赵尚威, 喻达磊, 张新雨 (in press). 一般协方差矩阵下的修正Akaike信息准则, 中国科学：数学.
Zhang, X. (in press). Optimal model averaging based on generalized method of moments. Statistica Sinica, doi:10.5705/ss.202019.0230
Sun, Y., Zhang, X., Wan, A., and Wang, S., (In press). Model averaging for interval-valued data. European Journal of Operational Research.
Wang, M., Zhang, X., Wan, A., Zou, G. and You, K. (In press). Jackknife model averaging for high-dimensional quantile regression. Biometrics.
Zhu, R., Zhang, X., Wan, A. and Zou, G (In press). Kernel averaging estimators. Journal of Business & Economic Statistics.
2021
Qiu, Y., Wang, Z., Xie, T. and Zhang, X. (2021). Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty. Journal of Empirical Finance, 62, 179-201.
Wang, W., Zhang, Q., Zhang, X. and Li, X. (2021). Model averaging based on generalized method of moments. Economics Letters 200, 109735.
Lehrer, S., Xie, T. and Zhang, X. (2021). Social media sentiment, model uncertainty, and volatility forecasting. Economic Modelling, 102, 105556.
Liao, J., Zou, G., Gao, Y. and Zhang, X. (2021). Model averaging prediction for time series models with a diverging number of parameters. Journal of Econometrics. 223, 190-221.
Zhu, R., Zhang, X. *, Ma, Y. and Zou, G. (2021). Model averaging estimation for high-dimensional covariance matrix with a network structure. The Econometric Journal, 24, 177-197. (*Corresponding author)
Zhang, X. (2021). 基于最小二乘近似的模型平均方法 Model averaging by least squares approximation. Science China Mathematics (Chinese). 51, 535-548.
Sun, Y., Hong, Y., Lee, T.-H., Wang, S. and Zhang, X.* (2021). Time-varying model averaging. Journal of Econometrics, 222, 974-992. (*Corresponding author)
Zhang, X. (2021). A new study on asymptotic optimality of least squares model averaging. Econometric Theory, 37, 388-407.
周建红、邝雄、陈志明、张新雨 (2020). 我国航空客运量需求预测模型：基于随机前沿预测模型和模型平均, 系统工程理论与实践, 40 (11), 2861-2871
2020
Zhao, S., Ma, Y., Wan, A., Zhang, X.* and Wang, S. (2020). Model averaging in a multiplicative heteroscedastic model. Econometric Reviews, 39, 1100-1124.
张健、孙玉莹、张新雨、汪寿阳 (2020). 基于时变模型平均方法的我国航空客运量预测. 系统工程理论与实践, 40，1509-1519.
Zhang, X., Zou, G., Liang, H. and Carroll, R. (2020). Parsimonious model averaging with a diverging number of parameters. Journal of the American Statistical Association, 115, 972-984.
2019
Zhu, R., Wan, A.T.K., Zhang, X.* and Zou, G.. (2019). A Mallows-type model averaging estimator for the varying-coefficient partially linear model. Journal of the American Statistical Association, 114, 882-892.
Liao, J., Zong, X., Zhang, X. and Zou, G. (2019). Model averaging based on leave-subject-out cross-validation for vector autoregressions. Journal of Econometrics, 209, 35-60.
Parmeter, C., Wan, A. and Zhang, X. (2019). Model averaging estimators for the stochastic frontier model. Journal of Productivity Analysis, 51, 91-102.
Wang, W., Zhang, X.* and Richard P. (2019). To pool or not to pool: What is a good strategy for parameter estimation and forecasting in panel regressions? Journal of Applied Econometrics, 34, 724-745. (*corresponding author).
Qiu, Y., Zhang, X.*, Xie, T. and Zhao, S. (2019). Versatile HAR model for realized volatility: A least square model averaging perspective. Journal of Management Science and Engineering, 4, 55-73. (*corresponding author).
Zhang, X. and Liu, C.-A. (2019). Inference after model averaging in linear regression models. Econometric Theory, 35, 816-841.
