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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Journal of econometrics"
~person:"Lee, Ji Hyung"
~person:"Tu, Yundong"
~subject:"Moving block bootstrap"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Moving block bootstrap
Volatility
Estimation theory
13
Schätztheorie
13
Regressionsanalyse
11
Forecasting model
8
Predictive regression
6
Cointegration
5
Kointegration
5
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Quantile regression
3
Time series analysis
3
Zeitreihenanalyse
3
Balanced regression
2
Estimation
2
IVX methods
2
Instrumentation
2
Local to unity
2
Mild integration
2
Robust statistics
2
Robustes Verfahren
2
Robustness
2
Schätzung
2
Shrinkage estimation
2
ARCH model
1
ARCH-Modell
1
Adaptive lasso
1
Artificial intelligence
1
Asymptotic mean squared errors
1
Asymptotic theory
1
Autocorrelation
1
Autokorrelation
1
Bagging
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Box-Cox transformation
1
Break point
1
Capital income
1
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12
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12
Conference paper
1
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English
12
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Lee, Ji Hyung
Tu, Yundong
Todorov, Viktor
10
Chen, Songnian
8
Linton, Oliver
8
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Phillips, Peter C. B.
6
Su, Liangjun
6
Sun, Yiguo
6
Taylor, Robert
6
Cai, Zongwu
5
Kim, Donggyu
5
Li, Degui
5
Li, Qi
5
Li, Yingying
5
Park, Joon Y.
5
Robinson, Peter M.
5
Breunig, Christoph
4
Corradi, Valentina
4
Demetrescu, Matei
4
Fan, Jianqing
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Francq, Christian
4
Hansen, Christian Bailey
4
Koopman, Siem Jan
4
Mykland, Per A.
4
Sasaki, Yuya
4
Simoni, Anna
4
Swanson, Norman R.
4
Xu, Ke-Li
4
Yu, Ping
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bertanha, Marinho
3
Bollerslev, Tim
3
Clark, Todd E.
3
Escanciano, Juan Carlos
3
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Journal of econometrics
Econometric reviews
3
Economics letters
3
Journal of empirical finance
1
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ECONIS (ZBW)
12
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1
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
2
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
3
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
4
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
5
Spurious functional-coefficient regression models and robust inference with marginal integration
Tu, Yundong
;
Wang, Ying
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 396-421
Persistent link: https://www.econbiz.de/10013441893
Saved in:
6
Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Lin, Yingqian
;
Tu, Yundong
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 52-65
Persistent link: https://www.econbiz.de/10012483188
Saved in:
7
Predictive quantile regressions under persistence and conditional heteroskedasticity
Fan, Rui
;
Lee, Ji Hyung
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 261-280
Persistent link: https://www.econbiz.de/10012304551
Saved in:
8
Forecasting cointegrated nonstationary time series with time-varying variance
Tu, Yundong
;
Yi, Yanping
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 83-98
Persistent link: https://www.econbiz.de/10011743781
Saved in:
9
Predictive quantile regression with persistent covariates : IVX-QR approach
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 105-118
Persistent link: https://www.econbiz.de/10011616003
Saved in:
10
Robust econometric inference with mixed integrated and mildly explosive regressors
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10011704727
Saved in:
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