Tae-Hwy Lee

Available identifiers

zbMath Open lee.tae-hwyDBLP75/7212WikidataQ30074960 ScholiaQ30074960MaRDI QIDQ291864

List of research outcomes

Publication	Date of Publication	Type
Forecasting Equity Premium: Global Historical Average Versus Local Historical Average and Constraints	2025-01-20	Paper
Model averaging estimation of panel data models with many instruments and boosting	2024-04-12	Paper
Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference	2022-03-18	Paper
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination	2022-03-09	Paper
Time-varying model averaging	2021-05-04	Paper
Maximum entropy analysis of consumption-based capital asset pricing model and volatility	2021-04-07	Paper
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors	2020-11-10	Paper
Money–Income Granger-Causality in Quantiles	2020-11-10	Paper
Component-wise AdaBoost algorithms for high-dimensional binary classification and class probability prediction	2020-07-10	Paper
DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS	2018-12-21	Paper
Testing for Neglected Nonlinearity Using Regularized Artificial Neural Networks	2018-12-13	Paper
Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations	2018-02-07	Paper
Copula-based multivariate GARCH model with uncorrelated dependent errors	2016-07-04	Paper
Bagging binary and quantile predictors for time series	2016-06-10	Paper
Nonparametric and semiparametric regressions subject to monotonicity constraints: estimation and forecasting	2014-06-04	Paper
To Combine Forecasts or to Combine Information?	2010-12-15	Paper
Asymmetric predictive abilities of nonlinear models for stock returns: evidence from density forecast comparison	2010-06-30	Paper
Neural Network Test and Nonparametric Kernel Test for Neglected Nonlinearity in Regression Models	2006-01-27	Paper
On the robustness of cointegration tests when series are fractionally intergrated	2004-05-27	Paper
Nonparametric bootstrap tests for neglected nonlinearity in time series regression models∗	2001-09-19	Paper
The effect of aggregation on nonlinearity	1999-01-01	Paper
Pitfalls in testing for long run relationships	1998-01-01	Paper
Disequilibrium and uncertainty in cointegrated systems	1997-02-28	Paper
RELATIVE POWER OF t TYPE TESTS FOR STATIONARY AND UNIT ROOT PROCESSES	1996-03-20	Paper
Cointegration tests with conditional heteroskedasticity.	1996-01-01	Paper
Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests	1993-05-16	Paper

Research outcomes over time

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