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Alan Wan
Alan Wan
Chair Professor of Business Statistics, 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
3352010
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
2452011
Model averaging by jackknife criterion in models with dependent data
X Zhang, ATK Wan, G Zou
Journal of Econometrics 174 (2), 82-94, 2013
1672013
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
Efficient quantile regression analysis with missing observations
X Chen, ATK Wan, Y Zhou
Journal of the American Statistical Association 110 (510), 723-741, 2015
992015
Estimating equations inference with missing data
Y Zhou, ATK Wan, X Wang
Journal of the American Statistical Association 103 (483), 1187-1199, 2008
992008
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
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 114 (526), 882-892, 2019
792019
Frequentist model averaging with missing observations
M Schomaker, ATK Wan, C Heumann
Computational Statistics & Data Analysis 54 (12), 3336-3347, 2010
742010
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
662010
A high–low model of daily stock price ranges
YL Cheung, YW Cheung, ATK Wan
Journal of Forecasting 28 (2), 103-119, 2009
612009
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss
ATK Wan
Economics Letters 46 (3), 203-210, 1994
611994
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
592011
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
512014
On generalized ridge regression estimators under collinearity and balanced loss
ATK Wan
Applied Mathematics and Computation 129 (2-3), 455-467, 2002
502002
Frequentist model averaging for multinomial and ordered logit models
ATK Wan, X Zhang, S Wang
International Journal of Forecasting 30 (1), 118-128, 2014
462014
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
432002
Model averaging for varying-coefficient partially linear measurement error models
H Wang, G Zou, ATK Wan
382012
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
Adaboost semiparametric model averaging prediction for multiple categories
J Li, J Lv, ATK Wan, J Liao
Journal of the American Statistical Association 117 (537), 495-509, 2022
362022
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