Alan T.K. Wan : Citation Profile


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290

Citations

RESEARCH PRODUCTION:

30

Articles

6

Papers

RESEARCH ACTIVITY:

   18 years (1993 - 2011). See details.
   Cites by year: 16
   Journals where Alan T.K. Wan has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 9 (3.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa24
   Updated: 2022-11-19    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:

Magnus, Jan (18)

De Luca, Giuseppe (9)

Ullah, Aman (7)

Xie, Tian (7)

Peracchi, Franco (6)

LIU, QINGFENG (6)

YAYA, OLAOLUWA (6)

Cheung, Yin-Wong (6)

Ogbonna, Ahamuefula (5)

Chaturvedi, Anoop (5)

Sibbertsen, Philipp (4)

Cites to:

Magnus, Jan (16)

Cheung, Yin-Wong (16)

Pötscher, Benedikt (13)

Leeb, Hannes (12)

Diebold, Francis (11)

Ohtani, Kazuhiro (10)

Chaturvedi, Anoop (10)

Zou, Guohua (6)

Hansen, Bruce (6)

Chinn, Menzie (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
Economics Letters2
Econometrics Journal2
Annals of the Institute of Statistical Mathematics2
Computational Statistics & Data Analysis2
Journal of Applied Statistics2

Recent works citing Alan T.K. Wan (2022 and 2021)


YearTitle of citing document
2021Measuring 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.

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2021Semiparametric 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.

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2021Preliminary 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.

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2022Mallows 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.

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2022Determining 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.

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2021Model 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.

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2021Time-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.

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2021Model 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.

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2022Semiparametric 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.

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2022On 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.

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2022Valuing 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.

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2022Model 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.

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2021Forecasting 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.

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2022A 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.

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2022Call 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.

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2021Short-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.

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2021Optimal 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.

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2022Forecasting: 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
2021Estimating 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.

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2022Optimal 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.

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2022Generalized 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.

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2022Deterministic 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.

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2021Importance 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.

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2022Measuring 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.

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2021Cross-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.

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2022.

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2021.

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2021.

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2021Functional 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.

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2021Model 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.

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2021Modeling 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.

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2021A 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.

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2021Optimal 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.

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2021Goodness-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.

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2021Model 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.

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2021Model 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.

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2021An Averaging Estimator for Two Step M Estimation in Semiparametric Models. (2021). Shi, Ruoyao. In: Working Papers. RePEc:ucr:wpaper:202105.

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2022Applying 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.

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2022Modelling 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.

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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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article20
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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article23
2008A High-Low Model of Daily Stock Price Ranges In: CESifo Working Paper Series.
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paper15
2009A High-Low Model of Daily Stock Price Ranges.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 15
paper
2009A high-low model of daily stock price ranges.(2009) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 15
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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article3
2010Frequentist Model Averaging with missing observations In: Computational Statistics & Data Analysis.
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article14
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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article33
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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This paper has another version. Agregated cites: 4
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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article6
2010Least squares model averaging by Mallows criterion In: Journal of Econometrics.
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article82
2010Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance In: Journal of Econometrics.
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article5
2010An empirical model of daily highs and lows of West Texas Intermediate crude oil prices In: Energy Economics.
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article23
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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article12
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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article7
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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paper0
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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paper0
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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article11
2002ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION In: Econometric Reviews.
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article1
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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article10

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team