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Regressionsanalyse
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Indian economic review : official journal of Delhi School of Economics
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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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2
Money-income Granger-causality in quantiles
Lee, Tae-hwy
;
Yang, Weiping
- In:
30th anniversary edition
,
(pp. 385-409)
.
2012
Persistent link: https://www.econbiz.de/10009711922
Saved in:
3
Bagging constrained equity premium predictors
Hillebrand, Eric
;
Lee, Tae-hwy
;
Medeiros, Marcelo C.
- In:
Essays in nonlinear time series econometrics
,
(pp. 330-356)
.
2014
Persistent link: https://www.econbiz.de/10010385832
Saved in:
4
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
Saved in:
5
Variable selection in sparse semiparametric single index models
Chu, Jianghao
;
Lee, Tae-hwy
;
Ullah, Aman
-
2019
Persistent link: https://www.econbiz.de/10012244169
Saved in:
6
A combined estimator of regression models with measurement errors
Huang, Bai
;
Lee, Tae-hwy
;
Ullah, Aman
- In:
Indian economic review : official journal of Delhi …
52
(
2017
)
1/2
,
pp. 73-91
Persistent link: https://www.econbiz.de/10012225803
Saved in:
7
The second-order bias of quantile estimators
Lee, Tae-hwy
;
Ullah, Aman
;
Wang, He
- In:
Economics letters
173
(
2018
),
pp. 143-147
Persistent link: https://www.econbiz.de/10012022969
Saved in:
8
The second-order bias and mean squared error of quantile regression estimators
Lee, Tae-hwy
;
Ullah, Aman
;
Wang, He
- In:
Indian economic review : official journal of Delhi …
59
(
2024
),
pp. 11-68
Persistent link: https://www.econbiz.de/10015080090
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