Zhang, X. and Zhang, X. (2023). Optimal model averaging based on forward-validation Journal of Econometrics, 237(2).
Xiaomeng's research primarily focuses on model averaging method and policy evaluation, and her interest also extends to the broader field of forecast combination and casual analysis. Before joining Erasmus University Rotterdam as a postdoctoral researcher, she obtained her Ph.D. in Econometrics at Academy of Mathematics and Systems Science, Chinese Academy of Sciences.
Zhang, X. and Zhang, X. (2023). Optimal model averaging based on forward-validation Journal of Econometrics, 237(2).