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Tian Xie
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Cited by
Year
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
412017
Prediction model averaging estimator
T Xie
Economics Letters 131, 5-8, 2015
352015
Machine learning versus econometrics: prediction of box office
Y Liu, T Xie
Applied Economics Letters 26 (2), 124-130, 2019
312019
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
272019
Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics
T Xie
Economics Letters 151, 119-122, 2017
162017
The bigger picture: Combining econometrics with analytics improves forecasts of movie success
SF Lehrer, T Xie
Management Science 68 (1), 189-210, 2022
152022
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
122021
Social media sentiment, model uncertainty, and volatility forecasting
S Lehrer, T Xie, X Zhang
Economic Modelling 102, 105556, 2021
112021
Forecast bitcoin volatility with least squares model averaging
T Xie
Econometrics 7 (3), 40, 2019
102019
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
92021
Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
Y Qiu, Y Wang, T Xie
Economics Letters 208, 110092, 2021
82021
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
42018
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
Weighing asset pricing factors: a least squares model averaging approach
Y Qiu, Y Ren, T Xie
Quantitative Finance 19 (10), 1673-1687, 2019
32019
Least squares model averaging by prediction criterion
T Xie
Queen's Economics Department Working Paper, 2012
32012
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
22020
Does adding social media sentiment upstage admitting ignorance when forecasting volatility
SF Lehrer, T Xie, X Zhang
Technical Report, Queen’s University, NY. Available at: http://econ. queensu …, 2019
22019
ℓ2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
Z Shi, L Su, T Xie
The Review of Economics and Statistics, 1-44, 2022
12022
Mallows-type Averaging Machine Learning Techniques
Y Qiu, T Xie, J Yu, X Zhang
Working Paper, 2020
12020
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