Details about Tian Xie

Access statistics for papers by Tian Xie.

Last updated 2023-03-16. 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

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)

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)
7. Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
   Economics and Statistics Working Papers, Singapore Management University, School of Economics

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 in The Review of Economics and Statistics (2017)

2012

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

Journal Articles

2021

1. Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
   Journal of Empirical Finance, 2021, 62, (C), 179-201 View citations (3)
2. Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
   Economics Letters, 2021, 208, (C) View citations (3)
3. Social media sentiment, model uncertainty, and volatility forecasting
   Economic Modelling, 2021, 102, (C) View citations (2)

2019

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

2017

7. 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 (9)
   See also Working Paper (2016)
8. Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics
   Economics Letters, 2017, 151, (C), 119-122 View citations (3)

2015

9. Prediction model averaging estimator
   Economics Letters, 2015, 131, (C), 5-8 View citations (9)