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Diagnostic checking for the adequacy of nonlinear time series models
Hong, Yongmiao; Lee, Tae-hwy - In: Econometric theory 19 (2003) 6, pp. 1065-1121
Persistent link: https://www.econbiz.de/10001818975
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Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao; Lee, Tae-hwy - In: The review of economics and statistics 85 (2003) 4, pp. 1048-1062
Persistent link: https://www.econbiz.de/10001832972
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Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models
Hong, Yongmiao; Lee, Tae-hwy - In: The review of economics and statistics 86 (2004) 3, pp. 840
Persistent link: https://www.econbiz.de/10002223498
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Time-varying model averaging
Sun, Yuying; Hong, Yongmiao; Lee, Tae-hwy; Wang, Shouyang; … - In: Journal of econometrics 222 (2021) 2, pp. 974-992
Persistent link: https://www.econbiz.de/10012619810