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Disequilibrium and uncertainty...
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Lee, Tae-Hwy
79
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69
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24
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23
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11
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11
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3
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1
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Working Papers / Department of Economics, University of California-Riverside
13
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7
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6
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2
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2
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2
Japan and the world economy : international journal of theory and policy
2
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2
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2
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2
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2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
Macroeconomic forecasting in the era of big data : theory and practice
2
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2
Oxford bulletin of economics and statistics
2
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ECONIS (ZBW)
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1
Stock adjustment for multicointegrated series
Lee, Tae-hwy
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
4
,
pp. 633-639
Persistent link: https://www.econbiz.de/10001209906
Saved in:
2
Excess holding yields and risk premia in the term structure of interest rates
Lee, Tae-hwy
- In:
Journal of quantitative economics : official journal of …
15
(
1999
)
1
,
pp. 145-153
Persistent link: https://www.econbiz.de/10001488728
Saved in:
3
Spread and volatility in spot and forward exchange rates
Lee, Tae-hwy
- In:
Journal of international money and finance
13
(
1994
)
3
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001163485
Saved in:
4
Stock-flow relationships in US housing construction
Lee, Tae-hwy
- In:
Oxford bulletin of economics and statistics
54
(
1992
)
3
,
pp. 419-430
Persistent link: https://www.econbiz.de/10001330266
Saved in:
5
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
Saved in:
6
Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests
Lee, Tae-hwy
;
White, Halbert
;
Granger, C. W. J.
-
1989
Persistent link: https://www.econbiz.de/10000838876
Saved in:
7
Essays on multicointegration and nonlinearity
Lee, Tae-hwy
-
1990
Persistent link: https://www.econbiz.de/10000842105
Saved in:
8
Permanent and transitory components of GDP and stock prices : further analysis
Gonzalo, Jesús
;
Lee, Tae-hwy
;
Yang, Weiping
- In:
Macroeconomics and finance in emerging market economies
1
(
2008
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10003766083
Saved in:
9
Evaluating predictive performance of value-at-risk models in emerging markets : a reality check
Bao, Yong
;
Lee, Tae-hwy
;
Saltoǧlu, Burak
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 101-128
Persistent link: https://www.econbiz.de/10003309378
Saved in:
10
Comparing density forecast models
Bao, Yong
;
Lee, Tae-hwy
;
Saltoǧlu, Burak
- In:
Journal of forecasting
26
(
2007
)
3
,
pp. 203-225
Persistent link: https://www.econbiz.de/10003454467
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