Liu, G., Long, W., Zhang, X.* and Li, Q. (2019). Detecting financial data dependence structure by averaging mixture copulas. Econometric Theory, 35, 777-815. (*corresponding author).
Zhang, X., Ma, Y. and Carroll, R. MALMEM: Model averaging in linear measurement error models. Journal of the Royal Statistical Society Series B, 81, 763-779.
Zhang, X., Zheng, Y. and Wang, S. (2019). A demand forecasting method based on stochastic frontier analysis and model average: An application in air travel demand forecasting. Journal of Systems Science and Complexity, 32, 615-633.
Zhang, X. and Wang, W. (2019). Optimal model averaging estimation for partially linear models. Statistica Sinica, 29, 693-718.
Gao, Y., Zhang, X.*, Wang, S., Chong, T.T.L. and Zou, G. (2019). Frequentist model averaging for threshold models, Annals of the Institute of Statistical Mathematics, 71, 275-306. (*corresponding author).
2018
Zhang, X., Chiou, J.-M. and Ma, Y. (2018). Functional prediction through averaging estimated functional linear regression models. Biometrika, 105, 945-962.
Yu, D., Zhang, X. and Yau, K.K.W. (2018). Asymptotic properties and information criteria for misspecified generalized linear mixed models. Journal of the Royal Statistical Society Series B, 80, 817-836. (Codes and data).
Chen, L., Wan, A.T.K., Tso, G. and Zhang, X. (2018). A model averaging approach for the ordered probit and nested logit models with applications. Journal of Applied Statistics, 45, 3012-3052.
Zhu, R., Zou, G. and Zhang, X. (2018). Model averaging for multivariate multiple regression models. Statistics, 52, 205-227.
Zhang, X. and Yu, J. (2018). Spatial weights matrix selection and model averaging for spatial autoregressive models. Journal of Econometrics, 203, 1-18.
Zhao, S., Ullah, A. and Zhang, X. (2018). A class of model averaging estimators. Economics Letters, 162, 101-106.
2017
Zhang, X., Wang, H., Ma, Y., and Carroll, R.J. (2017). Linear model selection when covariates contain errors. Journal of the American Statistical Association, 112, 1553-1561.
Ullah, A., Wan, A.T.K., Wang, H., Zhang, X. and Zou, G. (2017). A semiparametric generalized ridge estimator and link with model averaging. Econometric Reviews , 36, 370-384.
Zhang, X., Cao, J. and Carroll, R.J. (2017). Estimating varying coefficients for partial differential equation models. Biometrics, 2017, 73, 949-959.
2016
Zhang, X., Yu, D., Zou, G. and Liang, H. (2016). Optimal model averaging estimation for generalized linear models and generalized linear mixed-effects models. Journal of American Statistical Association, 111, 1775-1790.
Zhao, S., Zhang, X.* and Gao, Y. (2016). Model averaging with averaging covariance matrix. Economics Letters, 145, 214-217. (*corresponding author).
Magnus, J., Wang, W. and Zhang, X. (2016). WALS prediction. Econometric Reviews, 35, 1040-1074.
Gao, Y., Zhang, X.*, Wang, S. and Zou, G. (2016). Model averaging based on leave-sugject-out cross validation. Journal of Econometrics, 192, 139-151.
Zhang, X., Ullah, A. and Zhao, S.. (2016). On the dominance of Mallows model averaging estimator over ordinary least squares estimator. Economic Letters, 142, 69-73.
Zhang, X., Liang, H., Liu, A., Ruppert, D. and Zou, G. (2016). Selection strategy for covariance structure of random effects in linear mixed-effects models. Scandinavian Journal of Statistics, 43, 275-291.
2015
Zhang, X., Zou, G. and Carroll, R.J. (2015). Model averaging based on Kullback-Leibler distance. Statistic Sinica, 25, 1583-1598.
Ma, Y. and Zhang, X. * (2015). A validated information criterion to determine the structural dimension in dimension reduction. Biometrika, 102, 409-420. (*corresponding author).
Zhang, X. (2015). Consistency of model averaging estimators. Economic Letters, 130, 120-123.
