Xiaojie Xu
Economics and Econometrics · with Zhang · 2017–2021
A researcher in the Science corpus: 6 papers; trusts 35 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 77 citations into it; #21,027 of 23,481 by trust here, #20,730 by citations
- Management Science and Operations Research — 41 citations into it; #11,494 of 11,946 by trust here, #10,392 by citations
- Finance — 24 citations into it
- Statistics and Probability — 9 citations into it
- Causal Inference & Discovery — 8 citations into it
- Evaluation & Benchmarks — 5 citations into it
Whom Xiaojie Xu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- James H. Stock
- R. Giacomini
- Allan G. Timmermann
- Todd E. Clark
- David A. Bessler
- Mark W. Watson
- Timo Teräsvirta
- Halbert White
- Jian Yang
- Michael W. McCracken
Who trusts Xiaojie Xu overall
Papers from Xiaojie Xu's perspective
Ordered by how strongly the researchers Xiaojie Xu trusts endorse each paper. Same corpus, a different order for every researcher.
- Estimating the Dimension of a Model
- Forecasting Output and Inflation: The Role of Asset Prices
- A Reality Check for Data Snooping
- The Combination of Forecasts
- Regression Shrinkage and Selection via the Lasso
- Asymptotic Inference about Predictive Ability
- Market timing and return prediction under model instability
- Causality : Models , Reasoning , and Inference
- Generalized autoregressive conditional heteroskedasticity
- Tests of Equal Forecast Accuracy and Encompassing for Nested Models
Their papers
- Individual time series and composite forecasting of the Chinese stock index (2021) — 265 citations
- Machine learning optical band gaps of doped-ZnO films (2020) — 284 citations
- Corn Cash Price Forecasting (2020) — 322 citations
- Machine Learning Band Gaps of Doped-TiO2 Photocatalysts from Structural and Morphological Parameters (2020) — 385 citations
- Contemporaneous and Granger causality among US corn cash and futures prices (2018) — 133 citations
- Short-run price forecast performance of individual and composite models for 496 corn cash markets (2017) — 135 citations