Using the Entire Yield Curve in Forecasting Output and Inflation.
- Published in:
- Econometrics (2225-1146), 2018, v. 6, n. 3, p. 40, doi. 10.3390/econometrics6030040
- By:
- Publication type:
- Article
Works by Lee, Tae-Hwy
Results: 22
1
2
Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints.
- Published in:
- Journal of Business & Economic Statistics, 2015, v. 33, n. 3, p. 393, doi. 10.1080/07350015.2014.955174
- By:
- Publication type:
- Article
3
Model averaging estimation of panel data models with many instruments and boosting.
- Published in:
- Journal of Applied Statistics, 2024, v. 51, n. 1, p. 53, doi. 10.1080/02664763.2022.2114432
- By:
- Publication type:
- Article
4
Uncertainty in sales and inventory behavior in the U.S. trade sectors.
- Published in:
- Canadian Journal of Economics, 1994, v. 27, n. 1, p. 129, doi. 10.2307/135806
- By:
- Publication type:
- Article
5
Density Forecast of Financial Returns Using Decomposition and Maximum Entropy.
- Published in:
- Journal of Econometric Methods, 2023, v. 12, n. 1, p. 57, doi. 10.1515/jem-2020-0014
- By:
- Publication type:
- Article
6
Maximum Entropy Analysis of Consumption-based Capital Asset Pricing Model and Volatility.
- Published in:
- Journal of Econometric Methods, 2021, v. 10, n. 1, p. 1, doi. 10.1515/jem-2019-0022
- By:
- Publication type:
- Article
7
Stochastic trends and fluctuations in national income...
- Published in:
- Southern Economic Journal, 1996, v. 62, n. 4, p. 873, doi. 10.2307/1060934
- By:
- Publication type:
- Article
8
Erratum.
- Published in:
- Review of Economics & Statistics, 2004, v. 86, n. 3, p. 840, doi. 10.1162/0034653041811716
- By:
- Publication type:
- Article
9
INFERENCE ON VIA GENERALIZED SPECTRUM AND NONLINEAR TIME SERIES MODELS.
- Published in:
- Review of Economics & Statistics, 2003, v. 85, n. 4, p. 1048, doi. 10.1162/003465303772815925
- By:
- Publication type:
- Article
10
Comparing density forecast models.
- Published in:
- Journal of Forecasting, 2007, v. 26, n. 3, p. 203, doi. 10.1002/for.1023
- By:
- Publication type:
- Article
11
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check.
- Published in:
- Journal of Forecasting, 2006, v. 25, n. 2, p. 101, doi. 10.1002/for.977
- By:
- Publication type:
- Article
12
Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models.
- Published in:
- Studies in Nonlinear Dynamics & Econometrics, 2001, v. 4, n. 4, p. 169, doi. 10.1162/108118200753392109
- By:
- Publication type:
- Article
13
Optimal forecast under structural breaks.
- Published in:
- Journal of Applied Econometrics, 2022, v. 37, n. 5, p. 965, doi. 10.1002/jae.2908
- By:
- Publication type:
- Article
14
Optimal Portfolio Using Factor Graphical Lasso*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 3, p. 670, doi. 10.1093/jjfinec/nbad011
- By:
- Publication type:
- Article
15
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES.
- Published in:
- Journal of Time Series Analysis, 1996, v. 17, n. 1, p. 37, doi. 10.1111/j.1467-9892.1996.tb00263.x
- By:
- Publication type:
- Article
16
On the robustness of cointegration tests when series are fractionally integrated.
- Published in:
- Journal of Applied Statistics, 2000, v. 27, n. 7, p. 821, doi. 10.1080/02664760050120515
- By:
- Publication type:
- Article
17
Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference.
- Published in:
- Journal of Statistical Computation & Simulation, 2021, v. 91, n. 9, p. 1782, doi. 10.1080/00949655.2020.1871480
- By:
- Publication type:
- Article
18
Forecasting Under Structural Breaks Using Improved Weighted Estimation.
- Published in:
- Oxford Bulletin of Economics & Statistics, 2022, v. 84, n. 6, p. 1485, doi. 10.1111/obes.12512
- By:
- Publication type:
- Article
19
Nonparametric bootstrap tests for neglected nonlinearity in time series regression models.
- Published in:
- Journal of Nonparametric Statistics, 2001, v. 13, n. 3, p. 425, doi. 10.1080/10485250108832860
- By:
- Publication type:
- Article
20
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination.
- Published in:
- Econometric Reviews, 2021, v. 40, n. 10, p. 905, doi. 10.1080/07474938.2021.1889208
- By:
- Publication type:
- Article
21
To Combine Forecasts or to Combine Information?
- Published in:
- Econometric Reviews, 2010, v. 29, n. 5/6, p. 534, doi. 10.1080/07474938.2010.481553
- By:
- Publication type:
- Article
22
The effect of aggregation on nonlinearity.
- Published in:
- Econometric Reviews, 1999, v. 18, n. 3, p. 259, doi. 10.1080/07474939908800445
- By:
- Publication type:
- Article