| 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 | 62 | 2017 |
| Machine learning versus econometrics: prediction of box office Y Liu, T Xie Applied Economics Letters 26 (2), 124-130, 2019 | 55 | 2019 |
| Social media sentiment, model uncertainty, and volatility forecasting S Lehrer, T Xie, X Zhang Economic Modelling 102, 105556, 2021 | 52 | 2021 |
| Prediction model averaging estimator T Xie Economics Letters 131, 5-8, 2015 | 47 | 2015 |
| 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 | 39 | 2019 |
| The bigger picture: Combining econometrics with analytics improves forecasts of movie success SF Lehrer, T Xie Management Science 68 (1), 189-210, 2022 | 35 | 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 | 30 | 2021 |
| Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies Y Qiu, Y Wang, T Xie Economics Letters 208, 110092, 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 | 25 | 2021 |
| Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics T Xie Economics Letters 151, 119-122, 2017 | 25 | 2017 |
| -Relaxation: With Applications to Forecast Combination and Portfolio Analysis Z Shi, L Su, T Xie Review of Economics and Statistics 107 (2), 523-538, 2025 | 19 | 2025 |
| Forecast bitcoin volatility with least squares model averaging T Xie Econometrics 7 (3), 40, 2019 | 16 | 2019 |
| 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 | 8 | 2022 |
| Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach Y Ren, T Xie Quantitative Finance 18 (12), 2101-2112, 2018 | 6 | 2018 |
| Mallows-type averaging machine learning techniques Y Qiu, T Xie, J Yu, X Zhang Working paper, 2020 | 5 | 2020 |
| 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 |
| Predicting cryptocurrency volatility: The power of model clustering Y Qiu, S Qu, Z Shi, T Xie Economic Modelling 144, 106986, 2025 | 4 | 2025 |
| Do the hype of the benefits from using new data science tools extend to forecasting extremely volatile assets? SF Lehrer, T Xie, G Yi Data Science for Economics and Finance: Methodologies and Applications, 287-330, 2021 | 4 | 2021 |
| 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 | 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 |
