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To combine forecasts or to combine information?
Huang, Huiyu
;
Lee, Tae-hwy
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 534-570
Persistent link: https://www.econbiz.de/10008668168
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The effect of aggregation on nonlinearity
Granger, C. W. J.
;
Lee, Tae-hwy
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
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3
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 905-918
Persistent link: https://www.econbiz.de/10012624564
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