022:i:c:s0360544222008714. Full description at Econpapers || Download paper |
2022 | Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange. (2022). Park, Seongkyu (Gilbert) ; Wan, Kam-Ming ; Suen, Wing. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000732. Full description at Econpapers || Download paper |
2021 | Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x. Full description at Econpapers || Download paper |
2021 | Optimal model averaging forecasting in high-dimensional survival analysis. (2021). Ren, Yanyan ; Xie, Jinhan ; Wang, Wei ; Yan, Xiaodong. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1147-1155. Full description at Econpapers || Download paper |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
2021 | Estimating cartel damages with model averaging approaches. (2021). Tsay, Wen-Jen. In: International Review of Law and Economics. RePEc:eee:irlaec:v:68:y:2021:i:c:s0144818821000430. Full description at Econpapers || Download paper |
2022 | Optimal model averaging for multivariate regression models. (2022). Zou, Guohua ; He, Shuyuan ; Alan, ; Liao, Jun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001366. Full description at Econpapers || Download paper |
2022 | Generalized empirical likelihood for nonsmooth estimating equations with missing data. (2022). Tang, Niansheng ; Zhao, Puying ; Cui, Li-E, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:190:y:2022:i:c:s0047259x21001792. Full description at Econpapers || Download paper |
2022 | Deterministic and uncertainty crude oil price forecasting based on outlier detection and modified multi-objective optimization algorithm. (2022). Hao, Yan ; Wang, Jianzhou ; Wu, Chunying. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002288. Full description at Econpapers || Download paper |
2021 | Importance sampling imputation algorithms in quantile regression with their application in CGSS data. (2021). Cheng, Hao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:188:y:2021:i:c:p:498-508. Full description at Econpapers || Download paper |
2022 | Measuring the evolution of competition and the impact of the financial reform in the Mexican banking sector, 2008–2019. (2022). Lara-Sanchez, Jose Luis ; Batiz-Zuk, Enrique. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001513. Full description at Econpapers || Download paper |
2021 | Cross-validation-based model averaging in linear models with response missing at random. (2021). Wang, Qihua ; Wei, Yuting. In: Statistics & Probability Letters. RePEc:eee:stapro:v:171:y:2021:i:c:s0167715220302935. Full description at Econpapers || Download paper |
2022 | Exploring the effectiveness of demand-side retail pharmaceutical expenditure reforms: cross-country evidence from weighted-average least squares estimation. (2022). Czypionka, Thomas ; Rohrling, Gerald ; Reiss, Miriam ; Pock, Markus ; Berger, Michael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116928. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting. (2021). Ballini, Rosangela ; MacIel, Leandro. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09978-0. Full description at Econpapers || Download paper |
2021 | Model averaging for linear models with responses missing at random. (2021). Liu, Wei ; Wang, Qihua ; Wei, Yuting. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:3:d:10.1007_s10463-020-00759-y. Full description at Econpapers || Download paper |
2021 | Modeling fractional cointegration between high and low stock prices in Asian countries. (2021). Sibbertsen, Philipp ; Afzal, Alia. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01784-4. Full description at Econpapers || Download paper |
2021 | A spatial model averaging approach to measuring house prices. (2021). Sorensen, Kade ; Greenaway-McGrevy, Ryan. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:2:y:2021:i:1:d:10.1007_s43071-021-00013-4. Full description at Econpapers || Download paper |
2021 | Optimal model averaging estimator for semi-functional partially linear models. (2021). Bai, Yang ; Wang, Liming ; Jiang, Rongjie. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:84:y:2021:i:2:d:10.1007_s00184-020-00772-4. Full description at Econpapers || Download paper |
2021 | Goodness-of-fit tests for quantile regression with missing responses. (2021). Crujeiras-Casais, Rosa M ; Gonzalez-Manteiga, Wenceslao ; Cotos-Yaez, Tomas R ; Perez-Gonzalez, Ana. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:3:d:10.1007_s00362-019-01135-6. Full description at Econpapers || Download paper |
2021 | Model averaging marginal regression for high dimensional conditional quantile prediction. (2021). Lv, Jing ; Guo, Chaohui ; Yang, HU ; Tu, Jingwen. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01212-1. Full description at Econpapers || Download paper |
2021 | Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing. (2021). Xia, Xiaochao. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:6:d:10.1007_s00362-020-01218-9. Full description at Econpapers || Download paper |
2021 | An Averaging Estimator for Two Step M Estimation in Semiparametric Models. (2021). Shi, Ruoyao. In: Working Papers. RePEc:ucr:wpaper:202105. Full description at Econpapers || Download paper |
2022 | Applying spline-based phase analysis to macroeconomic dynamics. (2022). Vyunenko, Lyudmila ; Gadasina, Lyudmila. In: Dependence Modeling. RePEc:vrs:demode:v:10:y:2022:i:1:p:207-214:n:9. Full description at Econpapers || Download paper |
2022 | Modelling cryptocurrency high–low prices using fractional cointegrating VAR. (2022). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu O ; Vo, Xuan Vinh. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:489-505. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2008 | Estimating Equations Inference With Missing Data In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 20 |
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 | 23 |
2008 | A High-Low Model of Daily Stock Price Ranges In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
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: 15 | 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: 15 | 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 | 3 |
2010 | Frequentist Model Averaging with missing observations In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 14 |
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 | 35 |
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 | 6 |
2010 | Least squares model averaging by Mallows criterion In: Journal of Econometrics. [Full Text][Citation analysis] | article | 83 |
2010 | Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2010 | An empirical model of daily highs and lows of West Texas Intermediate crude oil prices In: Energy Economics. [Full Text][Citation analysis] | article | 23 |
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 | 12 |
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 | 7 |
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 | 11 |
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 | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team