The following pages link to Tae-Hwy Lee (Q291864):
Displaying 25 items.
- Bagging binary and quantile predictors for time series (Q291866) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Disequilibrium and uncertainty in cointegrated systems (Q672564) (← links)
- Cointegration tests with conditional heteroskedasticity. (Q1126488) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations (Q1695558) (← links)
- Time-varying model averaging (Q2024462) (← links)
- Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting (Q2451814) (← links)
- Maximum entropy analysis of consumption-based capital asset pricing model and volatility (Q2661313) (← links)
- Nonparametric bootstrap tests for neglected nonlinearity in time series regression models<sup>∗</sup> (Q2744171) (← links)
- To Combine Forecasts or to Combine Information? (Q3063857) (← links)
- Component-wise AdaBoost algorithms for high-dimensional binary classification and class probability prediction (Q3295738) (← links)
- Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models (Q3368256) (← links)
- Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison (Q3571977) (← links)
- On the robustness of cointegration tests when series are fractionally intergrated (Q4463296) (← links)
- Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks (Q4561855) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- The effect of aggregation on nonlinearity (Q4701043) (← links)
- RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (Q4870529) (← links)
- Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference (Q5065302) (← links)
- Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors (Q5133604) (← links)
- Money–Income Granger-Causality in Quantiles (Q5133611) (← links)
- Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination (Q5862514) (← links)
- Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints (Q6667036) (← links)
