//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United States"
~person:"Lee, Tae-hwy"
~subject:"Stochastic process"
~subject:"Theory"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Specification error"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
United States
Stochastic process
Theory
Estimation
3
Forecasting model
3
Modellierung
3
Prognoseverfahren
3
Schätzung
3
Scientific modelling
3
Theorie
3
Model averaging
2
Asymptotic optimality
1
Bagging
1
Bayes-Statistik
1
Bayesian inference
1
DCP
1
Equity premium
1
Forecast combination
1
ISEE
1
Local stationarity
1
Nichtparametrisches Verfahren
1
Nonparametric local historical average model
1
Nonparametric statistics
1
Positivity constraint
1
Risikoprämie
1
Risk premium
1
Semiparametric single index model
1
Structural change
1
Time series analysis
1
Time-varying model averaging
1
Zeitreihenanalyse
1
forecast combination puzzle
1
high-dimensional conditional precision matrix
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Lee, Tae-hwy
Sargent, Thomas J.
11
Spanos, Aris
11
Hansen, Lars Peter
10
Hendry, David F.
7
Phillips, Peter C. B.
6
Robotti, Cesare
6
Franses, Philip Hans
5
Medeiros, Marcelo C.
5
Zhang, Xinyu
5
Andreou, Elena
4
Andrews, Donald W. K.
4
Castle, Jennifer
4
Doornik, Jurgen A.
4
Henry, Marc
4
McAleer, Michael
4
Swanson, Norman R.
4
Tetlow, Robert
4
Tsai, Cary Chi-Liang
4
Anselin, Luc
3
Asai, Manabu
3
Baumeister, Christiane
3
Buncic, Daniel
3
Catania, Leopoldo
3
Degiannakis, Stavros
3
Fabozzi, Frank J.
3
Geweke, John
3
Gospodinov, Nikolaj
3
Greenaway-McGrevy, Ryan
3
Hamilton, James D.
3
Herwartz, Helmut
3
Jarrow, Robert A.
3
Kaeck, Andreas
3
Kan, Raymond
3
Kitamura, Yuichi
3
Koop, Gary
3
Korobilis, Dimitris
3
Kunst, Robert M.
3
Ma, Yizhong
3
Maillet, Bertrand
3
more ...
less ...
Published in...
All
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination
Lee, Tae-hwy
;
Mao, Millie Yi
;
Ullah, Aman
- In:
Econometric reviews
40
(
2021
)
10
,
pp. 905-918
Persistent link: https://www.econbiz.de/10012624564
Saved in:
3
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->