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
58 2017 Machine learning versus econometrics: prediction of box office Y Liu, T Xie
Applied Economics Letters 26 (2), 124-130, 2019
46 2019 Prediction model averaging estimator T Xie
Economics Letters 131, 5-8, 2015
46 2015 Social media sentiment, model uncertainty, and volatility forecasting S Lehrer, T Xie, X Zhang
Economic Modelling 102, 105556, 2021
41 2021 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
31 2019 The bigger picture: Combining econometrics with analytics improves forecasts of movie success SF Lehrer, T Xie
Management Science 68 (1), 189-210, 2022
26 2022 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
26 2021 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
24 2021 Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics T Xie
Economics Letters 151, 119-122, 2017
21 2017 Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies Y Qiu, Y Wang, T Xie
Economics Letters 208, 110092, 2021
19 2021 Forecast bitcoin volatility with least squares model averaging T Xie
Econometrics 7 (3), 40, 2019
15 2019 Z Shi, L Su, T Xie
Review of Economics and Statistics, 1-16, 2024
12 2024 Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach Y Ren, T Xie
Quantitative Finance 18 (12), 2101-2112, 2018
6 2018 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
5 2022 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
5 2019 Mallows-type averaging machine learning techniques Y Qiu, T Xie, J Yu, X Zhang
Technical Report, 2020
4 2020 Weighing asset pricing factors: a least squares model averaging approach Y Qiu, Y Ren, T Xie
Quantitative Finance 19 (10), 1673-1687, 2019
4 2019 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
3 2020 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
3 2019 Least squares model averaging by prediction criterion T Xie
Queen's Economics Department Working Paper, 2012
3 2012 