Details about Tian Xie

Access statistics for papers by Tian Xie.

Last updated 2024-01-27. Update your information in the RePEc Author Service.

Short-id: pxi225

Working Papers

2022

1. L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis
   Papers, arXiv.org View citations (1)

2020

2. Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods
   Economics and Statistics Working Papers, Singapore Management University, School of Economics
3. Forecast combinations in machine learning
   Economics and Statistics Working Papers, Singapore Management University, School of Economics
4. Forecasting Singapore GDP using the SPF data
   Economics and Statistics Working Papers, Singapore Management University, School of Economics
5. The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success
   Working Paper, Economics Department, Queen's University View citations (1)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (1)
   See also Journal Article The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success, Management Science, INFORMS (2022) (2022)

2019

6. Does High Frequency Social Media Data Improve Forecasts of Low Frequency Consumer Confidence Measures?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
   See also Journal Article Does High-Frequency Social Media Data Improve Forecasts of Low-Frequency Consumer Confidence Measures?*, Journal of Financial Econometrics, Oxford University Press (2021) View citations (1) (2021)
7. Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
   Economics and Statistics Working Papers, Singapore Management University, School of Economics
   See also Journal Article Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks*, Journal of Financial Econometrics, Oxford University Press (2022) View citations (1) (2022)

2016

8. Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
   See also Journal Article Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?, The Review of Economics and Statistics, MIT Press (2017) View citations (14) (2017)

2012

9. Least Squares Model Averaging By Prediction Criterion
   Working Paper, Economics Department, Queen's University

Journal Articles

2023

1. Correcting sample selection bias with model averaging for consumer demand forecasting
   Economic Modelling, 2023, 123, (C)
2. Federal policy announcements and capital reallocation: Insights from inflow and outflow trends in the U.S
   Journal of International Money and Finance, 2023, 139, (C)

2022

3. Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks*
   (Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts)
   Journal of Financial Econometrics, 2022, 20, (1), 160-186 View citations (1)
   See also Working Paper Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks, Economics and Statistics Working Papers (2019) (2019)
4. Global factors and stock market integration
   International Review of Economics & Finance, 2022, 80, (C), 526-551 View citations (2)
5. The Bigger Picture: Combining Econometrics with Analytics Improves Forecasts of Movie Success
   Management Science, 2022, 68, (1), 189-210
   See also Working Paper The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success, Working Paper (2020) View citations (1) (2020)

2021

6. Does High-Frequency Social Media Data Improve Forecasts of Low-Frequency Consumer Confidence Measures?*
   (Regression Models with Mixed Sampling Frequencies)
   Journal of Financial Econometrics, 2021, 19, (5), 910-933 View citations (1)
   See also Working Paper Does High Frequency Social Media Data Improve Forecasts of Low Frequency Consumer Confidence Measures?, NBER Working Papers (2019) View citations (6) (2019)
7. Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
   Journal of Empirical Finance, 2021, 62, (C), 179-201 View citations (10)
8. Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
   Economics Letters, 2021, 208, (C) View citations (5)
9. Social media sentiment, model uncertainty, and volatility forecasting
   Economic Modelling, 2021, 102, (C) View citations (7)

2019

10. Forecast Bitcoin Volatility with Least Squares Model Averaging
    Econometrics, 2019, 7, (3), 1-20 View citations (3)
11. Machine learning versus econometrics: prediction of box office
    Applied Economics Letters, 2019, 26, (2), 124-130 View citations (5)
12. Weighing asset pricing factors: a least squares model averaging approach
    Quantitative Finance, 2019, 19, (10), 1673-1687 View citations (1)

2017

13. Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?
    The Review of Economics and Statistics, 2017, 99, (5), 749–755 View citations (14)
    See also Working Paper Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?, NBER Working Papers (2016) View citations (1) (2016)
14. Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics
    Economics Letters, 2017, 151, (C), 119-122 View citations (6)

2015

15. Prediction model averaging estimator
    Economics Letters, 2015, 131, (C), 5-8 View citations (13)