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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper"
~person:"Bauwens, Luc"
~person:"Lee, Ji Hyung"
~source:"econis"
~subject:"Forecasting model"
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Forecasting model
Estimation theory
7
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7
Regressionsanalyse
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7
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6
Predictive regression
4
Quantile regression
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Bauwens, Luc
Lee, Ji Hyung
Taylor, Robert
5
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Cai, Zongwu
3
Georgiev, Iliyan
3
Corradi, Valentina
2
Elliott, Graham
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2
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Swanson, Norman R.
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2
Tu, Yundong
2
Valkanov, Rossen I.
2
Anderson, Heather M.
1
Andreou, Elena
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
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Chen, Haiqiang
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Cheng, Xu
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Chevillon, Guillaume
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Clapp, John M.
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Cohen, Jeffrey P.
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Cui, Liyuan
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Fan, Jianqing
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Journal of econometrics
Working paper
Department of Economics working paper series / McMaster University, Department of Economics
1
LIDAM discussion paper CORE
1
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ECONIS (ZBW)
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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
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
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:
4
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:
5
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:
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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