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Alan Wan
Alan Wan
Professor and Head of Department, Department of Management Sciences, City University of Hong Kong
Verified email at cityu.edu.hk - Homepage
Title
Cited by
Cited by
Year
Least squares model averaging by Mallows criterion
ATK Wan, X Zhang, G Zou
Journal of Econometrics 156 (2), 277-283, 2010
2992010
Optimal weight choice for frequentist model average estimators
H Liang, G Zou, ATK Wan, X Zhang
Journal of the American Statistical Association 106 (495), 1053-1066, 2011
2292011
Model averaging by jackknife criterion in models with dependent data
X Zhang, ATK Wan, G Zou
Journal of Econometrics 174 (2), 82-94, 2013
1502013
On the use of spline smoothing in estimating hedonic housing price models: empirical evidence using Hong Kong data
HXH Bao, ATK Wan
Real estate economics 32 (3), 487-507, 2004
1162004
Estimating equations inference with missing data
Y Zhou, ATK Wan, X Wang
Journal of the American Statistical Association 103 (483), 1187-1199, 2008
932008
Efficient quantile regression analysis with missing observations
X Chen, ATK Wan, Y Zhou
Journal of the American Statistical Association 110 (510), 723-741, 2015
892015
Focused information criteria, model selection, and model averaging in a Tobit model with a nonzero threshold
X Zhang, ATK Wan, SZ Zhou
Journal of Business & Economic Statistics 30 (1), 132-142, 2012
882012
Frequentist model averaging with missing observations
M Schomaker, ATK Wan, C Heumann
Computational Statistics & Data Analysis 54 (12), 3336-3347, 2010
712010
A Mallows-type model averaging estimator for the varying-coefficient partially linear model
R Zhu, ATK Wan, X Zhang, G Zou
Journal of the American Statistical Association, 2018
642018
An empirical model of daily highs and lows of West Texas Intermediate crude oil prices
AWW He, JTK Kwok, ATK Wan
Energy Economics 32 (6), 1499-1506, 2010
612010
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market
JR Magnus, ATK Wan, X Zhang
Computational Statistics & Data Analysis 55 (3), 1331-1341, 2011
602011
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
ATK Wan
Economics Letters 46 (3), 203-210, 1994
601994
A high–low model of daily stock price ranges
YL Cheung, YW Cheung, ATK Wan
Journal of Forecasting 28 (2), 103-119, 2009
572009
On generalized ridge regression estimators under collinearity and balanced loss
ATK Wan
Applied Mathematics and Computation 129 (2-3), 455-467, 2002
502002
A varying-coefficient expectile model for estimating value at risk
S Xie, Y Zhou, ATK Wan
Journal of Business & Economic Statistics 32 (4), 576-592, 2014
472014
Frequentist model averaging for multinomial and ordered logit models
ATK Wan, X Zhang, S Wang
International Journal of Forecasting 30 (1), 118-128, 2014
442014
Testing for covariance stationarity of stock returns in the presence of structural breaks: An intervention analysis
AKF Ho, ATK Wan
Applied Economics Letters 9 (7), 441-447, 2002
372002
A note on almost unbiased generalized ridge regression estimator under asymmetric loss
ATK Wan
Journal of Statistical Computation and Simulation 62 (4), 411-421, 1999
371999
Improved estimators of hedonic housing price models
H Bao, A Wan
Journal of Real Estate Research 29 (3), 267-302, 2007
342007
Minimum mean-squared error estimation in linear regression with an inequality constraint
ATK Wan, K Ohtani
Journal of Statistical Planning and Inference 86 (1), 157-173, 2000
342000
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