Zhang, X., Cao, J. and Carroll, R.J. (2015). On the selection of ordinary differential equation models with application to predator-prey dynamical models. Biometrics, 71, 131-138.
2014
Zhang, X., Zou, G. and Liang, H. (2014). Model averaging and weight choice in linear mixed-effects models. Biometrika, 101, 205-218.
Wan, A.T.K., Zhang, X. and Wang, S. (2014). Frequentist model averaging for multinomial and ordered logit models. International Journal of Forecasting, 30, 118-128.
2013
Zhang, X. (2013). Model averaging with covariates that are missing completely at random. Economic Letters, 121, 360-363.
Zhang, X., Lu, Z. and Zou, G. (2013). Adaptive combining forecast for discrete choice. Journal of Econometrics, 176, 80-91.
Zhang, X., Wan, A.T.K. and Zou, G. (2013). Model averaging by jackknife criterion in models with dependent data. Journal of Econometrics, 174, 82-94.
Chen, X., Zou, G. and Zhang, X. (2013). Frequentist model averaging for linear mixed-effects models. Frontiers of Mathematics in China, 8, 497-515.
Yu, D., Zhang, X. and Yau, K.K.W. (2013). Information based model selection criteria for generalized linear mixed models with unknown variance component parameters. Journal of Multivariate Analysis, 116, 245-262.
Zhang, X., Zou, G. and Liang, H. (2013). Choice of weights in FMA estimators under general parametric models. Science China Mathematics, 56, 443-457.
2012
Zhang, X., Wan, A.T.K. and Zhou, Z. (2012). Focused information criteria, model selection and model averaging in a Tobit model with a non-zero threshold. Journal of Business and Economic Statistics, 30, 132-142.
2011
Liang, H., Zou, G., Wan, A.T.K. and Zhang, X. (2011). On optimal weight choice in a frequentist model averaging estimator. Journal of American Statistical Association, 106, 1053-1066.
Zhang, X. and Liang, H. (2011). Focused information criterion and model averaging for generalized additive partial linear models. Annals of Statistics, 39, 174-200.
Magnus, J., Wan, A.T.K. and Zhang, X. (2011). WALS estimation with nonspherical disturbances and an application to the Hong Kong housing market. Computational Statistics and Data Analysis, 55, 1131-1141.
2010
Wan, A.T.K. *, Zhang, X. * and Zou, G*. (2010). Least squares model averaging by Mallows criterion. Journal of Econometrics, 156, 277-283. (*Co-first author).
2009
Wan, A.T.K. and Zhang, X. (2009). On the use of model averaging in tourism research. Annals of Tourism Research, 36, 525-532.
Liang, H., Qin, Y., Zhang, X. and Ruppert, D. (2009). Empirical-likelihood-based inferences for generalized partially linear models. Scandinavian Journal of Statistics, 11, 433-443.
Zhang, X., Chen, T.,Wan, A.T.K. and Zou, G. (2009). Robustness of Stein-type estimators under a non-scalar error covariance structure. Journal of Multivariate Analysis, 100, 2376-2388.
Wang, H., Zhang, X. and Zou, G. (2009). Frequentist model averaging estimation: A review. Journal of Systems Science and Complexity, 22(4), 732-748.
Papers in Chinese Journals
Gao, Y., Zhang, X., Cheng, K., Yang, X. and Zou, G. (2014). Financial contagion analysis when information is disclosed by stages. Journal of Management Sciences in China. (In Chinese).
Li, G., Zou, G. and Zhang, X. (2012). Model selection for high-dimensional data: A review. Application of Statistics and Management, 31, 640 - 658. (In Chinese)
Zhang, X. and Zou, G. (2011). Model averagingmethod and its application. Statistical Research, 28, 98 - 103. (in Chinese)
Chen, T., Zou, G. and Zhang, X. (2008). On the sensitivity of LME predictors to covariance misspecification. Application of Statistics and Management, 27, 869 - 880. (in Chinese)
Ph.D.Thesis
Model Averaging and Its Applications. Supervised by Prof. Guohua Zou.
