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Xinyu Zhang

Xinyu Zhang

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Selected Publications

[14] Zhang, X. and Yu, J. Spatial weights matrix selection and model averaging for spatial autoregressive models. Journal of Econometrics, in press.

[13] Zhang, X., Wang, H., Ma, Y., and Carroll, R.J. Linear model selection when covariates contain errors. Journal of the American Statistical Association, in press.

[12] Zhang, X., Yu, D., Zou, G. and Liang, H. (2016). Optimal model averaging estimation for generalized linear models and generalized linear mixed-effects models. Journal of the American Statistical Association, 111, 1775-1790.

[11] Gao, Y., Zhang, X.*, Wang, S. and Zou, G. (2016). Model averaging based on leave-subject-out cross validation. Journal of Econometrics, 192, 139-151.

[10] Zhang, X. (2015). Consistency of model averaging estimators. Economics Letters, 130, 120-123.

[9] Ma, Y. and Zhang, X. * (2015). A validated information criterion to determine the structural dimension in dimension reduction. Biometrika, 102, 409-420. (*corresponding author).

[8] Zhang, X., Zou, G. and Liang, H. (2014). Model averaging and weight choice in linear mixed-effects models. Biometrika, 101, 205-218.

[7] Zhang, X. (2013). Model averaging with covariates that are missing completely at random.  Economics Letters, 121, 360-363.

[6] Zhang, X., Lu, Z. and Zou, G. (2013). Adaptively combined forecasting for discrete response time series. Journal of Econometrics, 176, 80-91.

[5] Zhang, X., Wan, A.T.K. and Zou, G. (2013). Model averaging by Jackknife criterion in models with dependent data. Journal of Econometrics, 174, 82-94.

[4] Zhang, X., Wan, A.T.K. and Zhou, Z. (2012). Focused information criteria, model selection and model averaging in a Tobit model with a non-zero threshold. Journal of Business & Economic Statistics, 30, 132-142.

[3] Liang, H., Zou, G., Wan, A.T.K. and Zhang, X. (2011). On optimal weight choice in a frequentist model averaging estimator. Journal of the American Statistical Association, 106, 1053-1066.

[2] Zhang, X. and Liang, H. (2011). Focused information criterion and model averaging for generalized additive partial linear models. Annals of Statistics, 39, 174-200.

[1] Wan, A.T.K. *, Zhang, X. * and Zou, G*. (2010). Least squares model averaging by Mallows criterion. Journal of Econometrics, 156, 277-283. (*Equal contribution). 

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