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Neural network test and nonparametric Kernel test for neglected nonlinearity in regression models
Lee, Tae-hwy (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 4, pp. 169-182
Persistent link: https://www.econbiz.de/10001773135
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Forecasting equity premium : global historical average versus local historical average and constraints
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 393-402
Persistent link: https://www.econbiz.de/10011390401
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Granger-causality in quantiles between financial markets : using copula approach
Lee, Tae-hwy; Yang, Weiping - In: International review of financial analysis 33 (2014), pp. 70-78
Persistent link: https://www.econbiz.de/10010520073
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Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of econometrics 182 (2014) 1, pp. 196-210
Persistent link: https://www.econbiz.de/10010497090
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Variable selection in sparse semiparametric single index models
Chu, Jianghao; Lee, Tae-hwy; Ullah, Aman - 2019
Persistent link: https://www.econbiz.de/10012244169
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Applying Kernel and nonparametric estimation to economic topics
Fomby, Thomas B. (ed.); Hill, Rufus Carter (ed.) - 2000
Persistent link: https://www.econbiz.de/10001486188
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Nonparametric bootstrap specification testing in econometric models
Lee, Tae-Hwy; Ullah, Aman - In: Computer-aided econometrics, (pp. 451-477). 2003
Persistent link: https://www.econbiz.de/10002595534