The following pages link to Tae-Hwy Lee (Q291864):
Displaying 10 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)
- Component-wise AdaBoost algorithms for high-dimensional binary classification and class probability prediction (Q3295738) (← links)
- RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES (Q4870529) (← links)
