| 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 |
| Focused information criterion and model averaging for generalized additive partial linear models X Zhang, H Liang | 171 | 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 |
| Optimal model averaging estimation for generalized linear models and generalized linear mixed-effects models X Zhang, D Yu, G Zou, H Liang Journal of the American Statistical Association 111 (516), 1775-1790, 2016 | 149 | 2016 |
| Frequentist model averaging estimation: a review H Wang, X Zhang, G Zou Journal of Systems Science and Complexity 22 (4), 732-748, 2009 | 102 | 2009 |
| 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 |
| Spatial weights matrix selection and model averaging for spatial autoregressive models X Zhang, J Yu Journal of Econometrics 203 (1), 1-18, 2018 | 85 | 2018 |
| Model averaging based on leave-subject-out cross-validation Y Gao, X Zhang, S Wang, G Zou Journal of Econometrics 192 (1), 139-151, 2016 | 84 | 2016 |
| Model averaging and weight choice in linear mixed-effects models X Zhang, G Zou, H Liang Biometrika 101 (1), 205-218, 2014 | 84 | 2014 |
| Model averaging prediction by K-fold cross-validation X Zhang, CA Liu Journal of Econometrics 235 (1), 280-301, 2023 | 71 | 2023 |
| Model averaging based on Kullback-Leibler distance X Zhang, G Zou, RJ Carroll Statistica Sinica 25, 1583, 2015 | 69 | 2015 |
| Inference after model averaging in linear regression models X Zhang, CA Liu Econometric Theory 35 (4), 816-841, 2019 | 64 | 2019 |
| 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 |
| 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 |
| Parsimonious model averaging with a diverging number of parameters X Zhang, G Zou, H Liang, RJ Carroll Journal of the American Statistical Association, 2019 | 58 | 2019 |
| Optimal model averaging estimation for partially linear models X Zhang, W Wang Statistica Sinica 29 (2), 693-718, 2019 | 48 | 2019 |
| Time-varying model averaging Y Sun, Y Hong, TH Lee, S Wang, X Zhang Journal of Econometrics 222 (2), 974-992, 2021 | 44 | 2021 |
| 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 |
| A validated information criterion to determine the structural dimension in dimension reduction models Y Ma, X Zhang Biometrika 102 (2), 409-420, 2015 | 43 | 2015 |
Alan WanProfessor and Head of Department, Department of Management Sciences, City University of Hong KongVerified email at cityu.edu.hk
