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Tian Xie
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Box office buzz: Does social media data steal the show from model uncertainty when forecasting for hollywood?
S Lehrer, T Xie
Review of Economics and Statistics 99 (5), 749-755, 2017
512017
Prediction model averaging estimator
T Xie
Economics Letters 131, 5-8, 2015
412015
Machine learning versus econometrics: prediction of box office
Y Liu, T Xie
Applied Economics Letters 26 (2), 124-130, 2019
382019
Versatile HAR model for realized volatility: A least square model averaging perspective
Y Qiu, X Zhang, T Xie, S Zhao
Journal of Management Science and Engineering 4 (1), 55-73, 2019
312019
Social media sentiment, model uncertainty, and volatility forecasting
S Lehrer, T Xie, X Zhang
Economic Modelling 102, 105556, 2021
242021
The bigger picture: Combining econometrics with analytics improves forecasts of movie success
SF Lehrer, T Xie
Management Science 68 (1), 189-210, 2022
202022
Does high-frequency social media data improve forecasts of low-frequency consumer confidence measures?
S Lehrer, T Xie, T Zeng
Journal of Financial Econometrics 19 (5), 910-933, 2021
192021
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Y Qiu, Z Wang, T Xie, X Zhang
Journal of Empirical Finance 62, 179-201, 2021
192021
Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics
T Xie
Economics Letters 151, 119-122, 2017
192017
Forecast bitcoin volatility with least squares model averaging
T Xie
Econometrics 7 (3), 40, 2019
132019
Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
Y Qiu, Y Wang, T Xie
Economics Letters 208, 110092, 2021
122021
Twits versus Tweets: Does Adding Social Media Wisdom Trump Admitting Ignorance when Forecasting the CBOE VIX
SF Lehrer, T Xie, X Zhang
Working paper, 2019
52019
Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach
Y Ren, T Xie
Quantitative Finance 18 (12), 2101-2112, 2018
52018
-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
Z Shi, L Su, T Xie
Review of Economics and Statistics, 1-44, 2022
42022
Weighing asset pricing factors: a least squares model averaging approach
Y Qiu, Y Ren, T Xie
Quantitative Finance 19 (10), 1673-1687, 2019
42019
Forecasting equity index volatility by measuring the linkage among component stocks
Y Qiu, T Xie, J Yu, Q Zhou
Journal of Financial Econometrics 20 (1), 160-186, 2022
32022
Econometric methods and data Science techniques: A review of two strands of literature and an introduction to hybrid methods
T Xie, YU Jun, T Zeng
SMU Economics and Statistics Working Paper Series, Paper No. 16-2020, 2020
32020
Least squares model averaging by prediction criterion
T Xie
Queen's Economics Department Working Paper, 2012
32012
Mallows-type averaging machine learning techniques
Y Qiu, T Xie, J Yu, X Zhang
Working Paper, 2020
22020
L2-relaxation: With applications to forecast combination and portfolio analysis
Z Shi, L Su, T Xie
arXiv preprint arXiv:2010.09477, 2020
22020
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