Personal Profile

General Information

Xinyu Zhang
    Professor in Statistics and Econometrics

E-mail: xinyu@amss.ac.cn


    2017, Research Fellow, Penn State University
    2013, Postdoc, Texas A&M University 
    2010, Ph.D., Chinese Academy of Sciences
    2005, Bachelor, Central University of Finance and Economics

Research Interests

Model Selection and Averaging
Forecasting Combination
Estimation of Differential Equation Models

Selective Publications

  1. Optimal model averaging based on generalized method of moments

    Zhang, X. (in press). Statistica Sinica, doi:10.5705/ss.202019.0230

  2. Kernel averaging estimators

    Zhu, R., Zhang, X., Wan, A. and Zou, G (In press). Journal of Business & Economic Statistics.

  3. Time-varying model averaging

    Sun, Y., Hong, Y., Lee, T.-H., Wang, S. and Zhang, X.* (2021). Journal of Econometrics, 222, 974-992. (*Corresponding author)

  4. A new study on asymptotic optimality of least squares model averaging

    Zhang, X. (2021). Econometric Theory, 37, 388-407.

  5. Parsimonious model averaging with a diverging number of parameters

    Zhang, X., Zou, G., Liang, H. and Carroll, R. (2020). Journal of the American Statistical Association, 115, 972-984.

  6. Inference after model averaging in linear regression models

    Zhang, X. and Liu, C.-A. (2019). Econometric Theory, 35, 816-841.

  7. Detecting financial data dependence structure by averaging mixture copulas

    Liu, G., Long, W., Zhang, X.* and Li, Q. (2019). Econometric Theory, 35, 777-815. (*corresponding author).

  8. MALMEM: Model averaging in linear measurement error models

    Zhang, X., Ma, Y. and Carroll, R. Journal of the Royal Statistical Society Series B, 81, 763-779.

  9. Optimal model averaging estimation for partially linear models

    Zhang, X. and Wang, W. (2019). Statistica Sinica, 29, 693-718.

  10. Functional prediction through averaging estimated functional linear regression models

    Zhang, X., Chiou, J.-M. and Ma, Y. (2018). Biometrika, 105, 945-962.

  11. Asymptotic properties and information criteria for misspecified generalized linear mixed models

    Yu, D., Zhang, X. and Yau, K.K.W. (2018). Journal of the Royal Statistical Society Series B, 80, 817-836. (Codes and data).

  12. Spatial weights matrix selection and model averaging for spatial autoregressive models

    Zhang, X. and Yu, J. (2018). Journal of Econometrics, 203, 1-18.

  13. Linear model selection when covariates contain errors

    Zhang, X., Wang, H., Ma, Y., and Carroll, R.J. (2017). Journal of the American Statistical Association, 112, 1553-1561.

  14. Estimating varying coefficients for partial differential equation models

    Zhang, X., Cao, J. and Carroll, R.J. (2017). Biometrics, 2017, 73, 949-959.

  15. Optimal model averaging estimation for generalized linear models and generalized linear mixed-effects models

    Zhang, X., Yu, D., Zou, G. and Liang, H. (2016). Journal of American Statistical Association, 111, 1775-1790.

  16. Model averaging based on leave-sugject-out cross validation

    Gao, Y., Zhang, X.*, Wang, S. and Zou, G. (2016). Journal of Econometrics, 192, 139-151.

  17. Model averaging based on Kullback-Leibler distance

    Zhang, X., Zou, G. and Carroll, R.J. (2015). Statistic Sinica, 25, 1583-1598.

  18. A validated information criterion to determine the structural dimension in dimension reduction

    Ma, Y. and Zhang, X. * (2015). Biometrika, 102, 409-420. (*corresponding author).

  19. Consistency of model averaging estimators

    Zhang, X. (2015). Economic Letters, 130, 120-123.

  20. On the selection of ordinary differential equation models with application to predator-prey dynamical models

    Zhang, X., Cao, J. and Carroll, R.J. (2015). Biometrics, 71, 131-138.

  21. Model averaging and weight choice in linear mixed-effects models

    Zhang, X., Zou, G. and Liang, H. (2014). Biometrika, 101, 205-218.

  22. Frequentist model averaging for multinomial and ordered logit models

    Wan, A.T.K., Zhang, X. and Wang, S. (2014). International Journal of Forecasting, 30, 118-128.

  23. Model averaging with covariates that are missing completely at random

    Zhang, X. (2013). Economic Letters, 121, 360-363.

  24. Adaptive combining forecast for discrete choice

    Zhang, X., Lu, Z. and Zou, G. (2013). Journal of Econometrics, 176, 80-91.

  25. Model averaging by jackknife criterion in models with dependent data

    Zhang, X., Wan, A.T.K. and Zou, G. (2013). Journal of Econometrics, 174, 82-94.

  26. Focused information criteria, model selection and model averaging in a Tobit model with a non-zero threshold

    Zhang, X., Wan, A.T.K. and Zhou, Z. (2012). Journal of Business and Economic Statistics, 30, 132-142.

  27. On optimal weight choice in a frequentist model averaging estimator

    Liang, H., Zou, G., Wan, A.T.K. and Zhang, X. (2011). Journal of American Statistical Association, 106, 1053-1066.

  28. Focused information criterion and model averaging for generalized additive partial linear models

    Zhang, X. and Liang, H. (2011). Annals of Statistics, 39, 174-200.

  29. Least squares model averaging by Mallows criterion

    Wan, A.T.K. *, Zhang, X. * and Zou, G*. (2010). Journal of Econometrics, 156, 277-283. (*Equal Contribution).

  30. On the use of model averaging in tourism research

    Wan, A.T.K. and Zhang, X. (2009). Annals of Tourism Research, 36, 525-532.

Contact

xinyu@amss.ac.cn

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