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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Journal of econometrics"
~person:"Lee, Ji Hyung"
~subject:"Moving block bootstrap"
~subject:"Quantile regression"
~subject:"Volatility"
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Prognoseverfahren
Regression analysis
Moving block bootstrap
Quantile regression
Volatility
Estimation theory
6
Regressionsanalyse
6
Schätztheorie
6
Forecasting model
5
Predictive regression
4
Cointegration
2
IVX methods
2
Instrumentation
2
Kointegration
2
Local to unity
2
Mild integration
2
Robust statistics
2
Robustes Verfahren
2
Robustness
2
ARCH model
1
ARCH-Modell
1
Adaptive lasso
1
Artificial intelligence
1
Asymptotic theory
1
Balanced regression
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Chi-square
1
Conditional heteroskedasticity
1
Endogeneity
1
Forecasting
1
Heteroscedasticity
1
Heteroskedastizität
1
IVX filtering
1
Induktive Statistik
1
Künstliche Intelligenz
1
Local power
1
Machine learning
1
Mild explosiveness
1
Mildly explosive
1
Multivariate predictors
1
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6
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English
6
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Lee, Ji Hyung
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
Tu, Yundong
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
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Predictive regression under various degrees of persistence and robust long-horizon regression
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10010255189
Saved in:
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