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Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations
Lee, Tae-hwy; Xi, Zhou; Zhang, Ru - In: Journal of time series econometrics 5 (2013) 1, pp. 61-85
Persistent link: https://www.econbiz.de/10009753069
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Stein-Rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric; Lee, Tae-hwy - 2012
Persistent link: https://www.econbiz.de/10009627569
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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
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Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric; Lee, Tae-hwy - In: 30th anniversary edition, (pp. 171-196). 2012
Persistent link: https://www.econbiz.de/10009711986
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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
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Jumps in cross-sectional rank and expected returns : a mixture model
González-Rivera, Gloria; Lee, Tae-hwy; Mishra, Santosh - In: Journal of applied econometrics 23 (2008) 5, pp. 585-606
Persistent link: https://www.econbiz.de/10003760414
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Testing for neglected nonlinearity using regularized artificial neural networks
Lee, Tae-hwy; Xi, Zhou; Zhang, Ru - In: Recent advances in estimating nonlinear models : with …, (pp. 33-57). 2014
Persistent link: https://www.econbiz.de/10011406757
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Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison
Bao, Yong; Lee, Tae-hwy - 2006
Persistent link: https://www.econbiz.de/10003350084
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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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Forecasting volatility : a reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
González-Rivera, Gloria; Lee, Tae-hwy; Mishra, Santosh - In: International journal of forecasting 20 (2004) 4, pp. 629-645
Persistent link: https://www.econbiz.de/10002434305