| Least squares model averaging by Mallows criterion ATK Wan, X Zhang, G Zou Journal of Econometrics 156 (2), 277-283, 2010 | 299 | 2010 |
| 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 | 229 | 2011 |
| Model averaging by jackknife criterion in models with dependent data X Zhang, ATK Wan, G Zou Journal of Econometrics 174 (2), 82-94, 2013 | 150 | 2013 |
| 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 | 116 | 2004 |
| Estimating equations inference with missing data Y Zhou, ATK Wan, X Wang Journal of the American Statistical Association 103 (483), 1187-1199, 2008 | 93 | 2008 |
| Efficient quantile regression analysis with missing observations X Chen, ATK Wan, Y Zhou Journal of the American Statistical Association 110 (510), 723-741, 2015 | 89 | 2015 |
| 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 | 88 | 2012 |
| Frequentist model averaging with missing observations M Schomaker, ATK Wan, C Heumann Computational Statistics & Data Analysis 54 (12), 3336-3347, 2010 | 71 | 2010 |
| 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 | 64 | 2018 |
| 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 | 61 | 2010 |
| 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 | 60 | 2011 |
| Risk comparison of the inequality constrained least squares and other related estimators under balanced loss ATK Wan Economics Letters 46 (3), 203-210, 1994 | 60 | 1994 |
| A high–low model of daily stock price ranges YL Cheung, YW Cheung, ATK Wan Journal of Forecasting 28 (2), 103-119, 2009 | 59 | 2009 |
| On generalized ridge regression estimators under collinearity and balanced loss ATK Wan Applied Mathematics and Computation 129 (2-3), 455-467, 2002 | 50 | 2002 |
| 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 | 47 | 2014 |
| Frequentist model averaging for multinomial and ordered logit models ATK Wan, X Zhang, S Wang International Journal of Forecasting 30 (1), 118-128, 2014 | 44 | 2014 |
| 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 | 37 | 2002 |
| 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 | 37 | 1999 |
| Improved estimators of hedonic housing price models H Bao, A Wan Journal of Real Estate Research 29 (3), 267-302, 2007 | 34 | 2007 |
| 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 | 34 | 2000 |
xinyu zhangAcademy of Mathematics and Systems Science, Chinese Academy of SciencesVerified email at amss.ac.cn
